Managing Director, Head of Market & Valuation Risk Management & Risk Methodology
Bevan is the Head of Market & Valuation Risk Management and Risk Methodology. He joined Deutsche Bank in May 2015 from Credit Suisse, where he spent 17 years in various roles across Market and Enterprise Risk Management in both London and New York. Prior to Credit Suisse he was in the audit practice of KPMG in New Zealand, during which time he became a qualified chartered accountant.
Managing Director, Head of Model Risk Management
Nikolai Kukharkin is Managing Director, Head of Model Risk Management at TIAA. His team is responsible for TIAA’s Model Risk Management program, including model validation, control, and governance activities such as risk rating of models, model performance review, front-to-back model governance and controls, and reporting and oversight of model risk.
Mr. Kukharkin has over 20 years of experience in risk management, focusing on model risk assessment and management. He joined TIAA in 2017 after 14 years with UBS, where he held various roles within Risk Control function. Most recently, Mr. Kukharkin was the Global Head of Model Risk Management & Control, where he led the design and implementation of a complete Model Risk Management framework at UBS. Previously, Mr. Kukharkin served as Vice President, Model Risk Officer at JPMorganChase Model Review Group for 5 years.
Mr. Kukharkin holds PhD in Plasma Physics from Moscow Institute of Physics and Technology (Russia) and started his career in 1990s as a research physicist at the National Research Center “Kurchatov Institute” in Moscow, Russia, and later in the Department of Mechanical and Aerospace Engineering at Princeton University.
Managing Director, Senior Qunatitative Researcher
Jessica James is a Senior Quantitative Researcher at Commerzbank in London, previously Head of the Quantitative Solutions Group. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. Prior to this she was the Head of Risk Advisory and Currency Overlay Team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford. She holds a BSc in Physics from Manchester University and a D. Phil. in atomic and nuclear phyics from Oxford University.
Her significant publications include the ‘Handbook of Foreign Exchange’ (Wiley), 'Interest Rate Modelling' (Wiley), and 'Currency Management' (Risk books). Her latest book ‘FX Option Performance’ came out in 2015. She has been closely associated with the development of currency as an asset class, being one of the first to create overlay and currency alpha products.
Jessica is on the Board of the Journal of Quantitative Finance, and is a Visiting Professor both at UCL and at
Global Head of Traded Risk Analytics
Paul is the Global Head of Traded Risk Analytics at HSBC, overseeing the development of Market Risk and Counterparty Credit Risk models across the bank. Paul has been at HSBC working in modelling for over 15 years. Prior to this, he received a PhD studying quantum mechanical behaviour in plasmas.
Emma is a senior risk professional with more than twenty years’ experience focussed in corporate and retail banking leading analytical, modelling and technical teams across periods of organisational transformation. Emma led the introduction of model risk as a risk type within Santander UK and the growth of the function to include all areas of the Bank. In her current role as the Head of Model Risk Control at Santander UK, she is responsible for setting and controlling model risk governance. Her teams are responsible for the model risk framework and the supporting policies and procedures, model risk appetite, reporting, model approvals and the consolidated model inventory as well as providing internal training workshops. Emma’s team also co-ordinate the annual CRR attestation for IRB models and the model risk submissions for the PRA Stress Test.
Global Head of Model Risk Management
Fabienne Libert leads ING’s Model Risk Management,
Previous to this Fabienne held different positions within ING as Financial Controller, Head of Credit Risk Intelligence in TMB Bank of Bangkok, where she led the development of a coordinated, value creating credit risk management approach across all business segments, from Retail to Mid Corp to Corporate, and Risk COO where she steered the transformation of Risk Management platforms, operations, reporting and program management.
Fabienne holds a Bachelor degree in Business Management, Master degree in International Business and Management and Certificate in Economy of the Developing Nation, all from I.C.H.E.C. Brussels Management School. She is fluent in French, Dutch and English.
Global Head of Analytics | Product Control
Sarah is currently Global Head of the Product Control Analytics team. Sarah is responsible for teams in London, Paris, Krakow, New York and Hong Kong accounting for 30 people.
She joined HSBC in 2003 after graduated with a Master in Financial Maths from ENSAE/Dauphine university. Initially Sarah joined the Paris office and later transferred to London in 2007. Sarah has undertaken a number of roles within Finance focusing on quantitative valuation adjustments. Sarah has worked across all asset classes and often been involved in diverse and complex projects such as the implementation of Funding Value Adjustment for the bank, Stress Testing and liquidity management. Sarah is now focusing on new technology such as Machine Learning to ensure that the department leverages new technics to both create capacity and develop new advanced analytics tools for better insight on the business.
Global Head, Enterprise Risk Analytics
Standard Chartered Bank
Julian Phillips joined Standard Chartered Bank in July 2017 to build an Enterprise Risk Analytics team to broaden our analytics capabilities and provide analytical support for all parts of the ERM organisation, including risk appetite, portfolio risk and to assist the business as appropriate, working with colleagues in the business risk teams.
Prior to joining Standard Chartered Bank, Julian was with GE Capital where he was Chief Model Officer. He brings a wealth of experience in analytics and enterprise risk management, having led analytics, model development, and model risk teams at GE Capital, BAML and Deutsche. Prior to entering banking, Julian was an academic working in high energy particle physics. He also spent 10 years doing research at international laboratories including DESY in Hamburg and CERN in Geneva.
Julian has a Ph.D. in experimental particle physics.
Global Head of Collateral Risk Analytics
Maria is the Global Head of Collateral Risk Analytics at HSBC, overseeing the development and regulatory compliance of risk models for Collateral, Margining and CCPs. Maria has been working as a quant for over 10 years, with his last 4 years at HSBC. Prior to this, he received a PhD in Mathematics (Numerical Analysis).
Head of Model Risk
Grazia Rapisarda is a senior model risk management professional with 18 years of experience in the financial services sector. Grazia joined at Fidelity International in November 2018 as Head of Model Risk after spending several years in RBS as Head of Wholesale Credit Risk modelling first and as Head of Model Risk Governance more recently. Prior to this, she was leading the Wholesale Credit Risk Modelling team at Credit Suisse. She also worked as an Economist at the Financial Services Authority UK, now PRA and - in the early stages of her career - she held research and teaching positions at Oxford University, Catholic University in Milan and Ente Luigi Einaudi (affiliated to the Central Bank of Italy) in Rome. Grazia holds a PhD and an MSc in Economics from Southampton University.
Head of Risk
In 2016 William became the Head of Risk for SEB Denmark with responsibility for protecting the banks financial results and reputation by preventing excessive risk taking and promoting a strong risk management culture. He has a key role in driving and contributing to risk related projects including the banks FRTB program. He has worked in the past for both buy and sell side firms, in roles ranging from trading at a large Hedge Fund to working as a quantitative analyst at a tier 1 investment bank. Always with a focus on improving financial modelling and analytics to maximize risk management and market awareness. William holds a BSc. In Mathematics and Economics from the LSE and a MSc. in Mathematics from the University of Copenhagen.
Head of Credit PD Models and Data Science
Unicredit Bank Austria
Günther Helbok joined Bank Austria in 1999. Within his 18 years of experience in Operational Risk and Credit Risk Validation, he managed the operational risk system selection, development and rollout in Bank Austria and lead the Austrian and CEE countries through the AMA validation by the respective regulators; being now on the Board of ORX.
He is currently responsible for Credit PD Models and Data Science, leading the Pre Approved Consumer Loan and Alexa Skill implementation effort in Bank Austria. Prior to his engagement he worked at the Manchester School of Accounting and Finance where he holds a PHD.
Head of SAF Analytics
Priti started her career as fixed Income Quant at RBS in 2006 and later moved to Hybrids Quant group in 2010. Now she is heading SAF Analytics team at NWM, responsible for core analytics, curves and Market infrastructure used in pricing, hedging and risk management across all asset classes in NWM.
Priti has PhD in Pure Mathematics and Theoretical Computer Science. She is firm believer of making Quant skills available beyond the traditional trading floor, to other non-trading sections of the bank. She and her team engage in a range of work across the Bank.
Outside her work Priti enjoys spending time with her 7 year old twins and brainstorming with her husband, who is a founder of an IOT & Tech start-up.
Head of Model Risk, Internal Audit
Christopher Hall has been working in all areas of risk management since 1992. He is a Head of Model Risk, Internal Audit at HSBC.
He has run many projects covering all aspects of risk management in financial institutions, including stress testing, ICAAP development, economic capital and performance measures, liquidity development and the integration into strategic planning & scenario analysis.
Prior to HSBC, Christopher was Head of Market Risk Methodology, Stress Testing and IT Architecture, Risk Consulting and Training at Risk Advisors, CFO of a start-up hedge fund and Head of Economic Capital at Barclays Bank.
Christopher has a first class degree in Computing and Statistics, is a Chartered Accountant and has a Masters in Finance from London Business School.
Head of Risk Analytics Systems
Standard Chartered Bank
Claus is currently Head of Risk Analytics Systems at Standard Chartered Bank, leading strategy for systems that support the model development lifecycle including model inventory, model risk management and development platforms for models and advanced analytics of risk metrics and data.
Prior to that he was a senior lead in JP Morgan’s Data Science team, as product manager on projects spanning the Markets’ trading and sales functions. He has broad experience in investment banking and trading technology systems, and spent several years on trading floors designing and delivering IT trading systems for commodities front office desks again with a focus on data and analytics.
Global Head of Valuation Risks
Laurent-Olivier Valigny started as a consultant in a financial software company (Concept Banque et Finance); he moved to Societe Generale in 1991 as a trading floor manager in the Treasury department; he then pursued various positions in the area of proprietary trading and market risk management in the fixed income and foreign exchange departments; Laurent-Olivier Valigny joined HSBC in 2005, in charge of market risk & valuation controls in Paris; He is now Global Head of Valuation Risks with the Global Product Control . Laurent-Olivier VALIGNY is a member of PRMIA Board, Paris Chapter and various Industry Forum and a regular lecturer in numerous French Universities.
Head Portfolio Quantitative Research CB Markets
Lloyds Banking Group
Head of Model Risk Management
Danske Bank Group
PwC 1996 – 2005 (Audit and Market Risk Consultancy)
Standard Bank 2005 – 2010 (Risk Audit)
Deutsche Bank 2011 – 2014 (Market Risk Policy)
Sberbank 2014 – 2017 (Front Office Controls)
Deutsche Bank 2017 – 2018 (Model Risk Governance),
Danske 2018 – onwards (Head of Model Risk Management)
Editor, Risk Management
Tom Osborn is the desk editor of Risk.net’s risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
Senior Technical Consultant
Paul is a senior technical consultant at MathWorks enabling customers to be successful in their adoption and use of MATLAB and Simulink to solve the modelling challenges of today and tomorrow with cutting-edge technology, tools and methods.
Paul focuses on the financial services industry in modelling credit and market risk, and the bigger picture of managing the risk associated with those models, especially when machine learning is applied. He also has expertise in signal processing, software design and application development in MATLAB, big data for enterprise-scale data analytics.
Co-Founder and CEO
Yields.io Co-Founder and CEO Jos Gheerardyn has built the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale. A zealous proponent of model risk governance & strategy, Jos is on a mission to empower quants, risk managers and model validators with smarter tools to turn model risk into a business driver.
Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award-winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques to imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven (Belgium).
Thomas Obitz is a management consultant and senior advisor on risk and regulatory driven change. He has designed the operating model transformation in the FRTB implementation of a major global bank and worked on various both operational and quantitative aspects of the regulation.
Thomas has more than 20 years of experience in the Financial Services industry in roles including organizational change, operating model transformation and IT transformation, working as a consultant, project manager and business architect. He has a background in Mathematics, worked for a Big 4 consultancy, is certified as a Financial Risk Manager (GARP FRM) and holds a TOGAF 9 certification. He is founder of RiskTransform, a niche consultancy supporting banks in integrating risk, operating model and IT change, and based in London.
Thomas has published on various aspects of the FRTB and on broader topics of risk change. Special areas of interest are the operational changes required to manage the impact of the regulation, and the data and data quality implications.
- FRTB’s risk factor framework is more punitive than it seems, Thomas Obitz 2017 http://www.risk.net/risk-management/2479902/frtbs-risk-factor-framework-more-punitive-it-seems
- Estimation of Risk Factor Modellability as a Function of Arrival Rate and Seasonality, Thomas Obitz, 2016 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2885001
- Getting in shape for the FRTB has to start now, Thomas Obitz 2016, http://www.risk.net/risk-magazine/opinion/2456070/getting-in-shape-for-the-frtb-has-to-start-now
Director, Market Risk Management & Risk Methodology
Adolfo Montoro FRM, is a Director within Deutsche Bank's Market Risk Management & Risk Methodology department in London.
He is currently the Global Head of Market Data Strategy and Analytics and represents DB in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last five years. Previously he has been in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honors) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee