Speakers & Advisory Board

Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction.

Dr. Ratcliffe's service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis.

Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.

Max is responsible for defining the next generation of multi-asset investment processes for Franklin Templeton Investment Solutions. Previously, he was president and chief investment officer of the start-up asset manager AlphaTrAI, where he harnessed artificial intelligence to build alternative strategies for traditional and digital assets. Before that, he was head of asset allocation at the asset management arm of Pacific Life Insurance for seven years. Prior to Pacific Life, Max was a portfolio manager with Mellon Capital’s multi-asset group and a founding member of Coefficient Global, a quantitative macro hedge fund. Outside of work he’s an amateur racecar driver.

Agus Sudjianto is an executive vice president, head of Model Risk and a member of Management Committee at Wells Fargo, where he is responsible for enterprise model risk management.

Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom. Before joining Lloyds, he was an executive and head of Quantitative Risk at Bank of America.

Prior to his career in banking, he was a product design manager in the Powertrain Division of Ford Motor Company.

Agus holds several U.S. patents in both finance and engineering. He has published numerous technical papers and is a co-author of Design and Modeling for Computer Experiments. His technical expertise and interests include quantitative risk, particularly credit risk modeling, machine learning and computational statistics.

He holds masters and doctorate degrees in engineering and management from Wayne State University and the Massachusetts Institute of Technology.

Christian Lundblad is the Richard Levin Distinguished Professor of Finance and the Senior Associate Dean for Faculty and Research at the University of North Carolina’s Kenan-Flagler Business School.  He earlier served as the Chair of the Finance Area and the Associate Dean of the Ph.D. Program.  He is also a Senior Fellow at the Kenan Institute of Private Enterprise.  Finally, he holds a courtesy appointment as a Special-Term Professor at the People’s Bank of China School of Finance, Tsinghua University in Beijing, China.

His research spans asset pricing, investment management, and international finance, with a specialization in emerging market development. His research has been published in top academic journals such as the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics.  He served as an Associate Editor for the Journal of Finance, and now serves at the Journal of Banking and Finance and Financial Management.

He also served as a financial economist at the Federal Reserve Board in Washington, D.C., where he advised the Board of Governors on international financial market developments.

He is the recipient of Weatherspoon Award for Excellence in Research and the MBA for Executives and OneMBA Teaching Excellence awards.

He received a PhD in financial economics and a master’s degree in economics from Duke University. He earned his BA in economics and English literature with highest honors from Washington University in St. Louis.

Will is senior managing director and Head of Research at State Street Global Markets, the capital markets business at State Street, where he is responsible for a global team of 50 data scientists, quantitative researchers and macro investment strategists as well as managing partnerships with data science start-ups and academics. The team delivers proprietary investment indicators, data-driven trade ideas, and award-winning research to thousands of institutional investors around the world through its Insights platform.

Will’s personal research has focused on recession forecasting, private equity investing, asset allocation, inflation and risk measurement. He and his co-authors received “outstanding article” awards for their research in 2013, 2014, 2015, 2016 and 2021. The second edition of his book, “Asset Allocation: From Theory to Practice and Beyond,” co-authored with Mark Kritzman and David Turkington, was published in 2021. He also serves on the editorial boards of the Journal of Portfolio Management and the Journal of Alternative Inestments. He holds an M.S. in finance from Boston College, a B.A. in Economics from Tufts University, and a CFA designation.

David is the current Women’s National Field Hockey Head Coach who are based in Charlotte, North Carolina and recently won silver in the Pan American Games in Chile. Formerly a professor of Coaching Science & Education at Dublin City University David has applied the practical knowledge gained as a teacher, coach, coach developer and high performance director to various sporting contexts, business and academic areas of research. Before completing a professional doctorate David worked in elite sport for 14 years, formerly with British hockey before moving to Ireland where he coached the Irish Men’s team and served as High Performance Director with Hockey Ireland for 7 years. David then spent a period of 10 years in academia where his key research interests were culture building, coach development, talent development management processes, and applying science and data within the coaching process.

Father of 5 David also worked as lead consultant for Sport Ireland Institute in their elite coach development program, the Pursuit of Excellence within which he completed his doctorate in 2016. David is still actively involved in elite coach development working as a mentor on the European Top Coach Programme and as an Educator with the World Hockey Academy. David has been to two Olympics and former Ireland’s Men’s Head Coach and Women’s National Assistant Coach. David has worked as a consultant with several national and multinational companies drawing upon the close relationship between business and sport.

• Evan G. Sekeris is a Partner in the Risk & Public Policy practice of Oliver Wyman, based in Washington, D.C.. His areas of focus are stress testing, operational risk, and cyber risk. Evan’s background is in the measurement and quantification of credit risk and operational risk.  His primary focus is currently on supporting institutions in building stress testing frameworks, developing their risk identification process and developing their model risk management frameworks.
• His projects  include:
  • Supporting a wide range of large global and regional banks with their CCAR frameworks, with a particular emphasis on their non financial risks.
  • Developed a cyber risk quantification framework for a number of clients including a global financial institution and a fortune 250 industrial.
  • Assessment and redevelopment of risk operating models and of 3LoD frameworks for various large global and regional banks.
  • For a large internationally active US bank: supported major change of course in CCAR operational risk stress estimates a few months prior to submission in reaction to regulatory guidance.
  • Supported the development of operational risk models for capital and stress testing purposes at more than 20 institutions worldwide.
• Prior to joining Oliver Wyman, Evan was the Head of Risk Consulting for Financial Institutions for Aon in Columbia, Maryland. He was in charge of building Aon’s risk consulting practice for financial institutions and managed multiple teams based in North America and Europe to deliver services to clients worldwide. Previously, Evan was an Assistant Vice President of the Federal Reserve Bank of Richmond, where he created the center of excellence for operational risk which served the System needs for operational risk related matters. The team was in charge of the supervision of all AMA and CCAR banks in the US and developed the Fed’s CCAR model for operational risk.
• Evan earned a B.A. and M.A. in Economics from the Université Catholique de Louvain in Belgium. He received his Ph.D. in Economics from the University of California at Los Angeles.
  • He has numerous publications in both academic and practitioner journals
  • Evan is an editor of the Journal of Operational Risk

Judith joined DWS (formerly known as Deutsche Asset Management) in 2005 following 8 years with JPMorgan Chase. Prior to her current role as head of non-financial risk management & programmes, Judith was the chief risk officer for DWS Americas, she served as the regional control officer for DWS Americas. Before that, she was the global chief operating officer for the DWS Alternatives and Fund Solutions business based in London.

Judith holds an MBA in Financial Management from Pace University, New York.

 

Mark Hofberg is an accomplished risk management leader with over 20 years of industry experience.  He previously served as a leader in a variety of audit, risk and compliance management functions within retail, wealth, and investment banking at Bank of America.  Mark currently serves customers as Risk Solutions Executive within ServiceNow’s financial services division.  Prior to joining ServiceNow, Mark served as RSA Archer’s field risk officer for US and Canada.

Mark has held various senior leadership roles at Accenture, Bank of America, RSA and now guides customers on their integrated risk transformation journeys with ServiceNow.  He is passionate about the evolution of risk management, emerging risks, and the utilization of technology to optimize business outcomes.  Mark has co-authored white papers on impacts of technical debt, digital risk, and has a patent on optimization of technology decisions (US 8,321,363 · Issued Nov 27, 2012) along with a patent pending process risk prioritization model.  Mark holds a bachelor’s degree in engineering from North Carolina State University.

Badri is a forward-thinking operational risk executive with over 15 years of experience in the financial services industry. As a senior vice president, operational risk executive, Badri is accountable for the effective execution of the bank’s operational risk programme for the global technology organisation. As part of this role, he and his team provide oversight of key operational risks including data risk, cybersecurity, resiliency, technical change across global technology CIO organisations. Badri has a proven track record of developing and implementing comprehensive risk management strategies that safeguard organisational assets, enhance regulatory compliance, and optimise operational efficiency. Prior to this role, Badri served as the operational risk lead for the consumer and small business organisation with a focus on implementing the operational risk programme and strategies across consumer products and services, including but not limited to, credit card, ATM/online banking, first mortgage and home equity. Badri joined Bank of America in 2010 in the global risk management organisation and has since then served on multiple credit and operational risk roles. He received his B.S. degree in electrical engineering from VIT University, India and earned his Master’s degree in mathematical finance from University of North Carolina, Charlotte.

Tripp Rex is the operational risk framework executive at U.S. Bank, which encompasses the RCSA, internal control and control testing, product delivery risk, operational loss, scenario analysis and issue management.  Since joining U.S. Bank in 2014, Tripp has led functions within technology risk, control testing, and technology strategy for risk management. Prior to U.S. Bank, he held prior roles in risk and programne management at Bank of America. Prior to that, Tripp worked at Accenture in management consulting supporting various financial institutions. Tripp is an alumni of Clemson University and received his MBA from the University of South Carolina.

As Managing Director in Enterprise Model Risk Management (EMRM), Jing Zou is responsible for validating models in Securitized Products, Pre-Provision Net Revenue, Retail Credit models, and interest rate derivatives models. She also developed Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which identifies the impact of model uncertainty on capital ratios. She is an invited speaker for many industry model risk management training courses.
Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible of engaging the business about model risks. Later on, she was promoted to a Senior Director and then a Managing Director and has expanded the scope to cover the validation of 40% of CCAR models. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles covering front office quant, market risk, and model risk areas.
Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a B.S. and M.S. in Computational Mathematics in Xi’an Jiaotong University.

Wei Zhu is a Managing Director and Global Head the Market Risk Analytics in Citi.  After joining Citi in 2001, he has worked in various risk modeling areas including market risk, counterparty credit risk, and risk capital.   Mr. Zhu has a Ph.D. in Physics from New York University and is a CFA charter holder since 2004.

Jason is part of a team of Strategic Enterprise Risk Officers at Wells Fargo working on A.I. Risk Management and Governance. In his spare time, I am the President and Coach of the Charlotte Cardinals Rugby Club. A non-profit youth rugby club serving the greater Charlotte area. Jason studied law at the Nelson Mandela University, in Port Elizabeth, South Africa. He previously worked at Bank of America leading their Treasury New Products Governance Team and more recently led a team of Committee Liaisons in the Enterprise Risk at Wells Fargo.

Chris is a member of Milliman’s Cyber Risk Solutions (CRS) practice group.  The practice delivers a portfolio of risk consulting services, such as enterprise risk design, cyber risk assessment and quantification, test and build projects, operational risk assessments, enterprise risk management (ERM) education and training, and ERM technology evaluation. The CRS practice uses diagnostic consulting strategies to understand an organization’s enterprise risk goals and challenges and then customize solutions to deliver required business results. 

EXPERIENCE

Chris has 15 years of professional experience.  His experience includes work in the banking, insurance, capital markets and card sectors helping clients assess and mitigate risk. 

Prior to joining Milliman, Chris was a Senior Manager in Accenture’s Finance and Risk Management Consulting practice, delivering work for global financial service clients.   Additionally, Chris served as an active duty Naval Officer and has multiple overseas deployments. 

Professional experience and subject matter advisory includes: 

• Cyber Security metrics and governance
• Financial Service Regulatory and Compliance initiatives
• Risk Management 
• Corporate and Risk Governance
• Surveillance 
• Financial Services operating model and cost reduction
• Regulatory remediation and responses
• Legal department risk and optimization
• Leading large cross functional projects and teams

EDUCATION

• BS Political Science, University of Wisconsin–Madison
• MBA, University of Chicago – Booth School of Business

Tripp serves as a Director of Operational Risk Frameworks within the Risk Management and Compliance organization.  He has responsibilities for operational risk framework oversight including RCSA, internal controls, quality assurance, taxonomies and issue management.  Prior to joining U.S. Bank, Mr. Rex served in various capacities at Bank of America and Accenture. 

Tripp is the operational risk framework executive at U.S. Bank, which encompasses the RCSA, internal control and control testing, product delivery risk, operational loss, scenario analysis and issue management. Since joining U.S. Bank in 2014, Tripp has led functions within technology risk, control testing, and technology strategy for risk management. Prior to U.S. Bank, he held prior roles in risk and programme management at Bank of America. Preceeding that, Tripp worked at Accenture in management consulting supporting various financial institutions. Tripp is an alumni of Clemson University and received his MBA from the University of South Carolina.

Mark Hofberg is an accomplished risk management leader with over 20 years of industry experience.  He previously served as a leader in a variety of audit, risk and compliance management functions within retail, wealth, and investment banking at Bank of America.  Mark currently serves customers as Risk Solutions Executive within ServiceNow’s financial services division.  Prior to joining ServiceNow, Mark served as RSA Archer’s field risk officer for US and Canada.

Mark has held various senior leadership roles at Accenture, Bank of America, RSA and now guides customers on their integrated risk transformation journeys with ServiceNow.  He is passionate about the evolution of risk management, emerging risks, and the utilization of technology to optimize business outcomes.  Mark has co-authored white papers on impacts of technical debt, digital risk, and has a patent on optimization of technology decisions (US 8,321,363 · Issued Nov 27, 2012) along with a patent pending process risk prioritization model.  Mark holds a bachelor’s degree in engineering from North Carolina State University.

Badri is a forward-thinking operational risk executive with over 15 years of experience in the financial services industry. As a senior vice president, operational risk executive, Badri is accountable for the effective execution of the bank’s operational risk programme for the global technology organisation. As part of this role, he and his team provide oversight of key operational risks including data risk, cybersecurity, resiliency, technical change across global technology CIO organisations. Badri has a proven track record of developing and implementing comprehensive risk management strategies that safeguard organisational assets, enhance regulatory compliance, and optimise operational efficiency. Prior to this role, Badri served as the operational risk lead for the consumer and small business organisation with a focus on implementing the operational risk programme and strategies across consumer products and services, including but not limited to, credit card, ATM/online banking, first mortgage and home equity. Badri joined Bank of America in 2010 in the global risk management organisation and has since then served on multiple credit and operational risk roles. He received his B.S. degree in electrical engineering from VIT University, India and earned his Master’s degree in mathematical finance from University of North Carolina, Charlotte.

Evan's background is in the measurement and quantification of credit risk and operational risk.  His primary focus is currently on supporting institutions in building operational risk modeling for stress testing, developing their risk identification process and developing their model risk management frameworks.
Some of his recent client engagements include:
For a foreign global bank, helped them develop a comprehensive operational risk framework for their US based IHC. Ensured both integration of the framework in their international framework as well as US regulatory compliance.
For a large internationally active US bank: supported major change of course in CCAR operational risk stress estimates a few months prior to submission in reaction to regulatory guidance.
For a large regional bank: built their CCAR loss projection model and wrote the documentation for the full CCAR operational risk submission.
For a global bank conducted a validation of their operational risk modeling framework for CCAR
  Prior to joining Oliver Wyman, Evan was the Head of Risk Consulting for Financial Institutions for Aon in Columbia, Maryland. He was in charge of building Aon's risk consulting practice for financial institutions and managed multiple teams based in North America and Europe to deliver services to clients worldwide. Previously, Evan was an Assistant Vice President of the Federal Reserve Bank of Richmond, where he created the center of excellence for operational risk which served the System needs for operational risk related matters. The team was in charge of the supervision of all AMA and CCAR banks in the US and developed the Fed's CCAR model for operational risk.
Evan earned a B.A. and M.A. in Economics from the Université Catholique de Louvain in Belgium. He received an additional M.A. as well as his Ph.D. in Economics from the University of California at Los Angeles.

Judith joined DWS (formerly known as Deutsche Asset Management) in 2005 following 8 years with JPMorgan Chase. Prior to her current role as head of non-financial risk management & programmes, Judith was the chief risk officer for DWS Americas, she served as the regional control officer for DWS Americas. Before that, she was the global chief operating officer for the DWS Alternatives and Fund Solutions business based in London.

Judith holds an MBA in Financial Management from Pace University, New York.

 

Nick Silitch was recently senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversaw Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team developed models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He was chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also worked with external stakeholder groups to forward industry interests. He was head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction.

Dr. Ratcliffe's service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis.

Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.

Steve Boras is the Head of Model Risk Management & Validation at Citizens Bank in Boston, focused on managing the model risk of the bank via validation of models, performance management and monitoring of outcomes, and serving as a sounding board for new and emerging modeling techniques and their respective appropriateness. Since joining Citizens in 2015, Steve has led several risk analytics functions, most recently heading the Risk Architecture Center of Excellence (covering loss forecasting model development for CCAR/DFAST and CECL, and PD, LGD, and EAD modeling for wholesale), as well as anti-money laundering modeling, macroeconomic scenario generation, and Data Science.  Steve also holds leadership roles in enterprise risk, ESG and Inflation/Stagflation scenario analysis, and artificial intelligence and machine learning governance.

Joseph Simonian is Senior Investment Strategist at Scientific Beta. Over the last 17 years Joseph has held senior portfolio management and research positions in several asset management firms, including PIMCO, Fidelity, Natixis Investment Managers, and JP Morgan Asset Management. He is also the founder and CIO of Autonomous Investment Technologies LLC.

Joseph is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. He is currently the co-editor of the Journal of Financial Data Science, on the editorial board for The Journal of Portfolio Management, and advisory board member for the Financial Data Professional Institute. Joseph is the author of over 40 academic publications. 

Joseph also has vast experience in teaching both in academia and industry. 

He holds a Ph.D. from the University of California, Santa Barbara; an M.A. from Columbia University; as well as a B.A. from the University of California, Los Angeles.

Chris Callies has partnered with senior officers of major financial institutions to address growing complexity in the nature of financial risk and its propagation across geographic, asset class, market structure, and operational boundaries. After initially working with institutional asset managers, commercial and investment banks, and multi-family offices through the financial crisis that began in 2007–08, her professional domain later expanded to alternatives managers, insurance firms, non-bank lenders and regulators. Callies has advanced through a series of senior roles at Credit Suisse, Merrill Lynch and Bessemer Trust, including chief investment strategist, chief strategist, head of market risk strategy, and acting chief investment officer, with oversight of more than $40 billion in traditional and alternative assets. She is a dedicated advocate for fully integrated, flexible, proactive risk analytics as a vital tool for effective capital planning, product development and sustainable returns. Callies holds a bachelors degree from Northwestern University in Evanston, Illinois, with a sub-specialty in advanced applied mathematics.

As Chief Risk Officer, Rodney leads the Risk Management, Compliance and Ethics, and Assurance and Advisory functions for OMERS. Under his leadership, these functions work closely with the businesses units across OMERS to fulfil their mandate, and to provide ongoing monitoring and reporting to senior management, the OMERS Board of Directors and its various committees.

Prior to joining OMERS in 2011, Rodney worked as a Partner at an international accounting firm, where he specialized in auditing complex public and private companies. During this time, he also held several leadership roles with the firm.

A graduate from the University of Kent at Canterbury, with an Honours Degree in Accounting with Computing (Honours), Rodney is an Associate of the Institute of Chartered Accountants in England and Wales (ACA-UK).

He is also a Chartered Professional Accountant (CA, CPA) in Canada. Originally from Ireland, Rodney is passionate about giving back through involvement with community. Rodney also serves on the Financial Committee for Crescent School. He lives in Toronto with his family.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Baha Rudin is the Head of buy side sales & account management, North America for ActiveViam, a data analytics company.

In this role Ms. Rudin is focused on the acquisition of new logos in asset management, hedge fund and asset owner space. She is also responsible for expanding partnerships with the existing clients.

Ms. Rudin has more than 20 years of experience in risk management, prop trading, securities lending and financial research that allow her to connect the dots and people across the business and find opportunities that result in new efficiencies and products.

Her fintech experience includes working at State Street Global Exchange and RiskMetrics.

Ms. Rudin holds an MS degree in Economics from University of Wisconsin-Madison and BS degree in Math and Economics from University of Minnesota-Minneapolis

Louie Woodall is product content director at Manifest Climate, a leading climate technology company that provides businesses with an all-encompassing solution to manage climate risks and disclosures. Previously, Louie was editor of Risk Quantum and deputy editor for Risk.net's risk management desk. Louie holds a bachelor’s degree in modern history and politics from the University of London.

Chris Dearie has more than 20 years’ experience in capital markets, managing commercial teams and strategy. Chris is currently Deputy CEO for Parameta Solutions and has worked at Tullett Prebon and TP ICAP for over 16 years. In addition to his role as Deputy CEO, Chris also manages global teams responsible for product development, strategic partnerships, acquisitions and Burton-Taylor, a leading market research company.

Prior to joining Tullett Prebon, Chris held a number of roles at Reuters including managing the team with responsibility for global exchange market data contracts, and management of the European Content Acquisition team. Chris sits on various industry discussion groups and speaks regularly on panels about policies and strategy in market data.

Reba Beeson is the General Counsel at AlphaPoint, a white label exchange software provider powering crypto exchanges worldwide and the technology behind El Salvador’s bitcoin wallet, Chivo. She is a member of 100 Women in Finance and Digital Asset Regulatory and Legal Alliance and a member of the New York State bar. Reba has also held numerous FINRA licenses.

Prior to joining AlphaPoint, Reba worked as an attorney and capital markets banker, having served as Deputy General Counsel – US for World Gold Council and its US affiliated sponsors of the largest global gold-backed ETF product suite. Reba formerly held roles as lead counsel for UBS Alternative Investment Group and SVP/Head of Complex Financing for BNP/Paribas.

Rahul Ajmera is a Senior Risk leader at Liberty Mutual Investments and spearheads risk management for global fixed income portfolios at LMI, overseeing all aspects of portfolio oversight, risk management, modeling and analytics processes, relative value analysis, and stress testing techniques used for asset allocation, portfolio management and reporting purposes.

Rahul is a seasoned Investment professional with over 15 years of experience on both buy and sell side, He specializes in Risk management across public and private markets, his expertise spans Portfolio construction and Asset allocation, Hedging strategies, Research and Modeling, and cross-asset exposure (Fixed Income, Equities, Derivatives, Private Equity/Debt, and Hard Assets).

Dr. Lee is a Managing Director at PanAgora Asset Management and leads the Dynamic Equity Team. Her primary responsibilities include oversight and management of the team, conducting research to uncover new alpha sources, building quantitative stock selection models, and managing portfolios within the Dynamic Equity strategies. Dr. Lee is a key contributor to the innovative equity research used in the development of PanAgora’s Dynamic Equity models. Dr. Lee is a member of the firm’s Operating and Directors Committees.

Prior to joining PanAgora, Dr. Lee was a Managing Director of the Scientific Active Equity team at BlackRock, Inc. Dr. Lee joined Barclays Global Investors in 2007, which merged with BlackRock in 2009.  While at BGI/BlackRock, she managed the Emerging Markets strategies and led the Emerging Markets portfolio management team, overseeing $15B AUM across long-only, 130/30 and market neutral strategies. Her prior experience includes a role as a Senior Portfolio Manager at Barclays Global Investors as well as Research and Portfolio Management roles at Quantal Asset Management, managing International equity strategies.

Dr. Lee graduated from the University of California, Berkeley with a Ph.D. in Economics.

Education:

University of California, Berkeley, Ph.D. Economics

Haas School of Business, University of California, Berkeley, MFE

University of Minnesota, Twin Cities, B.S. Economics

Bill Papp is Chief Revenue Officer at Arival Bank. Arival's mission is to deliver cutting edge banking services and solutions to global businesses and entrepreneurs. Bill is an Advisor for the Provenance Blockchain Foundation, the # 1 public open-source blockchain for financial services, a Member of the Bretton Woods Committee - Future of Finance Working Group| Digital Finance Project Team and a Member of the Boston Blockchain Association. Prior, Bill was Head of Sales - Digital Asset Group for BankProv.

Bill has over twenty years of experience within Alternative Investment Custody and Global Equity Capital Markets with Pacific Premier Trust (Pensco Trust), Lehman Brothers, Prudential Securities, Pacific Crest Securities (KeyBanc Capital Markets) and Mizuho Securities USA. 

Bill was appointed to the Board of Director of the Massachusetts Educational Financing Authority (MEFA), a $4.0 + Billion 529 Plan, by Governor Mitt Romney in 2004 and reappointed by Governor Deval Patrick in 2011. Over the course of his eleven years at MEFA, he served as Vice Chairman of the Board, Chairman of the Audit Committee and Chairman of the Investment Committee. In addition, Bill was appointed by Governor William Weld, Governor Paul Cellucci and Governor Jane Swift to the Massachusetts Finance Advisory Board, The Massachusetts Workforce Training Fund, The Commonwealth Corporation and the Massachusetts State Workforce Investment Board.

Bill also serves as Senior Advisor for Star Mountain Capital, a Private Credit asset manager and Disciplined Alpha, a registered investment advisor, specializing in systematic equity and macro strategies. Bills holds a BA in Finance from Michigan State University and a Global Master of Arts (GMAP) in International Affairs from Tufts University's - The Fletcher School of Law and Diplomacy.

Lynne is a frequent global speaker, investor and thought leader in the blockchain, digital assets and NFT ecosystems.  A traditional finance professional, Lynne embraced blockchain in 2018 by completing the Oxford Blockchain Strategy Program, Said Business School at Oxford University.

Lynne’s deep understanding and experience in traditional Capital Markets FX, Liquidity, Trading and Execution, Clearinghouses, Global Payments, Corporate Note programs and investment vehicles has given her insights into many channels.  She was most recently a Managing Director and Head of the Specialized Industry Segment within BNYMellon.   Lynne was Senior Advisor to the EnterpriseWomen Program launched in 2019 at the Judge Business School, Cambridge University, UK.  She is a Board-member of Fintech Women, The Northshore YMC’A’s Corporate Board, the Boston Ballet and the Copernicus Institute.  She is a non-Executive Director to Altemis Labs, UK and AlphaClinix a UK and Africa based clinical trials startup.  

Lynne currently advises corporations and financial institutions on navigating the digital asset space.  While most of her work is in the financial sector she just led the team that launched an NFT collectible for a major manufacturer.

She is passionate about giving back and lifting up.  Her speaking engagements are as follows:

Lynne is a sought-after global speaker, investor and thought leader in all things Blockchain, Digital Assets and Web3.  She recently was nominated as an Unstoppable Women of Web3 (12|2022).  She has been an  Innovation Judge at MIT (3+ years), a Judge for the Fintech Banking Awards  (2022) and the Northeast Innovation Symposium. Lynne’s most recent speaking engagements include:

*Finland MA, March 9, 2023-Blockchain in Corporate Finance
*Cambridge U, UK, February 2023-EMBA Blockchain in Corporate Finance
*SuffolkUniversity, January, 2022-Blockchain Revolution
*FintechWomen, November 2022-Real Talk Blockchain
*Charitable Giving Conference, November 2022-Ropes and Gray
*BBA, August, 2022- -Senator Cynthia Lummis and the RFIA interviewer
*BBA, July, 2022-BBA-Women Executives in the Blockchain Space moderator
*BBA, July, 2022-BBA-Anthony Scaramucci interview re: future of Crypto
*April, 2022- New England-Canada Business Council, April 2022 on Blockchain at 
       its Impact in Financial Services 
*Texpo, April 2022, Blockchain Use Cases
*Mid-Atlantic AFP-Blockchain, April 2022, Crypto and Digital Assets
*Atlanta AFP, April 2022 Blockchain Round 2
*Tmany, NYC Virtual, April 2022, Blockchain in and around corporations
*New England AFP, May 2, 2022-Blockchain, the metaverse and tokenization 
*Web3.0Summit, San Diego, May 2022-NFT roadmap of the Metaverse 
*University of Oxford, April 2021 “Value for Money-Lean Canvas Valuations”
*University of Oxford, December, 2020 “Money Talks” 
* Women in Housing and Finance, DC conference on Payment Innovation,
*2018 Oxford University Global Symposium, UK-Navigating Financial Change       
*Third Annual Global Back Office & Operational Efficiency Summit, 
November 2019, Barcelona, Spain - blockchain for operational efficiency
*The Boston Club- Merrill Lynch and BNYMellon’s WIN program | Blockchain
*Association of Financial Professionals (AFP) National and Regional programs
 (NYC, NC, MidAtlantic, Texas, Midwest, Boston) on Blockchain.

Lynne is the past president of the New England Association of Financial Professionals (NE- AFP). She is currently Chair of Boston Blockchain Association, An Ambassador for GBBC and on the Board of The Boston Ballet and Copernicus Institute.  She has been an advisor to Knovva Academy supporting their efforts globally to educate high school students for leadership, diplomacy and critical thinking. 
 

Will is senior managing director and Head of Research at State Street Global Markets, the capital markets business at State Street, where he is responsible for a global team of 50 data scientists, quantitative researchers and macro investment strategists as well as managing partnerships with data science start-ups and academics. The team delivers proprietary investment indicators, data-driven trade ideas, and award-winning research to thousands of institutional investors around the world through its Insights platform.

Will’s personal research has focused on recession forecasting, private equity investing, asset allocation, inflation and risk measurement. He and his co-authors received “outstanding article” awards for their research in 2013, 2014, 2015, 2016 and 2021. The second edition of his book, “Asset Allocation: From Theory to Practice and Beyond,” co-authored with Mark Kritzman and David Turkington, was published in 2021. He also serves on the editorial boards of the Journal of Portfolio Management and the Journal of Alternative Inestments. He holds an M.S. in finance from Boston College, a B.A. in Economics from Tufts University, and a CFA designation.

Vineel Gujjar, is a VP at AI Center of Excellence for Asset Management at Fidelity Investments, where he oversees the development of AI technologies for portfolio management and predictive modeling. His areas of expertise also include Natural Language Processing and Deep Learning. 

Prior to his role at Fidelity, Vineel was a research scientist at GE Research, where he made significant contributions to the development of NLP models for GE businesses. Vineel has a master’s degree in computer science from the prestigious Indian Institute of Technology, and has four patents and several publications to his name. 

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Wood had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Wood was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work featuring in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles. Wood has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has won Incisive Media's journalist and editor of the year awards.

Sakshi Sharma has over 12 years of multi-platform professional journalism experience as a financial news editor and reporter at global news organizations in New York, London and Mumbai at Euromoney, CNBC and Bloomberg. Over the past ten years she specialized in infrastructure and energy finance news across the Americas with a deep understanding of financial markets, project finance, asset management, institutional investors, capital markets and various debt & equity instruments. In her current role, as Americas commercial content lead and an editor with Infopro Digital’s Ignite team, she provides financial industry clients with compelling thought leadership content across its brands - Risk.net and WatersTechnology.