Agenda Day 1

Scott is Co-Head of Quantitative Services at Acadia where he manages complex projects and teams within quantitative finance. Scott is a risk and finance professional specializing in capital planning, stress testing, derivatives pricing, and model development at large US banks. He advises financial institutions on risk management and regulatory compliance matters, helping clients accelerate development timelines and achieve high-value institutional objectives. Scott has extensive experience meeting Dodd Frank deliverables, Uncleared Margin Rules and managing regulatory relationships with the Federal Reserve, OCC, FDIC, and others through prior roles at Citigroup and Santander US. He holds a B.A. in Mathematics and Economics with Honors from Williams College, as well as active Chartered Financial Analyst (CFA) and Certificate in Quantitative Finance (CQF) qualifications.

Mr. Shafi is a seasoned risk executive working in financial service industry with primary focus in counterparty credit risk, trading & market risk, enterprise risk and asset liability management (ALM). Currently serving as Head Counterparty risk management at US Bank – 5^th largest commercial bank in the united states. Notable assignment was helping and providing leadership to the broader team in making significant improvement in risk management and governance/policy framework at Citi’s global credit markets trading business during and post financial crisis. Improvement entailed enhancing risk management and control / compliance framework, strengthening risk infrastructure/risk policies, developing risk appetite based dynamic risk and stress limit structure, establishing various performance and management indicators. Other accomplishments were building various stylized and historic stress test scenarios using low to high probability risk-off events that resulted in risk mitigation, hedging, risk/return and capital optimization.

Mr Shafi holds bachelor degree in economics and mathematics from University of Oklahoma/C Oklahoma and MBA in finance from Carnegie Mellon University.

<p>Valerie cumulates 20 years of expertise in software industry and capital markets. She started as an Interest Rate Derivatives consultant working with numerous European and American banks and hedge funds at Murex. In 2007, she initiated the emerging market practice in New York leading large implementations in Latin America as head of the Emerging market team.</p>
<p>She specialized in market risk, 8 years ago, focusing on pre-sales and implementations of enterprise solutions, contributing as well to the evolution of the Murex product. She is currently focusing on regulatory aspects of Market Risk and is part of Murex FRTB design authority.</p>
<p>Valerie holds a Master's degree in mathematics of finance from the Dauphine University in Paris.&nbsp;</p>

Stuart Neilson is a data scientist with 20 years of experience, and expertise on a wide variety of predictive modeling techniques and data management processes, with a particular focus on credit risk.

Emily Nachlas is the Chief Risk Officer of Western Alliance Bancorporation.

In this role, Ms. Nachlas brings nearly 25 years of experience in financial services risk management to oversee Western Alliance Bancorporation’s second line of defense risk management teams and processes. Since joining the bank in 2019, she has evolved the organization’s risk management strategy, organizational risk framework, and infrastructure commensurate with its size and complexity as it crossed the regulatory threshold beyond $50 billion in assets. She provides overall leadership, vision, and direction for enterprise risk, credit risk, financial risk, strategic risk, compliance, BSA/AML, operational risk, credit review, and model risk management.

Before joining Western Alliance Bank, Ms. Nachlas specialized in developing risk management programs as Executive Vice President and Director of Enterprise Risk Management at IBERIABANK in New Orleans and previous risk management positions at HSBC, Amegy Bank and Hibernia National Bank. She holds a Bachelor of Science degree in Management from the A.B. Freeman School of Business at Tulane University and a Master of Business Administration degree from the University of New Orleans.

Within the banking industry’s risk management discipline, Ms. Nachlas serves on several boards and councils, including the National Mid-Tier CRO Council of the Risk Management Association, as well as the local Phoenix RMA chapter. She is a frequent speaker and presenter at industry conferences. In 2022, she was named among Arizona’s Most Influential Women in Business. As a committed ally, she is the Executive Sponsor of PRIDE@Work, the BRG for Western Alliance Bank’s LGBTQIA people and allies.

Ms. Nachlas lives in Phoenix with her husband and two children. As a volunteer with Arizona Small Dog Rescue, she has fostered more than 50 small dogs since 2016, ensuring they have safe forever homes.

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.

Jean Carlos is an accomplished economist and seasoned banker with over 20 years of global investment banking experience. Currently serving as the Executive Director and US Head of Risk Appetite & Limits and Valuation at Santander Corporate Investment Banking, He leads a team responsible for governance, admission, and risk control of capital markets activity in the US.

Jean Carlos possesses a wealth of expertise in technical, fundamental, markets, and risk knowledge, including ESG and impact investment approaches. Throughout his career, Jean Carlos has been instrumental in constructing robust capabilities and risk frameworks, geared towards facilitating multi-assets class activities within capital markets, with a focus on Latin America and the US. 

Jean Carlos earned a Master in Business Administration from MIT, with Business Analytics and Sustainability certifications. He also holds a Bachelor in Economics and a Master in Banking and Financial Markets. Beyond finance, he has contributed to sustainability projects with positive social, environmental, and financial impact.

Hamid serves as Vice President of Risk Analytics, Risk Management at OMERS. He has over 13 years of experience in the Pension Industry with a primary focus on Risk Management. He's earned a Bachelor of Science in Mathematics from the University of Toronto.

Jeffrey joined Antara Capital in October 2022 and serves as Chief Risk Officer (CRO).  Prior to Antara, Jeffrey spent 4 years as Chief Risk Officer of TPRV Capital, a multi-asset class relative value strategy, where he oversaw all aspects of risk management.  Prior TPRV, Jeffrey spent 10 years at Fortress Investment Group, finishing as the Director of Risk.  At Fortress, Jeffrey was responsible for market risk management of all liquid markets hedge fund strategies.

Yakov Shenkman, CFA, FRM, CAIA, Director, is the head of the Risk & Quantitative Analysis (RQA) team for Fundamental Equity, Americas.  The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partners with portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.   Prior to joining BlackRock in 2013, Yakov was a senior risk manager in Global Portfolio Strategies (GPS) team at Bank of America where he was responsible for constructing, optimizing and hedging bank’s commercial credit loan portfolio.  Yakov started his career in 2006 at Morgan Stanley where he was an equity risk manager at Morgan Stanley Investment Management transitioning later on to a sell-side risk manager role covering Structured Credit Products trading desk. Yakov holds a Masters degree in Operations Research-Financial Engineering from Columbia University and an undergraduate degree in Economics from the Wharton School at the University of Pennsylvania. Yakov is a CFA, FRM and CAIA charters holder and is a member of CFA Institute and Global Association of Risk Professionals (GARP).

Filippo is a financial economist in the Quantitative Supervision and Research (QSR) unit of the Federal Reserve Bank of Richmond. Filippo joined the Richmond Fed in 2014 after earning his doctorate in Finance at the University of Arizona. Prior to moving to the US, Filippo worked one year for Toro Assicurazioni S.p.a. (now Assicurazioni Generali S.p.a.) and obtained his master degree in Actuarial and Statistical Science from the University of Turin. Since he started working for the Richmond Fed he has been heavily involved in Operational Risk as both modeler and examiner.

Jeffrey R. Gerlach is Vice President in the Supervision, Regulation, and Credit (SRC) Department of the Federal Reserve Bank of Richmond and leads SRC’s Quantitative Supervision & Research (QSR) unit. Prior to joining the Richmond Fed as a Senior Financial Economist in 2011, Jeff was a professor at the SKK Graduate School of Business in Seoul, South Korea, the College of William & Mary, and an International Faculty Fellow at MIT. He worked as a Foreign Service Officer for the U.S. Department of State before earning a Ph.D. at Indiana University in 2001

Madiha Fatima is an executive director - operational and outsourcing risk management at JP Morgan, where she leads the second line of defence function for operational and outsourcing risk overseeing third-party risk management, sourcing, procurement and inter-affiliate management. Previously, Madiha was the head of the third-party risk management department at Angelo Gordon, where she was responsible for developing a third-party risk management framework while enabling businesses to achieve their strategic objectives by utilising vendors. Before joining Angelo Gordon, Madiha Fatima was the head of third-party risk governance & oversight at DTCC. Madiha is a certified third-party risk professional (CTPRP). Madiha earned a Bachelor of Science in financial and capital markets from Rutgers Business School.

Peter Pernebo is the Global Head of Supplier Risk Solutions, S&P Global Market Intelligence, where he is leading the commercial, strategy and client delivery of supplier due diligence solutions. Our solutions are developed in close cooperation with large industry leading organizations to provide efficiencies and standardization to the supplier due diligence process.

At S&P Global, Peter most recently was the Global lead of KY3P (Know Your Third Party) solutions with responsibilities of developing, implement and deliver advanced third-party risk management solutions for leading client organizations.  Peter is also a frequent speaker and panelist on various conferences and seminars.

Before joining IHS Markit, he spent eight years leading various engagements within Goldman Sachs third party risk management office, establishing vendor management policies, procedures and infrastructure to support the firm’s program.

Prior, he was recruited to lead the northeast region for Totality, a silicon valley technology upstart providing operational support for major ecommerce clients. His responsibilities included sales, client service delivery and consulting. As part of the executive leadership team, Peter was responsible for product and growth strategies. Totality was acquired by Verizon Business where he led the integration of Totality services.

Before joining Totality, he was a Senior Director at Accenture, leading global supply chain projects for clients in the US, Canada, Japan, UK, Sweden and many other locations.

He holds a BSc in Business Strategy from Lund University as well as minors in History and Sociology.  Mr. Pernebo is ITIL certified.

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.

Sarah Beth Felix has over 20 years of experience in anti-financial crimes with operational, audit and consulting roles, working with banks, payment firms, and global fintechs. Operationalising AML/sanctions threats is one of her most well-known attributes, providing actionable solutions for clients. Beyond traditional banking, she has specialised years of work in fintechs, lendtechs, cannabis banking, crypto, correspondent banking, and trade finance.

Sarah Beth has a master’s in forensic studies and has been CAMS certified for almost 20 years and has served as a Certification Task Force Member for the CAMS-CGSS, CAMS-RM, CAMS-CKYC designations. She has global speaking engagements, focusing on operational takeaways that move the audience to ‘take action’ in improving their AML/sanctions programs. She is also a guest lecturer at the National War College in Washington, D.C. and is frequently asked to train various US federal law enforcement agencies on private sector data availability that impacts subpoenas and unregulated payment ecosystems.

She is founder & CEO of Palmera Consulting, advising global firms since 2011. She is also co-founder and chief AML officer for a new digital correspondent bank – Acceleron Bank, in formation – based in Vermont, USA. 

Filippo is a financial economist in the Quantitative Supervision and Research (QSR) unit of the Federal Reserve Bank of Richmond. Filippo joined the Richmond Fed in 2014 after earning his doctorate in Finance at the University of Arizona. Prior to moving to the US, Filippo worked one year for Toro Assicurazioni S.p.a. (now Assicurazioni Generali S.p.a.) and obtained his master degree in Actuarial and Statistical Science from the University of Turin. Since he started working for the Richmond Fed he has been heavily involved in Operational Risk as both modeler and examiner.

Matthew F. Ferraro serves as the senior counselor for cybersecurity and emerging technology to the Secretary of Homeland Security and the executive director of the artificial intelligence safety and security board.  n this role, Mr. Ferraro advises the Secretary on the deployment of artificial intelligence (AI) and other advanced technologies to fulfill the Department’s mission and on AI policymaking across the Department of Homeland Security (DHS) and throughout the US government. Prior to his service at DHS, Mr. Ferraro practiced law at the intersection of national security, cybersecurity, technology, and crisis management at the international law firm of Wilmer Cutler Pickering Hale and Dorr LLP.  While there, he was a principal architect of the firm’s AI practice. Before entering the legal profession, Mr. Ferraro served as a US intelligence officer, holding a variety of staff, policy, and operational positions with the Office of the Director of National Intelligence and the Central Intelligence Agency. An adjunct professor of law and senior fellow at the National Security Institute at George Mason University, he has written widely on issues related to national security, technology, and law. Educated at Yale, Cambridge, and Stanford, Mr. Ferraro lives and works in Washington, D.C.

Bryan Smith currently serves as FINRA’s senior vice president for complex investigations and intelligence (CII) as part of the National Cause and Financial Crimes Detection (NCFC) programme.  In this role, he oversees the cyber and analytics group which houses FINRA’s cyber-enabled fraud, cyber security group, and the crypto asset investigation teams as well as the illicit finance & fraud group composed of the anti-money laundering teams (AML), the anti-fraud investigative team (AFI); the high risk representative group (HRR); the vulnerable adults and seniors investigation team (VAST) as well as being responsible for US law enforcement engagement.

Prior to joining FINRA, Bryan spent more than 21 years with the FBI as a special agent and most recently was the section chief for the FBI’s cyber criminal operations, responsible for all of the FBI’s investigations and operations against cyber criminal actors and threats. Previous FBI leadership assignments included leading the cyber/white collar branch of the Cleveland office, the FBI’s national money laundering/bank fraud programme, and serving as the FBI detailee to the US Securities and Exchange Commission where he assisted both agencies in insider trading, market manipulation, and investment fraud matters. His experience crosses over financial crimes, cyber, and virtual currency and in 2013 he initiated the FBI's first unit focused on cryptocurrency. A proponent of public private partnerships he initiated several private sector outreach efforts to better leverage the complementary knowledge of both. Prior to the FBI, he was a consultant for Accenture and Deloitte and graduated from Bradley University with a degree in Accounting.

Adam Ennamli is the current chief risk officer at General Bank of Canada, overseeing the evolution and management of all enterprise-wide risks. He leverages over 15 years of risk management, compliance and operations leadership experience at major financial and technology institutions globally, including Thomson Reuters, Canada Mortgage and Housing Corporation, Morgan Stanley and National Bank of Canada.

In his prior roles, Adam spearheaded the development of risk management, governance and compliance programmes driving strategic decision-making and prudent growth. He holds an MBA from HEC Montreal as well as multiple ESG certifications, complementing his expertise across ERM, cyber security, operational resilience and technology. Adam is recognised for enabling companies to build durable competitive advantages through world-class capabilities.