Agenda

Agenda

Agenda

Five events in one – Risk.net comes to life under one roof

The hottest topics affecting all risk management professionals will be covered in the morning sessions on the main stage. In the afternoon, select the event track most relevant to you for drill-down boardroom sessions for interactive discussions with peers.

Breakfast Briefing

Breakfast briefing

08:3009:10

Dodging AI mistakes – examining the pitfalls of AI through examples of previous failures

08:30 - 09:10

  • Ethics – debating the ownership of data-related legal rights

Breakfast briefing

08:3009:10

Mitigating risk: best strategies in building an efficient asset allocation program
BREAKFAST BRIEFING

08:30 - 09:10

  • Will there be a recession in 2023?
  • Where did the industry encounter major challenges and what are the priorities for 2023?
  • Tipping points for investors to move to fixed income: what are companies doing?
  • Equity bonds split: where will we be in October 2022?
  • US mortgage loans and unlegalized entities: overcoming the lack of transparency on leveraging the system
  • Private markets allocation and risk management implications
  • Building an enduring investment approach: how to generate sustainable growth?
Max Gokhman

President and chief investment officer

AlphaTrAI

Chris Callies

Interim CIO/CRO

Global Financial Firms

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.

Tanmoy Mukherjee

Head of Risk, North America and Senior Data Scientist

CQS

Alessio de Longis

Senior portfolio manager and head of global tactical asset allocation

Invesco Investment Solutions

Alessio de Longis is a senior portfolio manager and head of global tactical asset allocation at Invesco Investment Solutions. He heads the group's global tactical asset allocation and multi-asset factor rotation efforts, focusing on the development, implementation and management of macro regime-based investment strategies across asset classes, risk premia and factors. De Longis develops and manages active currency overlay strategies and solutions for multi-asset portfolios. He joined Invesco in 2019 when the firm combined with OppenheimerFunds, where he was team leader and senior portfolio manager of the global multi-asset team. Between 2004 and 2013, he was a member of the OppenheimerFunds Global Debt team, where he served as currency portfolio manager and global macro strategist. De Longis earned a masters of science degree in financial economics and econometrics from the University of Essex, and masters and bachelors degrees in economics from the University of Rome Tor Vergata. He is a Chartered Financial Analyst Institute charterholder.

Rahul Ajmera

Director, risk management

Liberty Mutual Investments

Racim Allouani

Head of portfolio construction and risk management

KKR

Racim Allouani is head of portfolio construction and risk management across KKR's public credit, private credit and special situations businesses. Prior to begining his current role, he had a similar responsibility in the hedge funds business. Prior to joining KKR, Allouani spent five years at Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he worked at Arden Asset Management in the portfolio optimisation and risk management group. Allouani has held previous positions at Deutsche Bank in equity research and WestLB in fixed income research. He earned masters degrees in international economics from Sciences Po, Paris, in financial engineering from Cornell University, and a bachelors degree in applied mathematics and computer science from Ecole Nationale des Ponts Et Chaussees.

Breakfast briefing

08:3009:10

Translation – from science to investment risk strategy

08:30 - 09:10

  • Breaking down the climate – what are the current environmental changes impacting us now?
  • Urgency – understanding the true risks and the speed at which they are coming
  • Leadership – making the case for adding board members with climate experience
  • Liability risk – how can lack of climate knowledge lead to damage payouts?

 

Breakfast briefing

08:3009:10

Market sensitivity – how can we get back to less reactive equities?

08:30 - 09:10

  • Valuation – are we too optimistic?
  • Retail gambling – as more retail traders get involved, how do we find ways to make predictions of unpredictable behavior?
  • Efficiency – is greater retail trading improving or harming market efficiency?
     

08:3009:10

Breakfast briefing: Crypto and FX – what value does it have to the finance industry?

08:30 - 09:10

  • Does cryptocurrency displace any fiat currencies?
  • Liquidity – how do new currencies impact the market?
  • Could central banks consider cryptos as reserve currencies?
Ash Majid

Managing director and CRO

SMBC Capital Markets & SMBC Nikko America

Ash Majid is Managing Director and Chief Risk Officer for SMBC Capital Markets, Inc. & SMBC Nikko Securities America, Inc. wholly owned subsidiaries of SMBC Americas Holdings, Inc. In his current role he oversees teams responsible for managing the risk from the two subsidiaries within the broader America’s Division risk management team. Prior to joining SMBC Capital Markets, Ash worked at Ernst and Young, LLP within their Quantitative Advisory Services and SunTrust Banks, Inc. with oversight of their derivatives trading desks' market risk. Ash holds a Doctorate degree in Electrical and Computer Engineering and a Master's degree in Quantitative and Computational Finance from Georgia Institute of Technology. Additionally, Ash holds FINRA Series 7 & 24 licenses.

09:1509:20

Opening remarks: FX Markets

09:15 - 09:20

09:2009:45

Keynote: Central bank impacts on FX markets – navigating recessionary fears

09:20 - 09:45

09:4510:15

Presentation/Fireside Chat: FX Pricing - how the growth of streaming helps provide liquidity and market efficiency

09:45 - 10:15

10:1511:00

Panel: Volatility: the new phase of volatility trading

10:15 - 11:00

  • Have the FX markets turned a corner in terms of volatility levels?
  • How will this affect pricing/spreads?
  • How is this being risk managed?
  • How are banks and hedge funds positioning themselves in the options market?

11:0011:30

Morning networking break

11:00 - 11:30

11:3012:15

Panel: UMR phase 6 – to clear or not to clear

11:30 - 12:15

  • Clear trades – free up cash for other growth-related strategies
  • Connectivity – trades going straight to the CCPs

12:1513:15

Networking lunch

12:15 - 13:15

13:1514:00

Panel: Settlement Risk – how can you reduce liquidity constraints?

13:15 - 14:00

  • Payments – speeding up the PvP process
  • Funding requirements – finding market efficiencies to better utilize remaining capital
  • Scheduled settlement – spreading out settlement times to avoid liquidity issues
  • Obligation splits – dividing larger payments into multiple smaller ones
Michael O'Brien

Managing director and head of global EMD trading

Artisan Partners

Michael O'Brien is Managing Director, Head of Global EMD Trading at Artisan Partners and former Vice President and Director of Global Trading of Eaton Vance Management , overseeing a team responsible for best execution of all trades for the Global Fixed Income department as well as other foreign exchange spot and hedging trades for other Eaton Vance investment teams.

In addition, he is responsible for trading-related research and broker-dealer relationships for the Global Fixed Income department.

Prior to joining Eaton Vance in 2005, Michael was affiliated with Wellington Management Company for two years and spent three years at Brown Brothers Harriman.


Michael earned a B.A. in economics and Spanish from the Colby College and an M.S. in finance from the Carroll School of Management at Boston College. He is a CFA charter holder and a member of the Boston Security Analysts Society.

 

14:0014:45

Trade automation – bringing FX into the modern world

13:15 - 14:15

  • Cloud-based – how can off-site white label systems improve trader experience?
  • Cost reduction – how all-in-one systems cut expenses of end-to-end workflows
  • Centralised data – for better price discovery and risk management tools

14:4515:30

Execution and transaction costs – a clearer look at real market conditions

15:15 - 16:15

  • Fill Ratio – are orders being successfully filled?
  • Price discovery – using real-time firm limit order liquidity market data
  • Last look – why lower latency trading can eliminate the hidden risk of rejections

15:3016:00

Afternoon networking break

16:15 - 16:30

16:0016:45

Panel: FX Options – de-risking derivative strategies

16:00 - 16:45

  • Set-up – understanding the necessary documentation and execution processes
  • Vanilla vs. Exotic – how can these options be used as a hedge?
  • Volume – are we seeing regular enough flows?
  • Switching from voice – will options trading fully automate?

16:4517:15

Adapting Standardized Approach to Counterparty Credit Risk (SA-CCR) – transition impacts on capital in the short-term, medium-term, and long-term

16:45 - 17:15

17:1519:00

Closing remarks and networking drinks

17:15 - 19:00

Main Stage

Bringing the hottest topics to life across risk management, risk transfer and non-financial risk

09:15 - 12:15

09:1509:20

Opening Remarks: Risk.net

09:15 - 09:20

09:2009:45

Keynote presentation: Regulatory updates

09:20 - 09:45

09:4510:15

Fireside Chat: A CRO conversation

09:45 - 10:15

Kris Devasabai

Editor-in-chief

Risk.net

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.

Jodi Richard

Vice chair and chief risk officer

U.S. Bank

Jodi Richard is vice chair and chief risk officer of U.S. Bancorp, a well-respected financial services holding company with businesses across the United States, Canada and Europe. U.S. Bancorp is headquartered in Minneapolis and is the parent company of U.S. Bank, which is the fifth-largest commercial bank in the United States. U.S. Bancorp is also the parent company of Elavon, a leader in the payment processing industry. Jodi oversees all aspects of the company’s risk management activities, including operational risk, credit risk, market risk, model risk, compliance, AML/BSA, independent risk review and regulatory services. She became vice chair and chief risk officer in 2018 and is a member of the company’s Managing Committee, the highest-ranking executives within the organization.

Jodi’s financial career spans nearly 30 years. She joined U.S. Bancorp in 2014 as executive vice president and chief operational risk officer, managing the company’s operational risk management activities.

Before joining U.S. Bancorp, Jodi was executive vice president and head of operational risk and internal control for HSBC North America. She was there for 11 years, serving in enterprise risk roles including head of risk governance and administration and director of regulatory compliance.

Jodi also spent 12 years at the Office of the Comptroller of the Currency (OCC), where she served as national bank examiner, specializing in retail credit and credit card bank supervision. Between two periods with the OCC, she was chief compliance officer for Sears National Bank.

At U.S. Bancorp, Jodi is executive sponsor of Business Resource Group Board. She also is the executive sponsor of U.S. Bank Spectrum LGBTQ BRG and Women of Risk chapter of the U.S. Bank Women BRG.

Jodi serves on the boards of Fairview Health Services and Catholic Charities of St. Paul and Minneapolis. She is active in the financial service industry, serving as chair of the board of directors of the Risk Management Association. She also is  on the Advisory Committee for Minnesota Center for Financial and Actuarial Mathematics. She is a frequent speaker at risk industry events.

Jodi is a graduate of the Leading Women’s Executive program and was part of American Banker’s Most Powerful Women in Banking Top Team Award in 2013, 2015, 2019 and 2020. She was named Best Technology Executive in 2017 by Waters Technology. In 2017, U.S. Bank was named Operational Risk Bank of the Year by Risk.net.

Jodi holds a bachelor of arts degree in finance from the University of Northern Iowa.

10:1511:00

Keynote Panel: Geo-political risks – pandemics, emerging markets, war and the global financial system

10:15 - 11:00

  • Inflation – how do supply shocks impact expectations for monetary policy? 

  • Growth – how do you think of measuring risk with a series of altering historical events? 

  • Asset implications – how are shifts in globalization impacting exposure and allocation?  

  • Private vs. Public - a comparison of risk and returns 

  • Resilience – where can we strengthen weaker points in global markets?
Kristen Walters

Chief risk officer

Natixis Investment Managers

Kristen has 25+ years of experience in risk management and analytics at large buy- and sell-side firms.  She has been the Chief Operating Officer of BlackRock's Risk and Quantitative Analysis (RQA) Group since 2012. Kristen reports to the firm's Chief Risk Officer (CRO) and is a member of RQA's EXCO. Her current responsibilities include ensuring RQA effectively manages market, counterparty credit, liquidity and operational risk on behalf of BlackRock and fiduciary clients.  She is also responsible for RQA’s strategic technology, analytics and reporting initiatives partnering with BlackRock’s financial modeling and application development teams.  Kristen has been a member of the Commodities Futures Trading Commission’s (CFTC) Market Risk Advisory Committee since 2014 and works closely with BlackRock’s Vice Chairman / Head of Government Relations on risk-related regulatory issues. 
Kristen previously worked for BlackRock’s CRO when he was co-heading BlackRock Solutions and focused on developing analytics for fixed income bonds and derivatives as well as portfolio risk analytics, such as VaR and stress testing.  She also worked with BlackRock’s Institutional Client Business and Sovereign Wealth clients on risk measurement for AUM managed by BlackRock. 
Kristen has also held senior positions in risk management at Goldman Sachs, PIMCO and Barclays Capital. Many of her risk roles have also involved addressing regulatory issues pertaining to risk management, including managing the Federal Reserve's initial stress testing exercise for Goldman Sachs during 2009. She has also done significant work developing analytics for market, credit and liquidity risk across cash and derivatives markets. 
Kristen started her career in Supervision and Regulation at the Federal Reserve Bank of Boston and holds a MBA from Babson College and an undergraduate degree in accounting from the University of Massachusetts at Amherst.

Courtney Garcia

Managing director, head of market risk

Apollo Global Management

Ms. Garcia joined Apollo in 2021 as the Head of Market Risk.  Prior to joining Apollo, Ms. Garcia was an Executive Vice President and Portfolio Risk Manager at PIMCO from 2007-2021.  While at PIMCO she served on various management committees, oversaw investment and counterparty risk, and led firm planning for LIBOR transition.  Prior to PIMCO, Ms. Garcia was employed by Barclays Capital within the CDO Structuring group.  She graduated from University of California, Berkeley with a Masters of Financial Engineering and Columbia University with a BS in Applied Mathematics.

11:0011:30

Morning networking break

11:00 - 11:30

11:3012:15

Keynote Panel: Leveraging technology for better and faster decision making in the risk function

11:30 - 12:15

  • Using real-time insights and analytics to identify changing consumer behaviors and respond to unexpected demands
  • Making the most of AI, ML & Big Data for improved visualization, predictions, and risk planning
  • Managing risk when introducing new technologies and transitioning from legacy systems
  • Developing digital fluency and technology-conversant risk workforce

12:1513:00

Risk Scenarios Simulation (US Elections)

12:15 - 13:00

  • It’s the day after election day and the Republican party has gained back the House and Senate majority.  What sort of impacts might this have on inflation, volatility, and potential market gains?
  • It’s the day after election day and the Democratic party has held onto the majority in the House and Senate.  What sort of impacts might this have on inflation, volatility, and potential market gains?
Tom Osborn

Editor, risk benchmarking

Risk.net

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. Osborn holds a bachelor's degree in English literature from the University of Warwick.

Lunch Briefings

13:0014:00

Lunch briefing: Is examining the past still the best way to look into the future?

13:00 - 14:00

  • Volatility and extreme outcomes – are they more likely today than 50 years ago? 

  • Global financial imbalances – how do you think about current and future implications? 

  • Reverse stress testing – readying your organization for the next recession 

Nicholas Silitch

Chief risk officer

Prudential

Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops 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 is 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 works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is 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.

13:0014:00

Global liquidity growth: what is the impact on the market structure?
LUNCH BRIEFING

13:00 - 14:00

  • Is the lack of liquidity, driven by market players going in the same direction?
  • Liquidity venues, where to get liquidity for the buy side: exchanges/ATS, brokers, market makers, banks, counterparties
  • What is the risk appetite of asset owners and how much cash are investors holding?
  • Are good credits receiving extra support?
  • Dealing with the regulatory issues associated with liquidity, such as new price level formation after weeks/months of no-trades, or markups/markdowns charged to clients
  • Optimal execution I - how to get the best price for liquidity: placing orders with a non-bank market maker or a bank, relying on broker execution?
Kamyar Moud

Director Investment Strategy

New York Life Insurance Company

Jack Sarkissian

Managing Partner

Algostox Trading

Jack Sarkissian (Algostox Trading, Managing Partner) - is an asset manager and physicist, known for demonstrating the quantum nature of price formation and developing the Quantum Theory of Price Formation - a microstructural framework for modeling liquidity, bid-ask spread, trade negotiation and execution. Prior to Algostox, Jack was the Chief Investment Officer of EG Capital Partners managing $3 billion in assets of pension funds, HNWIs, and corporate accounts. Prior to EGCP Jack ran a risk management department and held senior quantitative analytic positions in investment banks.

13:0014:00

Lunch Briefing: Achieving Net Zero and creating "no-carbon" credibility

13:00 - 14:00

  • Planning: setting science-based targets with milestones along the way 

  • More than divestment: how investing in the net zero laggards can speed up the process 

  • Asset allocation: looking beyond equities at green derivatives and bonds 

Kenneth Ruskin

Head of sustainable investing, equities

PineBridge Investments

Mr. Ruskin joined PineBridge Investments in 2017 and is a Senior Research Analyst covering Global Cyclical stocks for the Global Focus Equity team, and is also the Head of Sustainable Investing for Equities, ensuring that the Equities team is at the forefront of integrating ESG into their investment strategies, including how they engage and assess companies. Mr. Ruskin is also a member of PineBridge’s ESG Investment Committee. He has 23 years of experience in equity investing and corporate strategy consulting, and has worked in a number of leading organizations in equity research and in portfolio management. Mr. Ruskin began his career at Stern Stewart (EVA), then was a manager in strategic planning at American Express before moving to Putnam Investments as a Vice President in Global Equities and then as a Partner and Co-Portfolio Manager with Temujin Fund Management. Before joining PineBridge, he was a PM/Senior Analyst at Acclivity Capital Management, an asset management venture which he co-founded. Mr. Ruskin received his BA from Princeton University and his MBA from Wharton. He is a member of the CFA Institute.

Andrew Ang

Managing director, head of factor investing strategies

BlackRock

Andrew Ang, PhD, Managing Director, is Head of Factors, Sustainable and Solutions (FS-Squared). He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, FS-squared is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation.

Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on sustainable investing, equities, fixed income, optimal asset allocation, and alternative assets. His seminal papers include research in the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His book, Asset Management: A Systematic Approach to Factor Investing, has been translated into Chinese Japanese, Korean and Spanish. His recent research focuses on generating alpha with ESG data and net zero multi-asset investing.

Dr. Ang has been granted patents, and he has won several industry prizes and grants, including the Harry Markowitz award, the Bernstein Fabozzi/Jacobs Levy award, and prizes and grants from the Q Group, INQUIRE, Netspar, and the National Science Foundation. According to RePEc/IDEAS, the largest bibliographic database in the field of economics, Dr. Ang is rated in the top 0.1% of world-wide economists by citations, downloads, and views.

Before joining BlackRock, Dr. Ang was the Ann F. Kaplan Professor of Business at Columbia Business School. He was previously Chair of the Finance and Economics Division and a Faculty Research Fellow of the National Bureau of Economic Research. As a professor, Dr. Ang worked with several large institutional managers as an advisor. His work with industry was recognized by aiCIO naming him one of the top 10 most influential academics in the institutional investing world.

Dr. Ang earned a BEc(Hons) from Macquarie University, and a PhD in finance and MS in statistics from Stanford University.

Deborah North

Derivatives & structured finance partner

Allen & Overy LLP

12:1513:15

Networking lunch

12:15 - 13:15

Executive boardroom sessions

Interactive discussion sessions hosting impactful conversations and building meaningful connections in the industry

14:0014:45

Executive Boardroom: Trade risk management – technology that enhances real-time decision making and preventative controls across the trade lifecycle

14:00 - 14:45

  • Real-time controls – making fast, unequivocal, “ready-to-trade” decisions  

  • Policy automation – harnessing relevant information across multiple internal systems to provide a clear “yes / no” decision and to trigger subsequent workflows 

  • Full auditability – bringing greater transparency to decision-making with increased operational efficiencies and a repeatable, defendable process 

Brock Arnason

Founder & CEO

Droit

Prior to founding Droit, Brock was an Executive Director of Fixed Income E-Commerce at Morgan Stanley. He was the global head of product for Matrix, Morgan Stanley’s client portal, and led SEF strategy and Dodd-Frank compliance programs across ISG. Prior to Morgan Stanley, Brock worked at UBS as a technology leader for credit and interest rate derivatives.

Brock holds a Master of Engineering and Bachelor of Science in Engineering Physics from Cornell University and an MBA from the University of Chicago.

14:4515:30

Executive Boardroom:  Evolution of model validation – how are we updating risk models to properly account for inflation?

14:45 - 15:30

  • Stimulus impact – understanding the complexities of credit when a stimulus doesn’t come into play
  • Rising rates – what role does interest play in inflation and on the market as a whole?
  • Structural issues – fossil fuels and the transition to renewable energy
Steve Boras

Executive Vice President

Citizens Bank

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.

Jing Zou

Managing director, model risk management

Royal Bank of Canada

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 Senior Director and then 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.

15:3016:15

Executive Boardroom: Current expected credit loss (CECL) – what kind of assumptions do you make about what a recession might look like in the next 12 months?

15:30 - 16:15

  • Standard calculations – understanding the newest rules for loan loss forecasting 

  • Computational reduction vs. approximation errors – does loan grouping hold up beyond retail loans? 

  • Future methodologies – can technology speed up loan-level calculations? 

16:1516:30

Afternoon networking break

16:15 - 16:30

14:0014:45

Technology and data: implementing a best-in-class risk management framework
EXECUTIVE BOARD ROOM

14:00 - 14:45

  • Data modelling: evaluating the available data and its processing to prevent unintentional bias
  • Digital strategy: integrating your data and analytics to ensure the best use case for your AI solutions?
  • Optimising your IT landscape: best practices in building a cyber-security framework
  • The use of sentiment indicators and language processing as a predictive variable
  • Using data science and decision support tools to optimise performance: how to integrate data science into your investment processes
Murad Nayal

Head of risk architecture and informatics

Millennium

Murad Nayal is head of risk architecture and informatics at Millennium. Before joining Millennium, he was global head of the risk informatics group at Goldman Sachs and global head of market risk analytics and reporting, and market risk core technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles at Goldman Sachs, Nayal managed the market risk modelling team in the Americas, driving the development of market risk, the Comprehensive Capital Analysis and Review, and capital models. He also managed the corporate treasury modelling team developing models of liquidity risk. Having joined Goldman Sachs in 2005 as an associate in market risk technology, Nayal was named managing director in 2017.

Previously, he has worked as a research scientist in computational biology at Howard Hughes Medical Institute and Columbia University in New York, where he used physical and statistical models, and machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad holds a doctor of medicine degree from Damascus University, a PhD in biophysics from Washington University in St. Louis and a masters degree in mathematical finance from the Courant Institute, NYU.

Sudipto De

Head of investment risk

Principal Financial Group

Chris Olson

Board chair and head of operational risk management

MassMutual

Theo Vosnidis

Head of Investment Risk and Compliance

Cbus Super

Theo provides strategic direction for global risk management programs in the investment management group (IMG) through design, governance of operational risk management strategies and is responsible for the leadership and oversight of the IMG operational risk function across multiple disciplines for Asia-Pacific.

Prior to joining Vanguard in November 2011, Theo's held the role of head of risk at ANZ Private Wealth. Theo has extensive experience within operational risk, regulatory compliance and credit risk across mortgage lending, insurance, asset finance, asset management, margin lending and stockbroking with the ANZ Banking Group.

Theo holds a Bachelor of Business (Banking and Finance) degree from Monash University.

14:4515:30

Global outlook for a recession: will US economy collapse?
EXECUTIVE BOARD ROOM

14:45 - 15:30

  • Russia - Ukraine conflict: examining changing political dynamics and how will political events shape the industry?
  • Forecasts for 2023: how will the high inflation rate affect stock markets, economic growth, and jobs?
  • The lingering impacts of covid-19 on global markets and other potential health crises, how to leverage lessons learned and be prepared
  • How should firms prepare for a recession, and what should they do when one hits?
Max Gokhman

President and chief investment officer

AlphaTrAI

Rosanna Pezzo‑Brizio

Director, investment consulting group

New York Life Investments

Richard Berner

Clinical professor of finance, co-director, the Volatility and Risk Institute

NYU Stern School of Business

Professor Berner served as the first director of the Office of Financial Research (OFR) from 2013 until 2017. The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 established the OFR to support the Financial Stability Oversight Council, the Council’s member organizations and the public. The OFR’s mission is to promote financial stability by delivering high-quality financial data, standards and analysis.

He was counselor to the Secretary of the Treasury from April 2011 to 2013. His principal responsibilities included advising the Secretary on financial and regulatory issues and starting up the Office of Financial Research.

Professor Berner was a managing director, chief US economist at Morgan Stanley from 1999 to 2011 and co-head of Global Economics from 2008 to 2011.

He was executive vice president and chief economist at Mellon Bank, and a member of Mellon's Senior Management Committee (1992-99). Previously, he served as a principal and senior economist for Morgan Stanley, as a director and senior economist for Salomon Brothers (1985-91), as economist for Morgan Guaranty Trust Company (1982-85) and as director of the Washington, DC, office of Wharton Econometrics (1980-82).

Professor Berner served on the research staff of the Federal Reserve in Washington, where he co-directed the Fed’s model-based forecast and was a member of the team that developed the Fed’s first multi-country model used for international policy analysis (1972-80). He has been an adjunct professor of economics at Carnegie-Mellon University and at George Washington University.

He is an advisor to FinRegLab, an innovation center that tests new technologies and data to inform public policy and promote a responsible and inclusive financial marketplace. He is a member of the Milken Fintech initiative, led by former OCC head Tom Curry and former Treasury official Melissa Koide. He is a senior advisor to MacroPolicy Perspectives, an economic consulting firm. He is a member of the Board of Advisors of HData, which helps data companies involved in RegTech and Legal Tech solutions. He is a member of the IMF panel of experts for financial stability.

Professor Berner has been a member of the Economic Advisory Panel of the Federal Reserve Bank of New York, a member of the Panel of Economic Advisers of the Congressional Budget Office, a member of the Executive Committee of the Board of Directors of the National Bureau of Economic Research, a member of the Advisory Committee of the Bureau of Economic Analysis, Department of Commerce, a member of the Board of Directors of the Penn Institute for Economic Research and a member of the Board of Advisors of Macroeconomic Advisers, LLC. He served as an associate for the Counterparty Risk Management Policy Group II. He is a Past President and Fellow of the National Association for Business Economics and is the past chair of the Economic Advisory Panel of the Bond Market Association. He is the winner of forecasting awards from Market News and the National Association for Business Economics, the 2007 recipient of the William Butler Award for Excellence in Business Economics and has been a member of Time’s Board of Economists.

He received his bachelor’s degree magna cum laude in Economics from Harvard College in 1968, and his PhD in Economics from the University of Pennsylvania in 1976. He researched his dissertation under the supervision of Professor Lawrence Klein, and was funded by SSRC-Ford Foundation grants at both the University of Louvain, Belgium, and at the University of Bologna, Italy, from 1971-72.

Bodhi Ganguli

Senior Director Macro & Country Risk

TIAA

Racim Allouani

Head of portfolio construction and risk management

KKR

Racim Allouani is head of portfolio construction and risk management across KKR's public credit, private credit and special situations businesses. Prior to begining his current role, he had a similar responsibility in the hedge funds business. Prior to joining KKR, Allouani spent five years at Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he worked at Arden Asset Management in the portfolio optimisation and risk management group. Allouani has held previous positions at Deutsche Bank in equity research and WestLB in fixed income research. He earned masters degrees in international economics from Sciences Po, Paris, in financial engineering from Cornell University, and a bachelors degree in applied mathematics and computer science from Ecole Nationale des Ponts Et Chaussees.

Yuri Berkovich

Director, risk

J. Goldman & Co

Yuri Berkovich is director of risk at J. Goldman & Co, a long/short equity hedge fund. Prior to this, he worked on risk teams at Millennium and at AQR Capital Management. Berkovich holds a bachelors degree in mathematics, a masters degree in engineering in computer science from Cornell University, and an executive master of business administration from Columbia Business School.

15:3016:15

Stress testing techniques and advancements: going beyond the traditional models
EXECUTIVE BOARD ROOM

15:15 - 16:15

  • How is the Russian conflict impacting the modelling approach for climate risk, inflation, and geopolitical risk?
  • What are the benefits and disadvantages of using a third-party model versus developing one in-house?
  • How do you account for changing relationships among assets based on new stressors?
  • Scenario analysis: finding the right solution for your organisation
Murad Nayal

Head of risk architecture and informatics

Millennium

Murad Nayal is head of risk architecture and informatics at Millennium. Before joining Millennium, he was global head of the risk informatics group at Goldman Sachs and global head of market risk analytics and reporting, and market risk core technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles at Goldman Sachs, Nayal managed the market risk modelling team in the Americas, driving the development of market risk, the Comprehensive Capital Analysis and Review, and capital models. He also managed the corporate treasury modelling team developing models of liquidity risk. Having joined Goldman Sachs in 2005 as an associate in market risk technology, Nayal was named managing director in 2017.

Previously, he has worked as a research scientist in computational biology at Howard Hughes Medical Institute and Columbia University in New York, where he used physical and statistical models, and machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad holds a doctor of medicine degree from Damascus University, a PhD in biophysics from Washington University in St. Louis and a masters degree in mathematical finance from the Courant Institute, NYU.

Lisa Wang

Senior Vice President and Head of Investment Risk

Alliance Bernstein

Lisa Wang is a Senior Vice President and Head of Investment Risk at AB. She oversees investment risk management of a wide range of strategies in Multi-Asset, Equities and Fixed Income Management. Wang's responsibilities include advising senior management on enterprise risk exposures, advising investment teams on portfolio construction and leading the development of enterprise risk infrastructure. Prior to joining AB in 2015, she was a director of investment risk management at Ally Financial, in charge of portfolio analytics and research of multi-asset portfolios. Previously, Wang was a fixed-income portfolio manager at Royal Bank of Canada, overseeing multibillion-dollar fixed-income portfolios, and was a member of the firm's asset-liability management committee. She holds a BASc in electrical engineering from the University of Toronto and an MBA from York University, and she is a CFA charterholder. 

Tanmoy Mukherjee

Head of Risk, North America and Senior Data Scientist

CQS

Yakov Shenkman

Director, risk and quantitative analysis

BlackRock

Yakov Shenkman is a director and head of the risk and quantitative analysis team for fundamental equity, the Americas, at BlackRock. His team provides independent risk oversight on behalf of BlackRock and its clients – and 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, Shenkman was a senior risk manager of global portfolio strategies at Bank of America, where he was responsible for constructing, optimising and hedging the bank's commercial credit loan portfolio. He started his career in 2006 at Morgan Stanley, where he was an equity risk manager, later transitioning to a sell-side risk manager role covering the structured credit products trading desk. Shenkman holds a masters degree in operations research and financial engineering from Columbia University and an undergraduate degree in economics from the Wharton School at the University of Pennsylvania. He is a Chartered Financial Analyst (CFA) Institute, Financial Risk Management and Chartered Alternative Investment Analyst Association charterholder and a member of the Global Association of Risk Professionals.

Rahul Ajmera

Director, risk management

Liberty Mutual Investments

Max Yu

Vice President of Group and Multi-Asset Solutions Strategist

T. Rowe Price

Max Yu is a Vice President of Group and Multi-Asset Solutions Strategist at T. Rowe Price. He works with global clients on strategic asset allocation design, custom strategy development and multi-asset portfolio management. In addition, he also serves as in-house investment risk specialist overseeing multi-asset risk and analytics projects, including stress testing and scenarios analysis modeling, ESG integration into portfolio construction, and quantitative data strategy development.

Frank Nielsen

Managing director, quantitative research and risk management

Strategic Advisers

Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers. He oversees the quantitative research and risk management team and its partnership with SAI Portfolio Management to advance asset allocation solutions for both retail and institutional clients. Nielsen's team also contributes to thought leadership and research innovation initiatives. Prior to joining Fidelity, he was an executive director and co-head of applied research at MSCI Barra. Previously, Nielsen was vice-president and head of risk management solutions at Barra. He has been in the investments industry since 1993. Nielsen holds a masters of business administration degree from Hamburg University and is also a Chartered Financial Analyst Institute charterholder.

16:1516:30

Afternoon networking break

16:15 - 16:30

14:0014:45

Executive Boardroom: How will the industry meet the growing need for ESG data?

14:00 - 14:45

  • Which are the most promising sources of alternative data showing companies’ impacts on the climate and their financial outlook?
  • Looking beyond the scopes for other types of data scores:
    • Implied temperature scores
    • Water pricing
    • Energy transition 
Bradley Foster

Global head of enterprise content

Bloomberg L.P.

Brad Foster joined Bloomberg in June 2017 and currently manages the Data Content group within Enterprise Data.


In his role, Brad has a global remit that includes Bloomberg Evaluated Pricing for all cash products (BVAL) including GSAC, Municipal Bonds & Securitized Products, Regulatory & Accounting Products, Liquidity Assessment (LQA) and all Reference Data.

Prior to joining Bloomberg Brad spent almost 20 years on the sell-side in multiple locations including London, Tokyo and New York. He worked at Deutsche Bank as a Managing Director in trading and was responsible for various front office desks across debt, FX and credit trading, front office risk management where he managed a team that built cross-product risk, margin and portfolio analytics and looked after regulatory initiatives including Basel III / CRD IV and Dodd-Frank Uncleared Margin. Prior to Deutsche Bank he was at Credit Suisse First Boston in the market risk management group.

14:4515:30

Executive Boardroom: ESG Analytics – incorporating disclosure and other climate related data into risk calculations

14:45 - 15:30

  • Climate Stress Testing – can we future-proof weather-related company resilience?
  • Climate VaR – adding climate risk assessments to company valuations
  • Disruption – how might physical impacts halt economic activity?

 

Stacy Swann

Chief executive

Climate Finance Advisors

Stacy Swann (Founder & CEO) the CEO and Founding Partner of Climate Finance Advisors, a benefit LLC based in Washington, DC with expertise in banking, development finance, and climate change. During her career, Ms. Swann has held senior positions with the International Finance Corporation (IFC), as well as with the US Department of Treasury, Enron Corporation, and other organizations. For more than twenty-five years she has worked with investors, financial institutions, and policymakers on mainstreaming climate considerations across both investment and policy and has expertise in blended finance, climate finance, climate-smart fiscal policies, and approaches to identify, assess, and manage climate risk.

In addition to leading Climate Finance Advisors, Ms. Swann is the Chair of the Export-Import Bank of the United States (EXIM) Council on Climate and sits on the Board for the Montgomery County Green Bank the United States’ first county-level green bank and is Chair of its Investment Committee. She is also a member of the Steering Committee/Board of the Global Water Partnership, a global action network of more than 3,000 Partner bodies in 179 countries focused on building sustainable water systems globally.

15:3016:15

Executive Boardroom: Just Transitions – shifting an economy for tomorrow without harming communities today

15:30 - 16:15

  • Adaptability – what are firms doing to adjust to a shifting labor force?
  • Policy – how could potential regulation impact transitioning to a less carbon-intensive economy?
  • Stewardship – considering the community impact of investing in polluting companies and the minority groups disproportionally affected
Sarah Bratton Hughes

Head of ESG and sustainable investing

American Century Investments

Robert Allard

Chief investment officer

Rothesay Asset Management

Rob Allard is the Chief Investment Officer and Head of Rothesay Asset Management in North America. With over 20 years of experience in structured finance, Rob joined Rothesay Asset Management in 2018 to build and run the investment portfolio in North America. Prior to his current roles, Rob was the founding partner and CEO of Firebreak Capital, as well as Managing Director, Head of Structured Product Sales at Goldman Sachs and Deutsche Bank. He is currently studying part-time at Harvard to obtain his Masters in Sustainability and he currently holds a graduate Certificate from Harvard in Corporate Sustainability and Innovation and a Certificate from Harvard Business School in Sustainable Business Strategy.

John George

Director, responsible investing

Nuveen

John George is a Director and member of the Responsible Investing (RI) Team at Nuveen, the investment management arm of TIAA. John’s responsibilities include developing Nuveen’s strategic foresight on issues related to ESG integration, engagement, stewardship, and investment.

Prior to joining Nuveen in 2021, John worked at BlackRock as a Strategist within the Sustainable Products group. He joined BlackRock after spending four-and-a-half years at Lord Abbett, an asset management firm primarily focused on fixed income markets. At Lord Abbett, John was responsible for establishing the firm’s ESG strategy, authoring the RI policy, training investment professionals and client-facing teams on ESG issues, and developing and fundraising for new products such as the Climate Focused Bond Fund. In addition to this experience, John has worked in roles across equity research and investment banking, covering renewable energy companies, utilities, and independent power producers.

John is currently pursuing a Master’s of Science in Sustainability Management at Columbia University’s Climate School. He is also a Fellow at ClimateBase and holds a Bachelor’s in Finance from Rutgers University.

16:1516:30

Afternoon networking break

16:15 - 16:30

13:1513:45

Making Risk Parity Allocations dynamically time consistent

13:15 - 13:45

Silvana Pesenti

Assistant professor insurance risk management

University of Toronto

Silvana Pesenti is an Assistant Professor in Insurance Risk Management at the Department of Statistical Sciences at the University of Toronto. Silvana was named the 2022 Rising Star in Quant Finance by Risk.net for the paper Portfolio Optimisation within a Wasserstein Ball. She received the 2020 Peter Clark Best Paper Prize for her research paper  “Reverse Sensitivity Testing: what does it take to break the model?” from the Institute and Faculty of Actuaries (IFoA). In 2019, Silvana was awarded the  Dorothy Shoichet Women Faculty Science Award of Excellence.

Silvana Pesenti received her PhD in Actuarial Science and Insurance from Bayes Business School (formerly Cass Business Scohol) , London, UK. Her PhD thesis was awarded the Dimitris N. Chorafas Prize 2018 from the Weizmann Institute of Science. Further, Silvana holds a MSc and a BSc in Mathematics from ETH Zurich.

13:4514:15

Applications of Semi Analytic Conditional Expectations

13:45 - 14:15

Jörg Kienitz

Partner

Acadia

Jörg Kienitz is a partner at Quaternion, Acadia’s Quant Services division. He owns the finciraptor.de website - an educational platform for Quantitative Finance and Machine Learning. Jörg consults on the development, implementation, and validation of quantitative models. He is an Assistant Professor at the University of Wuppertal and an Adjunct Associate Professor in AIFMRM at the University of Cape Town. He regularly addresses major conferences, including Quant Minds, RISK or the WBS Quant Conference. Jörg has authored four books, Monte Carlo Frameworks (with Daniel J. Duffy), Financial Modelling (with Daniel Wetterau), and Interest Rate Derivatives Explained I and II (with Peter Caspers). He also co-authored research articles that appeared in leading journals like Quantitative Finance, RISK or Mathematics in Industry.

14:1514:45

Stocks vs. Funds

14:15 - 14:45

Andrew Ang

Managing director, head of factor investing strategies

BlackRock

Andrew Ang, PhD, Managing Director, is Head of Factors, Sustainable and Solutions (FS-Squared). He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, FS-squared is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation.

Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on sustainable investing, equities, fixed income, optimal asset allocation, and alternative assets. His seminal papers include research in the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His book, Asset Management: A Systematic Approach to Factor Investing, has been translated into Chinese Japanese, Korean and Spanish. His recent research focuses on generating alpha with ESG data and net zero multi-asset investing.

Dr. Ang has been granted patents, and he has won several industry prizes and grants, including the Harry Markowitz award, the Bernstein Fabozzi/Jacobs Levy award, and prizes and grants from the Q Group, INQUIRE, Netspar, and the National Science Foundation. According to RePEc/IDEAS, the largest bibliographic database in the field of economics, Dr. Ang is rated in the top 0.1% of world-wide economists by citations, downloads, and views.

Before joining BlackRock, Dr. Ang was the Ann F. Kaplan Professor of Business at Columbia Business School. He was previously Chair of the Finance and Economics Division and a Faculty Research Fellow of the National Bureau of Economic Research. As a professor, Dr. Ang worked with several large institutional managers as an advisor. His work with industry was recognized by aiCIO naming him one of the top 10 most influential academics in the institutional investing world.

Dr. Ang earned a BEc(Hons) from Macquarie University, and a PhD in finance and MS in statistics from Stanford University.

14:4515:15

Multi-period management of assets using reinforcement learning

14:45 - 15:15

Matthew Dixon

Chicago Booth School of Business

Assistant professor in applied math

 

Matthew Dixon, Ph.D, FRM, began his career in structured credit trading at Lehman Brothers. He has consulted for numerous investment management, trading and financial technology firms in machine learning and risk analytics. His research focuses on mathematical algorithms for prediction, outlier detection, and risk, applying concepts in computational and applied mathematics to industrial modeling, especially in the area of investment management, algorithmic trading, and derivatives. He is the co-author of the 2020 textbook "Machine Learning in Finance: From Theory to Practice" and has written over 40 peer reviewed papers on machine learning, the blockchain, and quantitative finance, is RISK Magazine's Buy-side Quant of the Year (2022), the recipient of an Illinois Tech innovation award and the College of Computing's Dean Award for Excellence in Research (Junior level). He has been PI/co-PI on research funding from Intel, Dell, NASA JPL, and the NSF in addition to being quoted in the Financial Times and Bloomberg Markets. Matthew has recently co-authored the CFA course material on machine learning, serves on the CFA advisory committee for quantitative trading, and is associate editor of the World Scientific Annual Review of Fintech. He holds a PhD in Applied Math from Imperial College and has held visiting academic appointments at Stanford and UC Davis. Most recently, he founded a venture capital backed global stablecoin settlement network startup in Chicago.

15:1515:45

Optimal execution – utilizing reinforcement learning to determine trade frequency

15:15 - 15:45

15:4516:15

ML challenges – adapting models to changing data and market regimes

15:45 - 16:15

16:1516:30

Afternoon networking break

16:15 - 16:30

Closing Keynote

16:30 - 17:15

16:3017:15

Closing keynote panel: Developing the next CRO – what are the skills necessary to succeed in tomorrow’s economy?

16:30 - 17:15

  • Multi-vertical careers – how much of an advantage can rotational programs and cross-departmental experiences provide for future leaders of risk?
  • Understanding the tools – as risk management becomes more technical, how vast of a knowledge must a CRO have of computing power for things like machine learning and quantum computing?
Jonathan Hummel

Chief risk officer, Americas

Deutsche Bank

Jonathan Hummel is the Chief Risk Officer (CRO) of the Americas for Deutsche Bank which includes oversight for Credit, Market, Non-Financial, Model and Liquidity Risk.  He is a member of the Group CRO Executive Council as well as the Americas Regional Executive Council and serves as the Chair of the U.S. Management Risk Council, Americas Reputational Risk Committee, U.S. Liquidity Risk Council and Risk Data Governance Steering Forum.  He is also the regional sponsor of the Diversity and Inclusion (D&I) strategy for Risk Americas to promote an inclusive organization.

Jonathan joined Deutsche Bank in 2004.  He has held various senior roles in Credit Risk Management including global oversight of Financial Institution and Hedge Fund Portfolios.  Additionally, he has held cross risk roles including Global Head of Risk for FX, Rates and Institutional Clients Group overseeing Market, Credit, Liquidity and Non-Financial Risk.  Prior to working at Deutsche Bank, Jonathan was at Goldman Sachs where he worked in Credit Risk and Legal.  

Jonathan has held leadership roles in a number of industry organizations.  He is the former Chairperson of the Capital Markets Credit Analysts Society from 2008-2011.  He is currently on the Board of Governors for the Risk Management Association (RMA) of New York.  He has been a speaker on a number of industry panels and a guest lecturer at the London School of Economics and Fordham University. 

Jonathan attended Dartmouth College where he graduated with honors.

Rajat Baijal

Managing director, global head of enterprise risk

Cantor Fitzgerald

Rajat Baijal is the Managing Director – Global Head of Enterprise Risk at Cantor Fitzgerald. In this role, he is responsible for designing and embedding a robust Risk Framework across the firm. This includes articulating and implementing a robust Risk & Control Self-Assessment (RCSA), Risk Event Management, Key Risk Indicators etc. and ensuring that the Board is suitably informed about all material issues.

Rajat has an MBA in Finance and has previously worked for Kensington Mortgages, Lloyds Banking Group and Aviva specialising in global implementation of their Risk Framework. Rajat is a regular speaker at risk conferences across London and New York and has authored a number of articles for risk journals/textbooks.

17:1519:00

Closing remarks and networking drinks

17:15 - 19:00