2023 Agenda

Jeremy Arnold joined NatWest Markets as chief risk officer in September 2018 and is responsible for leading the organisation's risk function by defining and delivering risk, conduct, compliance and financial crime strategies to support its ambition, strategy and risk appetite. He has extensive experience, spanning a variety of roles in trading and risk management over the past 30 years at a number of leading global financial institutions.

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.

Chris Knight took the role of group chief risk officer (CRO) in May 2021. For the previous three years he had been the chief executive of Legal and General’s retail retirement business, where he led the expansion of annuity propositions, developed one of the leading providers of lifetime mortgages and launched our financial advice and care businesses. Knight also serves as Legal and General’s customer champion, representing retail customers’ interests across the whole product range, a perspective he brings to his CRO role. He has previously held positions at Legal and General of finance director of the international division, and chief financial officer of Legal & General Assurance Society. Knight has a first-class economics degree from King’s College, Cambridge and has worked on four continents in a career spanning more than three decades. He is a Fellow of the Institute and Faculty of Actuaries.

Hanna Sarraf is a senior risk management executive, with over twenty five years’ experience in developing and implementing risk and regulatory management frameworks that deliver effective results in the financial services industry. He is currently the Chief Risk Strategy Officer at Starling Bank and was previously the Group Chief Risk Officer at Bankmed, a regional corporate, retail and private banking organisation with operations across the EMEA region. Prior to joining Bankmed, Hanna was the Group Executive, Head of Risk Strategy at Bank of Ireland and previously held senior risk and regulatory management consulting roles at Ernst & Young, KPMG and Accenture in the UK and globally.

Hanna’s international industry and client consulting experience spans a wide range of risk and regulatory management roles both at the strategic and execution levels gained with leading financial services organisations across all major industry segments in a wide number of geographic markets.

He holds a Specialised Master’s degree in Financial Engineering from the École Supérieure des Sciences Économiques et Commerciales (ESSEC) and an MSc in Finance from Dauphine University in France. He has authored many articles on financial risk management and is a frequent speaker at leading UK and international conferences.

Julien joined Artemis in November 2019 to build their investment risk capabilities from the ground up including Market risk, credit risk, Liquidity risk & ESG risk oversight across all the mandates managed on behalf of clients. Prior to Artemis, Julien headed the front office investment risk team at Janus Henderson covering the EMEA mandates across asset classes. His responsibilities covered market risk advisory and oversight, liquidity risk management and support into the front office governance framework including best execution and product governance support.  Julien graduated from Brussels Free University in 2004 in Applied Economics and has completed the Certificate for Quantitative Finance and the CFA program.

Nicola is an experienced and qualified CRO / Head of Global Risk & Compliance with a demonstrable track record of creating and implementing superior risk management, financial and prudential strategies and frameworks aligned with corporate objectives and regulatory change/compliance to mitigate operational and commercial risk.

She is able to seamlessly analyse regulations into actionable requirements and deliver operational monitoring plans to drive robust compliance.

Nicola has proven transformation and risk delivery across SMEs to $multi-billion enterprises within banking, healthcare, insurance, government, energy, financial services, and technology. She embeds change into organisations to understand core risk objectives, re-engineering and deploying frameworks, processes and driving a culture of proactivity to ensure enhanced operational conduct, reputational and fiscal risk. An engaging lateral and forward- thinking communicator, building and fostering relationships with key stakeholders, resolving disparate agenda items, and providing solutions at operational level to solicit buy-in. Nicola acts as a trusted advisor to the Board, with a reputation of clear transparent objectives and solid delivery within agreed timeframes.

These skills have enables Nicola to see the changing role of the CRO over the past 25 years of her career and adapt to those changes.

Dr Daniele Magazzeni is Managing Director at J.P. Morgan, where he is AI Research Director and Head of the firmwide Explainable AI Center of Excellence. Daniele is also Visiting Professor at King’s College London.

His main research interests are in AI Planning and Machine Learning for efficient resource allocation and processes optimization, and Explainability and Fairness in AI. Daniele is the former President of the International Conference on Automated Planning and Scheduling (ICAPS), and General Chair of the ACM International Conference on AI in Finance (ICAIF).

Ilja Faerman serves as the Managing Director and Head of Client Solutions Group at Numerix, where he has spearheaded the successful delivery of projects across Europe, the Middle East, and Africa. His extensive expertise encompasses the pricing of complex derivatives across multiple asset classes, XVA desk support in building calculation infrastructure, and collaboration with structured product issuers on a wide array of processes, ranging from solutions for trade ideation to building platforms for comprehensive risk management of large portfolios. Faerman also possesses in-depth knowledge on various subjects, such as SIMM, FRTB, and buy-side industry solutions.

Before joining Numerix, Faerman gained valuable experience as a Financial Engineer and Model Validation Analyst at Thomson Reuters. He holds a Bachelor of Science degree in Business and Computer Science, as well as a Master of Science degree in Finance from the renowned Frankfurt School of Finance.

Xavier Bellouard is the Chief Strategy Officer of ActiveViam and one of its co-founders, based in London. Before founding ActiveViam, Xavier was a key contributor to the development of Summit Systems, a software vendor of applications for front-office operations and trading desks. Xavier is passionate about the contribution that ActiveViam’s technology can make to the bottom-line of companies operating in highly demanding and complex markets. “Our bottom-up, experience-driven approach to innovation is a fundamental component of the company’s DNA. Since ActiveViam was created in 2005, we have valued it as a prerequisite to delivering cutting-edge data analytics technology and business solutions to the financial industry.

David Asermely is the Global Head of Model Risk Management at SAS, responsible for product design, support, partner strategy and more. Passionate about translating data into actionable intelligence, David combines the best technologies and design principles to help financial services organisations improve modelling efficiency and quality.

David holds two master’s degrees from the University of Massachusetts Amherst. Prior to joining SAS, he managed the Bank of New York Mellon’s Global Performance and Risk Analytics product set.

Nadia is the Head of Model Risk Management in Close Brothers, a UK merchant banking group who provides lending, deposit taking, wealth management services and securities trading. Within her current role, Nadia is responsible for providing oversight and challenge to the models used in the Bank. The team ensures models are compliant with internal policy and governance, and with external regulations. We are also responsible for Close Brothers’ understanding and monitoring of the model risk through independent model validation and governance.

Nadia has a quantitative background - master’s degree in econometrics and a postgraduate in economics - with over 15 years of experience in risk management in the financial sector. She has worked in several significant engagements in France and UK, with a particular focus on model development, validation, risk governance, stress testing.

Andreea Petreanu is currently Head of Credit Risk Management at Mizuho International in London. Over the past 20 years, she has had various risk management roles with global investment banks such as Morgan Stanley, HSBC, Merrill Lynch, Bank of America and VTB Capital. Andreea is also an Independent Non-Executive Director and Chair of the Risk Committee of Globalworth, a leading real estate investment company in Central and Eastern listed on AIMS with portfolio value over EUR3bn.  Andreea’s educational background includes an Executive MBA from the University of Cambridge, Judge Business School and an MSc in Insurance and Risk Management from City University, CASS Business School. She is also an Associate of the Chartered Insurance Institute in London.

Mark Findlay is Global Head of Financial Risk Analytics at S&P Global Market Intelligence, which provides award winning products and solutions to financial institutions to measure and manage their counterparty credit risk, market risk, regulatory risk capital, derivative valuation adjustments as well as custom on demand risk services. Using the latest analytics and technology such as a fully vectorized pricing library, Machine Learning and a Big Data stack for scalability, the products and solutions are also available in the cloud and are used by the largest tier-one banks to smaller niche firms.

Prior to joining S&P Global, Mark worked as a Partner at TLG, a specialist risk management consultancy in London. Previously, Mark held Chief Operating Officer positions in financial markets trading and quantitative risk management roles at ABN AMRO, UBS and Bank of America Merrill Lynch. He was also the Capital Management Program Director of global markets at HSBC.

Mark holds an MBA from CASS Business School, University of London, UK.

McBurney is Professor of Computer Science and former Head of the Department of Informatics in the Faculty of Natural and Mathematical Sciences of King's College London. He is a member of the Distributed Artificial Intelligence (DAI) Research Group of the Department.

McBurney's primary areas of research are in AI and Computational Finance:

• Distributed ledgers, blockchain, smart contracts, cryptocurrencies, and ICOs
• AI applied to knowledge-intensive, regulated domains (law, finance, insurance, etc), and
• Agent communications protocols and agent-based simulation.

His work finds application in computational finance and economics, cyber conflict, and machine-to-machine (M2M) communications. According to Google Scholar, McBurney has an h-index score of 49, and his most-cited publication has 673 citations.

Since 2007, McBurney has been Joint Editor-in-Chief of the refereed AI journal, The Knowledge Engineering Review, published by Cambridge University Press. He is a member of the Academic Advisory Council of the UK Financial Conduct Authority (FCA), a board established in 2018 to provide advice on AI, data analytics and regulatory technology (regtech). During 2018-2020, he was an Adjunct Research Fellow at the Law Futures Centre at Griffith University, Brisbane, Australia.

McBurney is a regular speaker and advisor on Artificial Intelligence, on blockchains & distributed ledgers, and on cryptocurrencies. He has experience working on several blockchain Proofs-of-Concept, including for major financial institutions and commodities trading companies.

His research projects include the EPSRC-funded VOLT Project, which aimed to develop trusted voting systems using distributed ledger technologies for management of shareholder rights and for elections in non-government organizations