Global advisory board and speakers

Global advisory board and speakers 2022

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Christian Bluhm

Group CRO

UBS

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

Stuart Lewis

Group Chief Risk Officer

Deutsche Bank

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Danny Frost

Chief risk officer, EMEA

AIG

Mr Frost joined AIG in June 2015, and currently serves as Chief Risk Officer & Regional Head of Operational Risk for EMEA and APAC. Prior to joining AIG, Mr Frost held several roles within Investment Banking, managing Derivative Operations, Middle Office and Prime Brokerage functions. Mr Frost spent nineteen years of his career at Credit Suisse and most recently held the positions of Global Head of Operational Risk for Collateral, Clearing, Valuations & Liquidity and Global Head of Operations New Business / New Product Approval.

Deirdre Hannigan

Group Chief Risk Officer

AIB

Julia Dunn

Chief Risk Officer

HSBC

David Glendinning

Chief risk officer UK

Société Générale

Nicola Crawford

Chief risk officer

National Bank of Kuwait

Specialties: Compliance programme set up, framework development, monitoring programme and change management. Solvency II, ERM-maturity assessment, framework development and implementation, risk appetite, KRIs, process integration ,risk reporting and assurance.
Corporate governance, compliance and policy development
Operational, credit, liquidity, prudential and market risk management and governance
Risk ,business and technology transformation progammes
Programme / Project management, governance and assurance, Technology risk and governance, data governance, Cyber risk oversight
NED, risk oversight, integrated assurance
Operating model design and delivery
BI, Reporting Dashboards and Regulatory Focus

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Sophie Dupre-Echeverria

Chief risk officer

Gulf International Bank

Sophie Dupre-Echeverria is a risk practitioner working across risk & compliance disciplines at executive level to drive sustainable risk culture across organizations.

She worked at asset managers, private banks, corporate banks, big and medium sizes, mostly in the UK but always with international exposure, most recently UBS AM, Baring and Schroders.

She has joined Gulf international Bank as their Chief Risk Officer in January 2019.

Hannes Mosenbacher

CRO

Raiffeisen Bank International AG

Hannes Mösenbacher started his career in banking in the field of Risk Management in 1998. In 2008 he joined Raiffeisen Zentralbank Österreich as head of the risk controlling division. In 2017 Mr. Mösenbacher joined RBI Group’s Board of Management where he has since served as Chief Risk Officer. He also holds several supervisory board mandates.

Hannes Mösenbacher received a PhD in business administration from the Vienna University of Economics and Business (2002), as well as a master’s degree in business economics from the University of Graz (1998). While enrolled at the University of Graz, Hannes Mösenbacher also studied at the University of Oklahoma (1998).

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Tom Kartanowicz CISM, CISS

Regional chief information security officer

Commerzbank

Jezri Mohideen

Wholesale chief digital officer

Nomura

Nick Stansbury

Head of climate solutions

Legal & General Investment Management

Jérôme Henry

Principal adviser, macroprudential policy and financial stability

European Central Bank

Jérôme Henry is Principal Adviser in the ECB Macroprudential policy and financial stability area. His responsibilities cover financial stability assessments, including via stress-testing, and related infrastructure requirements. He led ECB teams for the Quality Assurance of SSM stress tests and was involved in country crisis management. He also worked at the BIS as an FSI fellow.
Mr Henry was beforehand a long-standing Eurosystem forecast coordinator. He started at the ECB leading the macromodelling team. He arrived in Frankfurt 25 years ago, to prepare Monetary Union, after being a macroeconomist with Banque de France. Prior to his central bank career, he conducted research at the OFCE and the INSEE.
Mr Henry has numerous academic publications in e.g. the Review of Economics and Statistics or with Cambridge University Press, with contributions on stress-testing such as the ECB STAMP€ e-book. He is a founding member of the CEPR Euro-Area Business Cycle Network. An ENSAE graduate, Mr Henry holds a PhD in Economics and a BA in History from Paris Sorbonne.

Niko Herrala

Head of monetary policy implementation

Bank of Finland

Niko Herrala is an economist in the Market Operations and Analysis division of the ECB. His tasks include designing the monetary policy implementation framework of the ECB such as the recent non-standard monetary policy measures. Prior to joining the ECB he has been a market operations expert in Bank of Finland and Bank of Estonia implementing monetary policy auctions, liquidity management, bond purchases and foreign exchange operations in practice.

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Duncan Wood

Global editorial director

Risk.net

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. Duncan 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, Duncan 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 appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.

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Tom Osborn

Editor, risk management

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. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.

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Peter Mennie

Global head of ESG integration & research, and global head of investment risk & quantitative analytics

Manulife Investment Management

Peter Mennie, ASIP, is global head of ESG Integration and Research, and global head of Investment Risk & Quantitative Analytics for Manulife Investment Management. In these roles, Peter leads Manulife Investment Management’s team of dedicated ESG research and integration analysts to advance the firm’s ESG agenda. The team works with portfolio management teams on progressing ESG integration processes and conducting ESG engagement with investee companies; works with Manulife Investment Management’s sales and product teams on ESG strategy and marketing; and represents Manulife Investment Management on various industry groups and collaborative initiatives. Peter provides global risk leadership for all asset classes, and he ensures a consistent global approach to monitoring and managing investment risk and portfolio structure.

Peter also serves as the chief operating officer of Manulife Investment Management (Europe) Limited. Peter has previously held numerous positions within Manulife Investment Management including serving as a senior portfolio manager. Prior to that, Peter held a number of fund management positions focusing on various regional markets at Manulife Investment Management. Peter is a member of the CFA Society of the UK and of the CFA Institute, and he holds the ASIP designation, a recognized qualification of the CFA Institute.

Christian Kjaer

Head of liquid markets

ATP

Christian Kjær is Senior Vice President and ATP’s Head of Liquid Markets, an in-house risk-balanced multi-asset investment team with overall responsibility for the liquid part of ATP’s investment portfolio. He is a member of the investment committee, the committee for social responsibility and the corporate governance forum within ATP. Christian has previously held responsibility for global equities, inflation and volatility in ATP which he joined in 2015 as Portfolio Manager.

 

Prior to joining ATP Christian was Head of Inflation Trading in Nordea Markets. Before that he held positions in the Insurance and Pension Solutions Group at Credit Suisse, the Institutional Solutions group at Nordea Markets and Mckinsey & Company

 

Christian holds a M.Sc in Economics and a Ph.D in Economics (Game Theory) from the University of Aarhus, Denmark

 

In his spare time, Christian enjoys hanging out with his family and loves taking his race bike for a spin in the countryside

 

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Ilja Faerman

Vice President and Head of Client Solutions Group

Numerix

Ilja Faerman is VP and Head of Client Solutions Group at Numerix. He has extensive expertise in successfully delivering projects across EMEA covering pricing of complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk figures for large portfolios of simple and complex instruments. In recent projects, he has focused on advanced XVA metrics including KVA and MVA as well as coherent modelling of risk factors for the purpose of XVA calculation. Prior to Numerix, Mr. Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a BSc in Business and Computer Science from the University of Rostock and an MSc in Finance from the Frankfurt School of Finance & Management. He is currently located in Numerix’s Frankfurt office. 

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Christian Bluhm

Group CRO

UBS

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

Soren Andersen

Chief risk officer

Nordea Asset Management

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Jeff Simmons

CRO, EMEA

MUFG Securities

 

 

Bruce Fletcher

Group chief risk officer

Natwest Group

Jeremy Arnold

Chief risk officer

NatWest Markets

Having joined NatWest Markets as Chief Risk Officer in September 2018, Jeremy is responsible for leading the Risk function for NWM by defining and delivering risk, conduct, compliance and financial crime strategies to support the NWM ambition, strategy and risk appetite. Jeremy has an extensive  experience, spanning a variety of roles in trading and risk management over the last 30 years in a number of leading global financial institutions.

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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.

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Duncan Wood

Global editorial director

Risk.net

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. Duncan 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, Duncan 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 appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.

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Danny Frost

Chief risk officer, EMEA

AIG

Mr Frost joined AIG in June 2015, and currently serves as Chief Risk Officer & Regional Head of Operational Risk for EMEA and APAC. Prior to joining AIG, Mr Frost held several roles within Investment Banking, managing Derivative Operations, Middle Office and Prime Brokerage functions. Mr Frost spent nineteen years of his career at Credit Suisse and most recently held the positions of Global Head of Operational Risk for Collateral, Clearing, Valuations & Liquidity and Global Head of Operations New Business / New Product Approval.

James Parker

CRO Guernsey, Middle East, Turkey & Africa Wealth Management Division

Credit Suisse

James is the Chief Risk Officer in Credit Suisse’s Wealth Management Division covering Guernsey (Channel Islands), Middle East, Turkey & Africa.

  • Experienced in heading up Risk Management functions internationally (US, EU & UK) across Financial Services ranging from investment banking, (regulated businesses) to Fintech (AIM listed) industries.
  • Skilled in strategic transformational change management involving automated risk systems implementation within the investment banking global markets division. Strong management and chairing of Board Level risk committees covering entities in the UK, US, EU & APAC. 
  • A Leader with advisory acumen and skilled in Market Risk, Credit Risk, Liquidity Risk, Trading, Operational Risk Management and Derivatives.
  • In depth experience of working for and transforming risk functions in some of the world’s leading financial institutions, start-ups and growth companies.
  • Experience of working with Private Equity firms and managing a sale process involving potential investors.
Nicola Crawford

Chief risk officer

National Bank of Kuwait

Specialties: Compliance programme set up, framework development, monitoring programme and change management. Solvency II, ERM-maturity assessment, framework development and implementation, risk appetite, KRIs, process integration ,risk reporting and assurance.
Corporate governance, compliance and policy development
Operational, credit, liquidity, prudential and market risk management and governance
Risk ,business and technology transformation progammes
Programme / Project management, governance and assurance, Technology risk and governance, data governance, Cyber risk oversight
NED, risk oversight, integrated assurance
Operating model design and delivery
BI, Reporting Dashboards and Regulatory Focus

Christian Kjaer

Head of liquid markets

ATP

Christian Kjær is Senior Vice President and ATP’s Head of Liquid Markets, an in-house risk-balanced multi-asset investment team with overall responsibility for the liquid part of ATP’s investment portfolio. He is a member of the investment committee, the committee for social responsibility and the corporate governance forum within ATP. Christian has previously held responsibility for global equities, inflation and volatility in ATP which he joined in 2015 as Portfolio Manager.

 

Prior to joining ATP Christian was Head of Inflation Trading in Nordea Markets. Before that he held positions in the Insurance and Pension Solutions Group at Credit Suisse, the Institutional Solutions group at Nordea Markets and Mckinsey & Company

 

Christian holds a M.Sc in Economics and a Ph.D in Economics (Game Theory) from the University of Aarhus, Denmark

 

In his spare time, Christian enjoys hanging out with his family and loves taking his race bike for a spin in the countryside

 

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Tom Osborn

Editor, risk management

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. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.

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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.

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Kristen Walters

CRO

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.

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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.

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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.

Steve Boras

Executive Vice President

Citizens Bank

Agus Sudjianto

Head of model risk

Wells Fargo

Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he leads a highly technical team to manage model risk across the enterprise. 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,where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).

Ramakrishnan Chirayathumadom

Chief model risk officer

Goldman Sachs

Rama Chirayathumadom is Chief Model Risk Officer of GS Bank and global head of model validation for consumer, credit risk and compliance models at Goldman Sachs. Over the last five years as Chief Model Risk Officer of GS Bank, Rama has overseen the model risk management of the bank’s retail expansion through notable product launches including Marcus loans and Apple Card.

Over his 16-year career at the firm, Rama has held roles in model development and validation across Global Markets, Controllers and Risk divisions.

Rama holds an MS in Management Science and Engineering from Stanford University and a Bachelor of Technology in Electrical Engineering from the Indian Institute of Technology Madras.

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.

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Gordon Liu

Executive vice president, US head of global risk analytics

HSBC

Gordon is Managing Director, Regional Head of Global Risk Analytics at HSBC. He is responsible for the development and implementation of models used for calculating wholesale credit, market and counterparty credit risk metrics, anti-money laundering, and operational risk analytics in the region. He is also responsible for interacting with regulatory agencies to ensure HSBC’s compliance in quantitative aspects with the relevant regulations.
Gordon received a PhD in electrical and systems engineering from University of Connecticut and his undergraduate and master degrees from Huazhong University of Science and Technology, Wuhan, China.

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Wei Zhu

Managing director

Citi

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.

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Phil Ohana

Executive director

UBS

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.

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Sven Sandow

Global head of credit and operational risk analytics

Morgan Stanley

Sven Sandow is the Global Head of Credit and Operational Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor’s. Before he joined the financial industry, Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-University Halle-Wittenberg in Germany.

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Piero Monteverde

Assistant chief model risk officer

Capital One

Piero joined Capital One in 2011 to lead one of the first full-time Model Validation teams at the company. He currently serves as Assistant Chief Model Risk Officer within the Enterprise Model Risk, Analytics and Data organization. His group is responsible for the validation of models related to stress testing, finance, and loss forecasting. He is also responsible for the Model Risk Office Governance, Project and Process Management teams.

Piero has more than 22 years of experience in the financial industry and has spent the past 17 years as a manager of market, model, and valuation risk for large financial institutions, such as Bank of America / Countrywide, Ally Financial, and Barclays Capital, prior to joining Capital One. Piero obtained a bachelor’s degree from Universidad del Pacifico (Lima, Peru), and he has a master’s degree and Ph.D. ABD in Economics from University of Miami.

He lives in Northern Virginia with his wife.

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Judith Hilton

MD, CRO

DWS Americas

Suresh Srinivasan

FRTB Americas implementation lead

HSBC

Suresh Srinivasan is currently the Americas FRTB implementation lead at HSBC. Prior to this role, Suresh helped in establishing the GMS program in HSBC. Before his career in HSBC, Suresh worked as a Management Consultant in EY and assisted several major US banks in their GMS initiatives. Suresh has held several leadership roles and has worked with multiple functional units in the Traded Products and Investment Banking domain. Suresh earned his MBA in Finance from Zicklin School of Business, New York and Bachelors in Engineering from India.

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Christian Bluhm

Group CRO

UBS

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

Andrew Morton

Global co-head of markets & securities services

Citi

Andrew Morton is Global Co-Head of Markets at Citi. He has been with Citi since 2008, and was previously head of the G10 Rates, Markets Treasury and Finance businesses and was responsible for the Markets Quantitative Analysis (MQA) function.

Prior to joining Citi, he spent fifteen years at Lehman Brothers during which he held several positions including Head of European Fixed Income and Global Head of Fixed Income.

Andrew began his working career as an academic in mathematical finance. He is the co-author of the HJM interest rate model, a widely used framework for the valuation of interest rate derivatives. He earned a B. Math from University of Waterloo and a Ph.D. in Engineering from Cornell University.

Manuela Veloso

Managing director, head of AI research

J.P. Morgan and School of Computer Science at Carnegie Mellon University

Manuela M. Veloso is the Head of J.P. Morgan AI Research, which pursues fundamental research in areas of core relevance to financial services, including data mining and cryptography, machine learning, explainability, and human-AI interaction. J.P. Morgan AI Research partners with applied data analytics teams across the firm as well as with leading academic institutions globally.

Professor Veloso is on leave from Carnegie Mellon University as the Herbert A. Simon UniversityProfessor in the School of Computer Science, and the past Head of the Machine Learning Department. With her students, she had led research in AI, with a focus on robotics and machine learning, having concretely researched and developed a variety of autonomous robots, including
teams of soccer robots, and mobile service robots. Her robot soccer teams have been RoboCup world champions several times, and the CoBot mobile robots have autonomously navigated for more than 1,000km in university buildings.

Professor Veloso is the Past President of AAAI, (the Association for the Advancement of Artificial Intelligence), and the co-founder, Trustee, and Past President of RoboCup. Professor Veloso has been recognized with a multiple honors, including being a Fellow of the ACM, IEEE, AAAS, and AAAI. She is the recipient of several best paper awards, the Einstein Chair of the Chinese Academy of Science, the ACM/SIGART Autonomous Agents Research Award, an NSF Career Award, and the Allen Newell Medal for Excellence in Research. 

Professor Veloso earned a Bachelor and Master of Science degrees in Electrical and Computer Engineering from Instituto Superior Tecnico in Lisbon, Portugal, a Master of Arts in Computer Science from Boston University, and Master of Science and PhD in Computer Science from Carnegie Mellon University. See www.cs.cmu.edu/~mmv/Veloso.html for her scientific publications.

Dieter Helm

Professor of economic policy

University of Oxford

Sir Dieter Helm is Professor of Economic Policy at the University of Oxford and Fellow in Economics at New College, Oxford. He was Independent Chair of the Natural Capital Committee, providing advice to the government on the sustainable use of natural capital, until the end of the second term of the Committee in November 2020.  In the New Year 2021 Honours List, Dieter was awarded a knighthood for services to the environment, energy and utilities policy.

He has written many books, most recently Net Zero (September 2020, William Collins) in which he addresses the action we all need to take to tackle the climate emergency.

His other books include: Green & Prosperous Land  (2019, William Collins), Burn Out: The Endgame for Fossil Fuels  (2017), The Carbon Crunch: Revised and Updated (2015) and Natural Capital: Valuing the Planet  (2016), all published by Yale University Press.

Dieter is Chairman of Natural Capital Research, developing natural capital models and assessments for the better use of land, and Honorary Vice President of the Berkshire, Buckinghamshire and Oxfordshire Wildlife Trust.

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Charles Bristow

Managing Director and Global Head of Rates, FI Financing, CPT & Market Resources Optimisation

JP Morgan

Charles Bristow is a Managing Director in the Corporate & Investment Bank (CIB) at JP Morgan based in London. Charles is global head of Rates, Fixed Income Financing and the Credit Portfolio Trading business and has responsibility for the capital and funding strategy across the broader Markets businesses. Charles is a member of the European Management Committee and is co-chair of the EMEA Diversity Council.
Charles joined the firm in 1998 as an intern before returning upon graduation and worked in a number of derivatives trading roles across Swaps and Options. He became head of non-linear rates products and then head of rates trading in the region before taking a global management role in 2015.


Charles has been involved in a number of strategic projects for the fixed income trading businesses including the design and implementation of differential discounting, measures to reduce the GSIB footprint of the business including the formation of a dedicated compression team and derivatives FVA build out. He is a member of the CIB and EMEA capital committees.
Recent projects outside of Rates trading include Libor transition, buildout of the trader mandate framework and the formation of a collateral management and optimization front office function. Additionally, through his role on the diversity council, Charles is driving the advancement of black leadership and our gender diversity projects in the EMEA region.
Charles studied Manufacturing Engineering at Pembroke College, Cambridge where he was a college scholar and achieved a Masters degree. He is married with three children.

Daniel Leon

Global head of trading, treasury management and global solutions

HSBC Global Asset Management

Sarah Breeden

Executive director, UK deposit takers supervision

Bank of England

Sarah is the Executive Director for UK Deposit Takers Supervision, responsible for the supervision of the UK’s banks, building societies and credit unions. She has oversight of the Bank of England’s (Bank) work enhancing the financial system’s resilience to climate change.
Sarah was previously the Executive Director for International Banks Supervision, where having joined the directorate in 2015, she was responsible for supervision of the UK operations of international banks.
Before moving into supervision, Sarah was a Director in the PRA’s Financial Stability Strategy and Risk Directorate, where she focused on developing the UK’s macroprudential policy making framework and supporting the Financial Policy Committee. Previously she was head of the division in the Financial Stability Directorate that assessed risks to financial stability from financial markets, the non-bank financial sector, and the real economy.
Sarah led the Bank’s work to support the transition of prudential regulation of banks and insurers from the Financial Services Authority to the Bank.
Prior to that she was head of the Bank’s Risk Management Division and head of Special Projects in the Markets Directorate, leading the design and risk management of financial market operations undertaken by the Bank including those launched during the financial crisis.

Denis Beau

First deputy governor

Bank of France

Born in 1962, Denis joined Banque de France in 1986 after graduating from l’Institut d’Etudes Politiques de Paris. He subsequently received a Master degree in Business Administration from INSEAD. His career path at the Banque de France led him to hold management positions in the Financial Markets, Payments and Market Infrastructures and Economics and International Relations departments. He was seconded to the New York Fed (1997-1998) and served at the Bank for International Settlements as secretary of the G10 Committee on Payment and Settlement Systems (2007-2008). He was then appointed Director General of Financial Stability and Operations and a member of the Executive Committee of Banque de France. In this capacity he was a member of European and international committees dealing with monetary policy and financial stability issues and prudential regulation of banks (Euro Retail Payments Board, Committee on the Global Financial System, Basel Committee on Banking Supervision – co-chair of the Macroprudential Supervision Committee).
Denis Beau is a Chevalier of the French Legion of Honour.

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Nasreen Kasenally

Global chief risk officer and head of sustainability risk

UBS Asset Management

Nasreen Kasenally is the Chief Risk Officer of UBS Asset Management & UBS EMEA and Head of Sustainability Risk. She is a Senior Risk professional with over 23 years of experience mostly at UBS covering investment banking, asset and wealth management in New York and London.    

In her role as Chief Risk Officer, Nasreen is responsible for all financial risks within UBS Asset Management globally and in all the business divisions of UBS Group in EMEA. As Head of Sustainability Risk, she has the oversight of the risks across the group and leads the engagement and positioning to deliver the firm’s purpose and values with regards to sustainability.   

Nasreen is very active in championing Diversity, Equity & Inclusive initiatives, mentoring social entrepreneurs and sponsoring global projects. 

  She has a master’s degree in Mathematical Trading & Finance from Cass Business School and a bachelor’s degree in Actuarial Science from the University of Kent. 

Henry Holden

Advisor

Bank for International Settlements

Henry Holden is an Adviser at the BIS Innovation Hub. He joined the BIS in 2017 and is on secondment from the Bank of England where he worked on payment and clearing systems. His current responsibilities include work on central bank digital currencies, cyber risk and foreign exchange.

Lasse Pedersen

AQR and Copenhagen Business School

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Blanka Horvath

Lecturer in financial mathematics

King's College London

Dr Blanka Horvath is a Lecturer at the Department of Mathematics, King's College London. Blanka’s current research interests evolve around a new generation of option pricing models (Rough Stochastic Volatility models), and their asymptotic and numerical properties. Prior to her current appointment, she was at ETH Zurich, specialising in functional analytic and numerical properties of SABR-type stochastic models. Blanka holds a PhD in Mathematical Finance from ETH Zurich, a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Valérie Fasquelle

Director for infrastructures, innovation and payments

Banque de France

Valérie FASQUELLE is Director of the Infrastructures, Innovation and Payments directorate at Banque de France.

The Infrastructures, Innovation and Payments directorate is firstly in charge of the oversight of the safety of payment instruments and of the smooth operation of market infrastructures operating in France (payment systems, central securities depositories, securities settlement systems, central counterparties). The directorate is also responsible for the production of analyses and surveys on innovation in the field of payments and market infrastructures. Since early 2020, Valérie FASQUELLE is leading the Banque de France programme for experiments on Central Bank Digital Currency.

Through the various positions that she held, Valérie FASQUELLE was deeply involved between 2004 and 2015 in the management of Eurosystem large-scale projects such as Target 2 (European RTGS) and Target2 securities (European platform for securities settlement). She had previously the opportunity to work during 8 years in the field of payment systems and completed her business expertise through the various managerial responsibilities she held especially within the Banque de France IT Department.

Before joining the Banque de France in 1993, Mrs FASQUELLE graduated from the Institut d’Études Politiques de Paris and with a post-graduate degree in Economics from the Dauphine University in Paris.

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Edward Fishwick

Managing director, global co-head, risk & quantitative analysis,

Blackrock

Edward Fishwick, Managing Director, is Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition, he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.

Mr. Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.

Mr. Fishwick is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.

Buck Rogers

Global head of resilience risk

HSBC

Professor Cameron, or Buck Rogers as he prefers to be known, is currently Global Head of Resilience Risk at HSBC, he joined in June 2019. Buck joined from the Bank of England (BoE) where he was Chief Information Security Officer and latterly Chief Security Officer, during this period Buck designed the CBEST program, was responsible for managing the second line risk functions covering cyber, physical, BCIM and supporting the PRA on subject expertise in the Cyber space. Before joining the BoE, Buck held a number of senior leadership roles at the Ministry of Defence, following a 15-year career in the Royal Navy. Buck holds a Professorship in Cyber Security at the University of Gloucestershire, and in recognition of his contributions to the Information Security industry, Buck was awarded a fellowship from the Council of Registered Ethical Security Testers (CREST).

Outside of work, Family, Moomins, Depeche Mode and Norwich City FC fill his time.