Advanced Model Risk Management Summit 2024

Advanced Model Risk Management Summit Returns March 2024

VIEW AGENDA
London
March 2024

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Unite with Model Risk Management professionals from the region's leading institutions to benchmark MRM practices and processes.

Companies from 2023 include: Bank of England, Barclays, Citi, Deutsche Bank, HSBC, Lloyds Bank, Monzo, Natwest, Virgin Money and many more!

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2023 ATTENDEES

Previous Speakers

 

Julian Philips

Global Head of Model Risk Audit
HSBC

Julian Philips

Global Head of Model Risk Audit
HSBC

Julian Philips

Global Head of Model Risk Audit
HSBC
 

Konstantina Armata

Senior Modelling Expert, Former Group Head of Model Risk Management at Barclays

Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk.

Konstantina Armata

Senior Modelling Expert, Former Group Head of Model Risk Management at Barclays

Konstantina Armata

Senior Modelling Expert, Former Group Head of Model Risk Management at Barclays

Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk. Konstantina has extensive experience in developing Model Risk Management frameworks including methodologies to assess and quantify Model Uncertainties and their impact on the output of the framework they are used for (e.g. Capital in stress, IFRS9 etc). Konstantina’s most recent work involves Climate Transition modelling. She holds a PhD in Mathematics from Imperial College, London and an MSc and BSc in Mathematics from ENSIMAG, Grenoble, France and the University of Patras, Greece respectively.

 

 

 

Diederick Potgieter

Risk Specialist
PRA Bank of England

Diederick is a senior technical specialist in capital management at the Prudential Regulation Authority (PRA), Bank of England.

His role, as part of the Supervisory Risk Specialists at the PRA, is to provide technical expertise and support to the supervision of UK regulated banks through risk & capital adequacy assessments (ICAAPs/SREPs), the Bank’s financial stability objective through the modelling & analysis of stress test results in the Bank’s annual stress test programme, and support to the further development & enhancement of prudential policy.

Diederick Potgieter

Risk Specialist
PRA Bank of England

Diederick Potgieter

Risk Specialist
PRA Bank of England

Diederick is a senior technical specialist in capital management at the Prudential Regulation Authority (PRA), Bank of England.

His role, as part of the Supervisory Risk Specialists at the PRA, is to provide technical expertise and support to the supervision of UK regulated banks through risk & capital adequacy assessments (ICAAPs/SREPs), the Bank’s financial stability objective through the modelling & analysis of stress test results in the Bank’s annual stress test programme, and support to the further development & enhancement of prudential policy.

He holds a Ph.D. in Mathematical Statistics and his specialties include credit risk, operational risk, concentration risk, model risk management, capital management practices, stress testing and economic capital frameworks. Before joining the FSA/PRA in 2011 he was Director of Capital Modelling at Barclays bank.

 

 

Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Having over 15 years of experience in validation of pricing and risk models. Holding PhD in Theoretical Physics.

Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Having over 15 years of experience in validation of pricing and risk models. Holding PhD in Theoretical Physics.

 

Rita Gnutti

Executive Director, Internal Validation and Controls, Group CRO Area
Intesa Sanpaolo

Rita Gnutti

Executive Director, Internal Validation and Controls, Group CRO Area
Intesa Sanpaolo

Rita Gnutti

Executive Director, Internal Validation and Controls, Group CRO Area
Intesa Sanpaolo
 

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer is a risk manager, chartered accountant, and physicist by training. His career spans senior roles on both the sell-side and buy-side in investment banks, private banking, and asset management in London and New York. He has covered all types of financial and non-financial risks. A hallmark of his approach is a combination of analytical rigour and practical relevance.

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer is a risk manager, chartered accountant, and physicist by training. His career spans senior roles on both the sell-side and buy-side in investment banks, private banking, and asset management in London and New York. He has covered all types of financial and non-financial risks. A hallmark of his approach is a combination of analytical rigour and practical relevance.

Tanveer's interest in risk and finance is focused on the practical impact of new technologies, markets, electronic trading, modelling approaches, and data, and their ability to enable products, services, and new business models that are emerging or did not exist, or drive societal advancement. He is currently Global Head of Model Risk for a fast growing Fintech.

 

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.

 

 

Katie Hill

Head of Model Validation
Hampshire Trust Bank

Katie Hill

Head of Model Validation
Hampshire Trust Bank

Katie Hill

Head of Model Validation
Hampshire Trust Bank
 

Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk
DZ Bank

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models and Economic Capital. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics.

Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk
DZ Bank

Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk
DZ Bank

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models and Economic Capital. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding board member of the Model Risk Management International Association (mrmia.org).

 

Sebastian Ptasznik

Head of IFRS9 and Non-credit Risk Validation
Close Brothers

Sebastian in the Head of IFRS9 and Non-Credit Risk Validation at Close Brothers at Close brothers Group. He is an experienced leader with over 14 years of experience in quantitative analytics working with tier 1 banks (Barclays, HSBC, NatWest, Lloyds, Westpac,), leading advisory and technology companies (Palantir Technologies, Accenture). He has a proven track record of delivering complex analytical projects while working across multiple locations (London, NYC, Sydney, Singapore, San Francisco, Toulouse, Warsaw) with geographically dispersed teams.

Sebastian Ptasznik

Head of IFRS9 and Non-credit Risk Validation
Close Brothers

Sebastian Ptasznik

Head of IFRS9 and Non-credit Risk Validation
Close Brothers

Sebastian in the Head of IFRS9 and Non-Credit Risk Validation at Close Brothers at Close brothers Group. He is an experienced leader with over 14 years of experience in quantitative analytics working with tier 1 banks (Barclays, HSBC, NatWest, Lloyds, Westpac,), leading advisory and technology companies (Palantir Technologies, Accenture). He has a proven track record of delivering complex analytical projects while working across multiple locations (London, NYC, Sydney, Singapore, San Francisco, Toulouse, Warsaw) with geographically dispersed teams. He has an academic background in econometrics/statistics and specialises in credit risk modelling, model risk management, machine learning/artificial intelligence, management consulting, and business development. He has a strong grasp of emerging technologies and state-of-the-art modelling methodologies.

 

 

William Durham

Head of Risk Methodology
Bank of England

William Durham

Head of Risk Methodology
Bank of England

William Durham

Head of Risk Methodology
Bank of England
 

Senthooran Rajamanoharan

Head of Behavioural and Automation Model Risk
NatWest

Senthooran Rajamanoharan

Head of Behavioural and Automation Model Risk
NatWest

Senthooran Rajamanoharan

Head of Behavioural and Automation Model Risk
NatWest
 

Sanja Hukovic

Head of Model Risk Management
London Stock Exchange Group

Sanja Hukovic

Head of Model Risk Management
London Stock Exchange Group

Sanja Hukovic

Head of Model Risk Management
London Stock Exchange Group
 

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms.

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms. He holds an MSc and BSc in Finance from The London School of Economics and the University of Macedonia, Greece respectively.

 

Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso is a Model Risk Governance Manager at Metro Bank where she manages model risk and other risk-related governance including the oversight of all internal model risk related policies, standards and framework.  Suzette also oversees the model risk appetite reporting and the formulation of the bank’s risk-based tiering approach for models to identify and manage model risk in Metro Bank in line with regulatory requirements.  

Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso is a Model Risk Governance Manager at Metro Bank where she manages model risk and other risk-related governance including the oversight of all internal model risk related policies, standards and framework.  Suzette also oversees the model risk appetite reporting and the formulation of the bank’s risk-based tiering approach for models to identify and manage model risk in Metro Bank in line with regulatory requirements.  

Prior to joining the Model risk department, Suzette, acquired extensive experience working with the on boarding of business and commercial clients and their subsequent account management within the Operations department in Metro Bank.

Suzette has Master’s and Bachelor’s degrees in Business studies with growing interest and passion for risk management and regulatory compliance

 

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.

 

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.

 

 

Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos is the head of algorithmic trading model risk at Nomura managing the model risk of all electronic trading models across the bank, globally and for all asset classes. Previously, he worked at Citi as a lead validator for algo trading models, and at MUFG in the electronic trading space (FX market making) as a front office quant trader where he prototyped trading models using statistical and machine learning methods. He holds a PhD in Statistics from the London School of Economics.

Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos is the head of algorithmic trading model risk at Nomura managing the model risk of all electronic trading models across the bank, globally and for all asset classes. Previously, he worked at Citi as a lead validator for algo trading models, and at MUFG in the electronic trading space (FX market making) as a front office quant trader where he prototyped trading models using statistical and machine learning methods. He holds a PhD in Statistics from the London School of Economics.

 

Preeti Sandhu

Lead Model Risk Governance Analyst
Metro Bank

Preeti is a Lead Model Risk Governance Analyst for Metro Bank and is responsible for leading her team in conducting model risk management activities while ensuring a robust model risk management framework is in place. Preeti studied at Queen Mary’s University of London and graduated with a degree in Economics and Finance. While studying, she worked across several Clinical Research Offices within the NHS, reviewing proposed amendments to clinical trials, confirming compliance with national and international regulatory requirements.

Preeti Sandhu

Lead Model Risk Governance Analyst
Metro Bank

Preeti Sandhu

Lead Model Risk Governance Analyst
Metro Bank

Preeti is a Lead Model Risk Governance Analyst for Metro Bank and is responsible for leading her team in conducting model risk management activities while ensuring a robust model risk management framework is in place. Preeti studied at Queen Mary’s University of London and graduated with a degree in Economics and Finance. While studying, she worked across several Clinical Research Offices within the NHS, reviewing proposed amendments to clinical trials, confirming compliance with national and international regulatory requirements. A genuine passion and years’ of experience have enabled Preeti to pursue her interests in data analytics, risk management and regulatory compliance.

 

Mehdi Esmail

Cofounder and Chief Product Officer
ValidMind

Mehdi Esmail is the Co-founder and Chief Product Officer at Validmind, a VC-backed startup focused on simplifying Model Risk Management for Financial Services. He has over a decade of experience in data, analytics, and risk management for the Financial Services industry, having served as both an operator working with the Chief Data Officer at American Express, and as a consultant for Fortune 100 Financial Services companies. 

Mehdi Esmail

Cofounder and Chief Product Officer
ValidMind

Mehdi Esmail

Cofounder and Chief Product Officer
ValidMind

Mehdi Esmail is the Co-founder and Chief Product Officer at Validmind, a VC-backed startup focused on simplifying Model Risk Management for Financial Services. He has over a decade of experience in data, analytics, and risk management for the Financial Services industry, having served as both an operator working with the Chief Data Officer at American Express, and as a consultant for Fortune 100 Financial Services companies. 

 

Mohammed Gharbawi

Co-Head of the Fintech Hub
Bank of England

Mohammed Gharbawi

Co-Head of the Fintech Hub
Bank of England

Mohammed Gharbawi

Co-Head of the Fintech Hub
Bank of England
 

Shameek Kundu

Head Of Financial Services and Chief Strategy Officer
Truera

Shameek Kundu is Chief Strategy Officer at TruEra. and one of the representatives from Singapore at the Global Partnership on AI, where he is co leading a project to demonstrate the practical use of Privacy Enhancing and adjacent technologies for well-governed data access for "AI for good" projects.

 

Shameek Kundu

Head Of Financial Services and Chief Strategy Officer
Truera

Shameek Kundu

Head Of Financial Services and Chief Strategy Officer
Truera

Shameek Kundu is Chief Strategy Officer at TruEra. and one of the representatives from Singapore at the Global Partnership on AI, where he is co leading a project to demonstrate the practical use of Privacy Enhancing and adjacent technologies for well-governed data access for "AI for good" projects.

 

Shameek has spent most of his career in driving responsible adoption of data analytics/ AI in the financial services industry. He is a member of the Singapore Government's Advisory Council on AI and Data, the Bank of England’s AI Public-Private Forum and the Monetary Authority of Singapore’s Steering Committee on Fairness, Ethics, Accountability and Transparency in AI.. 

 

Until 2020, Shameek was Group Chief Data Officer at Standard Chartered Bank, where he helped the bank explore and adopt AI in multiple areas, shaped the bank’s internal approach to responsible AI, and had direct experience of working on data privacy, data sovereignty and data sharing issues in a commercial context

 

 

Andrew Mackay

Director of Model Risk
Deutsche Bank

Andrew Mackay

Director of Model Risk
Deutsche Bank

Andrew Mackay

Director of Model Risk
Deutsche Bank
 

Maurizio Garro

Model Risk Manager Quantitative Research
Lloyds

Maurizio Garro

Model Risk Manager Quantitative Research
Lloyds

Maurizio Garro

Model Risk Manager Quantitative Research
Lloyds
 

Larry Orimoloye

Principal Data Scientist
TruEra

Larry Orimoloye

Principal Data Scientist
TruEra

Larry Orimoloye

Principal Data Scientist
TruEra
 

Shauna Lawlor

Head of Model Risk Governance
Santander

Shauna Lawlor

Head of Model Risk Governance
Santander

Shauna Lawlor

Head of Model Risk Governance
Santander
 

Efrem Bonfiglioli

Solutions Engineer
Yields.io

Efrem is a seasoned model risk management professional with a passion for advising model developers and validators on best practices for effective model management in compliance with regulatory requirements.

He has held various roles related to model risk management across multiple lines of defense in leading global banking institutions, covering a wide range of asset classes and risk types.

Efrem is a visiting professor at universities in Italy and the UK where he teaches courses ranging from foundational financial subjects to advanced quantitative modelling.

Efrem Bonfiglioli

Solutions Engineer
Yields.io

Efrem Bonfiglioli

Solutions Engineer
Yields.io

Efrem is a seasoned model risk management professional with a passion for advising model developers and validators on best practices for effective model management in compliance with regulatory requirements.

He has held various roles related to model risk management across multiple lines of defense in leading global banking institutions, covering a wide range of asset classes and risk types.

Efrem is a visiting professor at universities in Italy and the UK where he teaches courses ranging from foundational financial subjects to advanced quantitative modelling.

He earned his PhD in Financial Mathematics, where he focused on researching the applications of jump-diffision models in the context of derivatives pricing. 

 

Chris Heys

Partner, Risk Modelling Services
PwC

Chris Heys

Partner, Risk Modelling Services
PwC

Chris Heys

Partner, Risk Modelling Services
PwC

2023 HIGHLIGHTS

2023 Information Pack

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2023 PARTNERS

Gold Partners

Media Partners

BECOME A PARTNER

Kisaco Research provides the much-needed platform on which industry executives can network, connect and learn from each other as well as meet potential industry partners.

Far from the typical ‘meet-and-greet’ exhibition experience, you – as a sponsor or exhibitor – will be positioned as a partner of the event with a focus on the benefits of your product and brand, rather than just a name on an exhibition list.

With our extensive marketing experience and strategy, your partnership with Kisaco Research will grant you a sponsorship package that is an extension and enhancement of your current marketing and branding efforts. We value your ROI and will work with you directly on your specific goals and targets – that’s why we take special care in finding the most relevant end-users to attend, so that your financial and resource investment is smartly allocated.

CONTACT SPONSORSHIP

With thanks to our 2023 Advisory Board

Author:

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer is a risk manager, chartered accountant, and physicist by training. His career spans senior roles on both the sell-side and buy-side in investment banks, private banking, and asset management in London and New York. He has covered all types of financial and non-financial risks. A hallmark of his approach is a combination of analytical rigour and practical relevance.

Tanveer's interest in risk and finance is focused on the practical impact of new technologies, markets, electronic trading, modelling approaches, and data, and their ability to enable products, services, and new business models that are emerging or did not exist, or drive societal advancement. He is currently Global Head of Model Risk for a fast growing Fintech.

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer is a risk manager, chartered accountant, and physicist by training. His career spans senior roles on both the sell-side and buy-side in investment banks, private banking, and asset management in London and New York. He has covered all types of financial and non-financial risks. A hallmark of his approach is a combination of analytical rigour and practical relevance.

Tanveer's interest in risk and finance is focused on the practical impact of new technologies, markets, electronic trading, modelling approaches, and data, and their ability to enable products, services, and new business models that are emerging or did not exist, or drive societal advancement. He is currently Global Head of Model Risk for a fast growing Fintech.

Author:

Julian Philips

Global Head of Model Risk Audit
HSBC

Julian Philips

Global Head of Model Risk Audit
HSBC

Author:

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.

 

Suresh Sankaran

Head of Model Risk Governance
Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.

 

Author:

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms. He holds an MSc and BSc in Finance from The London School of Economics and the University of Macedonia, Greece respectively.

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms. He holds an MSc and BSc in Finance from The London School of Economics and the University of Macedonia, Greece respectively.

Author:

Ratul Banerjee

Head of Model Validation
OSB

Ratul Banerjee

Head of Model Validation
OSB

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