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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!
2023 ATTENDEES
Previous Speakers
Julian Philips
Konstantina Armata
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
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
Having over 15 years of experience in validation of pricing and risk models. Holding PhD in Theoretical Physics.
Rita Gnutti
Tanveer Bhatti
Suresh Sankaran
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
Peter Quell
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
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
Senthooran Rajamanoharan
Sanja Hukovic
Manuele Iorio
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
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
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
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
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
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
Shameek Kundu
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
Maurizio Garro
Larry Orimoloye
Shauna Lawlor
Efrem Bonfiglioli
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
2023 HIGHLIGHTS
2023 Information Pack
Please complete your details to receive a copy of the Advanced Model Risk Management Summit Europe 2023 information pack!
Download Information Pack
2023 PARTNERS
Gold Partners
MSCI
Website: https://www.msci.com/
MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 50 years of expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process.
PwC
Website: https://www.pwc.com/us/en/services/esg.html
PwC is a community of solvers coming together in unexpected ways to build trust in society and solve important problems. Our clients are at the core of everything we do and we are committed to their success. To help our clients build trust and deliver sustained outcomes, PwC provides professional services across two segments: Trust Solutions and Consulting Solutions. Within these segments we bring a range of capabilities to help organizations solve faster, solve more and realize more value. These capabilities include ESG: we work together with you to make the right choices to position your company for a sustainable tomorrow.
Yields.io
Website: https://www.yields.io/
Leverage an award-winning data science platform to accelerate model testing and validation, automate model documentation, and streamline your Model Risk Management processes.
Media Partners
ERMA
Website: https://www2.erm-academy.org/partnership/exam-registration/kisaco-research
As a global learning centre for professionals in Enterprise Risk Management, ERMA provides a comprehensive set of Enterprise Risk Management courses, 3 ERM certifications for different levels of Risk Management proficiency, and facilitates
collaboration efforts of ERM professionals around the world. ERMA has thousands of members from more than 100 countries, spreading from America and Asia, to Australia, Africa, and Europe, and coming from various
professional backgrounds and interests, such as risk practitioners, educators, business owners, government officials, and c-levels
ERMA Certifications verify a professional’s dedication to such professional development, helping risk professionals to distinguish themselves in a crowded marketplace and helping organizations to make much better risk decisions.
Take a step up in your Risk Management career. Get 10% off upon your registration today!
Global Risk Community
Website: https://globalriskcommunity.com/
The world's premier online risk management resource, forum and platform.
Industry Events
Website: https://www.industryevents.com/
The Industry Events ecosystem enables the world’s workforce, enterprise and academia to collaborate and access cross-industry events and news focused on solving the world’s most challenging problems to create a better future for our society and planet.
International Business Magazine
Website: https://intlbm.com/
International Business Magazine is a UAE-based company with a subscriber base of more than 50,000 that includes investors, C-suite employees, key stakeholders, policymakers and government bureaucrats. We get 4.2 million views annually on our website and an average of 350k unique visitors every month. We deliver the latest news from the financial world and keenly promote innovative solutions in the industry.
MRMIA
Website: https://mrmia.org/
Promoting the art, science and profession of model risk management in support of analysts, data scientists, validators, and auditors.
PrivateBanking
Website: http://www.privatebanking.com/
The PRIVATEBANKING.COM wealth industry directory is the financial-industry’s leading online business
development and networking platform focused on Wealth Management and Financial Services.
The platform offers effective marketing services and tools designed to achieve high brand recognition,
broad visibility and reach to your products and services.
Privatebanking.com’s FINANCE LOUNGE business network is a vibrant and fast growing online community
designed to help financial markets professionals to build network, increase visibility and identify
and stay in touch with relevant industry experts and customers alike.
We invite you to join the FINANCE LOUNGE and gain access to business insights and new connections across the globe:
Please register at: http://www.privatebanking.com/
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.
With thanks to our 2023 Advisory Board
Tanveer Bhatti
Julian Philips
Suresh Sankaran
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.
Manuele Iorio
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.
