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  • Measuring uncertainty in models
  • Exploring the uses of scenario expansion, forecasting, and further stress testing to validate models
  • The evolution of climate risk – how it’s going to revise validation techniques
  • Managing the actions of model validation findings
Validation
Moderator

Author:

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. 

... read more

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. 

Speakers

Author:

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.

 

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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.

 

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.

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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:

William Durham

Head of Risk Methodology
Bank of England
... read more

William Durham

Head of Risk Methodology
Bank of England

Author:

Ratul Banerjee

Head of Model Validation
OSB
... read more

Ratul Banerjee

Head of Model Validation
OSB
  • Managing governance and risk concerns against efficiency targets
  • Ensuring that frameworks are in place in line with PRA requirements
  • Does the MRM team structure need to change to optimise performance?
Governing – Governance
Speaker

Author:

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.

 

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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.

 

  • Are banks structurally prepared for the increased use of AI – are the right frameworks in place?
  • Preparing the Board to effectively implement Model Risk Governance according to regulatory changes
  • Defining and setting an MRM risk appetite
  • Identifying and recruiting relevant talent
Governing – Governance
Speaker

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.

... read more

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.

  • CP6/22 differences for small vs medium vs large banks
  • Cost-effective validation best practices and lessons learned for smaller banks
  • Governance practices each size of bank can learn from one other
Regulation
Moderator

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.

 

... read more

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.

 

Speakers

Author:

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.

... read more

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.

Author:

Andrew Mackay

Director of Model Risk
Deutsche Bank
... read more

Andrew Mackay

Director of Model Risk
Deutsche Bank

Author:

Maurizio Garro

Model Risk Manager Quantitative Research
Lloyds
... read more

Maurizio Garro

Model Risk Manager Quantitative Research
Lloyds

Author:

Shauna Lawlor

Head of Model Risk Governance
Santander
... read more

Shauna Lawlor

Head of Model Risk Governance
Santander
Regulation
Speakers

Author:

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

... read more

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

  • Lessons learned from SR11/7 – analysis of Model Risk in the US over the last decade
  • Determining regulatory expectations and the increase of standards for UK banks
  • Overcoming misinterpretations and preparing effectively
  • International regulation streamlining: navigating governance across multiple regulatory jurisdictions
Regulation
Moderator

Author:

Julian Philips

Global Head of Model Risk Audit
HSBC
... read more

Julian Philips

Global Head of Model Risk Audit
HSBC
Speakers

Author:

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.

 

 

... read more

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.

 

 

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.

 

... read more

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:

Katie Hill

Head of Model Validation
Hampshire Trust Bank
... read more

Katie Hill

Head of Model Validation
Hampshire Trust Bank

In the keynote the PRA will:

  • Share their objectives for MRM
  • Elaborate on the rationale for proposing broad and overarching expectations for MRM
  • Discuss the proposed plan to support raising the standards of MRM in general
Regulation
Speaker

Author:

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.

 

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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.

 

 

Chein Inn Lee

Deputy Director, Development of Data Driven Tech
IMDA

Ms Lee Chein Inn is the Deputy Director, Development of Data Driven Tech of IMDA. Ms Lee and her team focus on leveraging emergent data-driven tech to enable data flow amongst businesses in Singapore. Some of the efforts include PET Sandbox, Trusted Data Sharing Framework for businesses and partnering industry on projects to support B2B data collaboration.

Read full bio

Chein Inn Lee

Deputy Director, Development of Data Driven Tech
IMDA

Chein Inn Lee

Deputy Director, Development of Data Driven Tech
IMDA

Ms Lee Chein Inn is the Deputy Director, Development of Data Driven Tech of IMDA. Ms Lee and her team focus on leveraging emergent data-driven tech to enable data flow amongst businesses in Singapore. Some of the efforts include PET Sandbox, Trusted Data Sharing Framework for businesses and partnering industry on projects to support B2B data collaboration.

 

Angela Xu

Senior Privacy Counsel
Google

Angela is currently the APAC lead on Google’s Privacy Legal team. She started her career in the Singapore government with a focus on technology and privacy - later becoming one of the founding members of the Personal Data Protection Commission. Prior to Google, she held regional privacy positions at Uber and the Great Eastern insurance group.She is a privacy, data protection and data governance specialist with experience in privacy counselling, drafting regulatory guidelines, developing and implementing privacy programmes.

Read full bio

Angela Xu

Senior Privacy Counsel
Google

Angela Xu

Senior Privacy Counsel
Google

Angela is currently the APAC lead on Google’s Privacy Legal team. She started her career in the Singapore government with a focus on technology and privacy - later becoming one of the founding members of the Personal Data Protection Commission. Prior to Google, she held regional privacy positions at Uber and the Great Eastern insurance group.She is a privacy, data protection and data governance specialist with experience in privacy counselling, drafting regulatory guidelines, developing and implementing privacy programmes. She volunteers with AsiaDPO, a Singapore registered society for privacy and data protection professionals as a Management Committee member. 

 

Mateo Ortega

Vice President of Connected Partnerships
Strava

Mateo A. Ortega (he/him) is the Vice President of Connected Partnerships at Strava. He has a long-time love for software programming and, during his 10-year tenure at Strava, worked closely with the engineering team to help bolster the company’s GPS services, including mapping, routing and more. In his current role, he is focused on creating new ways to empower a global community of active people by placing Strava at the center of the connected fitness ecosystem - devices, digital fitness apps, content, connected equipment, gyms, content, events, nutrition, training and more.

Read full bio

Mateo Ortega

Vice President of Connected Partnerships
Strava

Mateo Ortega

Vice President of Connected Partnerships
Strava

Mateo A. Ortega (he/him) is the Vice President of Connected Partnerships at Strava. He has a long-time love for software programming and, during his 10-year tenure at Strava, worked closely with the engineering team to help bolster the company’s GPS services, including mapping, routing and more. In his current role, he is focused on creating new ways to empower a global community of active people by placing Strava at the center of the connected fitness ecosystem - devices, digital fitness apps, content, connected equipment, gyms, content, events, nutrition, training and more. He is passionate about bringing new and meaningful experiences to athletes doing what they love. Mateo is a San Francisco native and now resides in Palm Springs, California. He received a BS in Computer Science from San Francisco State University.