- Best practices and quick wins from the early rounds of climate risk stress testing
- Assessing what good looks like and how to effectively measure
- Increasing climate risk model robustness and improving accuracy
Maureen Maguire
As Senior Climate Analytics Consultant within Ortec Finance’s Climate & ESG Solutions, Maureen is primarily responsible for integrating its investment decision-making technology for US-based financial institutions and providing ongoing support on how its analytics can help them measure, manage and monitor their climate strategy.
Maureen has over three decades of experience across ESG, climate analytics, scenario analysis and economic and sector forecasting within various research and consultancy roles. She joins Ortec Finance from The Climate Service and was previously IHSMarkit’s Global Head of Financial Stress Testing, where she worked with large financial institutions on their financial stress test requirements and incorporated macro analysis into climate stress testing and ESG.
Maureen holds a Bachelor and Master of Agricultural and Resource Economics from the University of Massachusetts, USA.
Moez Hababou
Moez Hababou heads Model Risk Management for BNP Paribas US for the Credit, Financial Security, and Capital Planning workstreams. He is responsible for all model validation activities in the areas of Wholesale Credit, CCAR, and BSA/AML. More recently, he is focusing on best ways to account for climate risk in credit risk management and validating machine learning models. Prior to his current role, Moez Headed CCAR Modeling for CIB BNPP US. Moez held similar analytical and modeling roles at UBS Wealth Management, Barclays and Royal Bank of Scotland. Moez has also numerous publications in academic journals. Moez holds a Ph.D. in Management Science from York University (Toronto, Canada) and a Master degree in Finance from Laval University (Quebec City, Canada)..
Cyril Shmatov
Cyril Shmatov leads the Methodology and Applications team within the Enterprise Risk Management organization at Citigroup, responsible for internal stress testing exercises at the Enterprise level, as well as review and analysis of stress testing results. Prior to joining Risk Management in 2014, Cyril had held a variety of roles within Citi Global Markets, including those in Citi Principal Strategies, Markets Quantitative Analysis and Credit Derivatives Trading Strategy. His previous experience also includes a Research Analyst position with Millennium Partners.
Cyril holds a PhD in Applied Mathematics from Columbia University in The City of New York, where he is now also an adjunct professor within the Financial Engineering program.
Faisal Mohed
Faisal Mohed is Senior Vice President and Director of Capital Planning & Stress Testing within the Corporate Finance Group at Valley National Bank. Faisal joined Valley in 2008 after completing his BA in Mathematics from Rutgers, The State University of NJ. Faisal later completed his MBA studies (Finance and International Business concentrations) at Rutgers Business School in 2014. Prior to his current role, Faisal served as Commercial Underwriting Division Head in Valley’s Credit Risk Management Group. Faisal is involved in a variety of initiatives across the organization including Valley’s ESG Council and is Chair of the Risk Assessment and Mitigation Sub-Council. Faisal has served as a member of the American Bankers Association Conference Advisory Board since 2020 and was recently honored with the New Jersey Banker’s Rising Star Award.