WHY ATTEND
The Advanced Model Risk Management Summit Europe 2023 (March 21-22 | London) will unite MRM professionals from the region's leading institutions to benchmark MRM practices and processes.
Join 100+ senior model risk management experts to:
- Benchmark your MRM practices and freely share lessons learned, ideas and solutions under Chatham House Rules
- Gain an update from the PRA on CP6/22 and what it means for your institution
- Explore model validation best practices with Close Brothers and Nomura
- Understand how MRM heads at HSBC, Barclays, Metro Bank and Hampshire Trust Bank are actively preparing for CP6/22 and its inevitable impact
- Hear how Bank of England, London Stock Exchange Group, Intesa Sanpaolo, HSBC and NatWest are preparing MRM for AI
- Learn from 20+ industry leading speakers and Heads of MRM at Europe’s leading institutions
2023 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.
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
Dimitrios Asvestis
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
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
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
With thanks to our 2023 Advisory Board
Tanveer Bhatti
Julian Philips
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
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.
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.
Dimitrios Asvestis
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.
Ratul Banerjee
ATTENDEES OF THE KISACO RISK SERIES
REGISTRATION: Advanced Model Risk Management 2023
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2023 PARTNERS
Gold Partners
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
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/
