Advanced Model Risk Management Summit 2023

Strengthening model risk management through regulatory change, extrapolation risk and AI adoption

VIEW AGENDA
London
21-22 March, 2023

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

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.

 

 

 

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, Interal Validation and Controls, Group CRO
Intesa Sanpaolo

Rita Gnutti

Executive Director, Interal Validation and Controls, Group CRO
Intesa Sanpaolo

Rita Gnutti

Executive Director, Interal Validation and Controls, Group CRO
Intesa Sanpaolo
 

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer Bhatti

Head of Model Risk Management
Revolut
 

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
 

Dimitrios Asvestis

Head of Model Risk Measurement & 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.

Dimitrios Asvestis

Head of Model Risk Measurement & Quantification
Barclays

Dimitrios Asvestis

Head of Model Risk Measurement & 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 Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura
 

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
ValidMinds

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
ValidMinds

Mehdi Esmail

Cofounder and Chief Product Officer
ValidMinds

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

2023 Information Pack

Please complete your details to receive a copy of the Advanced Model Risk Management Summit Europe 2023 information pack!

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With thanks to our 2023 Advisory Board

Author:

Tanveer Bhatti

Head of Model Risk Management
Revolut

Tanveer Bhatti

Head of Model Risk Management
Revolut

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:

Dimitrios Asvestis

Head of Model Risk Measurement & 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.

Dimitrios Asvestis

Head of Model Risk Measurement & 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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