Event speakers

Hester M. Peirce was appointed by President Donald J. Trump to the U.S. Securities and Exchange Commission and was sworn in on 11 January, 2018.

Prior to joining the SEC, Commissioner Peirce conducted research on the regulation of financial markets at the Mercatus Center at George Mason University. She was a senior counsel on the U.S. Senate Committee on Banking, Housing, and Urban Affairs, where she advised Ranking Member Richard Shelby and other members of the Committee on securities issues.

Commissioner Peirce served as counsel to SEC Commissioner Paul S. Atkins. She also worked as a staff attorney in the SEC’s Division of Investment Management. Commissioner Peirce was an associate at Wilmer, Cutler & Pickering (now WilmerHale) and clerked for Judge Roger Andewelt on the Court of Federal Claims.

Commissioner Peirce earned her bachelor’s degree in economics from Case Western Reserve University and her JD from Yale Law School.

Jeffrey R. Gerlach is Vice President in the Supervision, Regulation, and Credit (SRC) Department of the Federal Reserve Bank of Richmond and leads SRC’s Quantitative Supervision & Research (QSR) unit. Prior to joining the Richmond Fed as a Senior Financial Economist in 2011, Jeff was a professor at the SKK Graduate School of Business in Seoul, South Korea, the College of William & Mary, and an International Faculty Fellow at MIT. He worked as a Foreign Service Officer for the U.S. Department of State before earning a Ph.D. at Indiana University in 2001

John Schiavetta is a Senior Vice President and Chief Risk Officer for AB, overseeing aspects of risk management to ensure that risks being taken are well understood and appropriately managed. He joined AB in 2008 as director of risk management, with responsibilities for fixed-income risk, liquidity risk, counterparty risk and valuation. Previously, Schiavetta was at Fitch Ratings for 15 years, most recently as group managing director, responsible for managing the agency’s global structured credit ratings group. Prior to that, he was product manager at pension-consulting firm CDA Investment Technologies. Schiavetta began his career at the Dreyfus Corporation. He holds a BA in economics from Bates College and is a CFA charterholder.

Richard Stein is the Chief Risk Officer of Citizens. He joined Citizens in May of 2023 as Executive Vice President and Senior Risk Advisor.

Stein serves on the Executive Committee and as CRO is responsible for defining and overseeing how we manage credit, market, operational, regulatory, compliance, and model risk at Citizens and for leading the second line of defense risk function.

Stein has over 25 years of risk, product and business line experience. He joined Citizens from Fifth Third Bancorp, where he most recently served as Executive Vice President and Chief Credit Officer with responsibility for enterprise-wide credit risk management. He also held risk management roles at Comerica and Bank of America over the course of his career.

Adam Ennamli is the current chief risk officer at General Bank of Canada, overseeing the evolution and management of all enterprise-wide risks. He leverages over 15 years of risk management, compliance and operations leadership experience at major financial and technology institutions globally, including Thomson Reuters, Canada Mortgage and Housing Corporation, Morgan Stanley and National Bank of Canada.

In his prior roles, Adam spearheaded the development of risk management, governance and compliance programmes driving strategic decision-making and prudent growth. He holds an MBA from HEC Montreal as well as multiple ESG certifications, complementing his expertise across ERM, cyber security, operational resilience and technology. Adam is recognised for enabling companies to build durable competitive advantages through world-class capabilities.

Emily Nachlas is the Chief Risk Officer of Western Alliance Bancorporation.

In this role, Ms. Nachlas brings nearly 25 years of experience in financial services risk management to oversee Western Alliance Bancorporation’s second line of defense risk management teams and processes. Since joining the bank in 2019, she has evolved the organization’s risk management strategy, organizational risk framework, and infrastructure commensurate with its size and complexity as it crossed the regulatory threshold beyond $50 billion in assets. She provides overall leadership, vision, and direction for enterprise risk, credit risk, financial risk, strategic risk, compliance, BSA/AML, operational risk, credit review, and model risk management.

Before joining Western Alliance Bank, Ms. Nachlas specialized in developing risk management programs as Executive Vice President and Director of Enterprise Risk Management at IBERIABANK in New Orleans and previous risk management positions at HSBC, Amegy Bank and Hibernia National Bank. She holds a Bachelor of Science degree in Management from the A.B. Freeman School of Business at Tulane University and a Master of Business Administration degree from the University of New Orleans.

Within the banking industry’s risk management discipline, Ms. Nachlas serves on several boards and councils, including the National Mid-Tier CRO Council of the Risk Management Association, as well as the local Phoenix RMA chapter. She is a frequent speaker and presenter at industry conferences. In 2022, she was named among Arizona’s Most Influential Women in Business. As a committed ally, she is the Executive Sponsor of PRIDE@Work, the BRG for Western Alliance Bank’s LGBTQIA people and allies.

Ms. Nachlas lives in Phoenix with her husband and two children. As a volunteer with Arizona Small Dog Rescue, she has fostered more than 50 small dogs since 2016, ensuring they have safe forever homes.

Jean Carlos is an accomplished economist and seasoned banker with over 20 years of global investment banking experience. Currently serving as the Executive Director and US Head of Risk Appetite & Limits and Valuation at Santander Corporate Investment Banking, He leads a team responsible for governance, admission, and risk control of capital markets activity in the US.

Jean Carlos possesses a wealth of expertise in technical, fundamental, markets, and risk knowledge, including ESG and impact investment approaches. Throughout his career, Jean Carlos has been instrumental in constructing robust capabilities and risk frameworks, geared towards facilitating multi-assets class activities within capital markets, with a focus on Latin America and the US. 

Jean Carlos earned a Master in Business Administration from MIT, with Business Analytics and Sustainability certifications. He also holds a Bachelor in Economics and a Master in Banking and Financial Markets. Beyond finance, he has contributed to sustainability projects with positive social, environmental, and financial impact.

Scott is currently a professional pilot and President of the Blue Angel Foundation. He is an instructor and evaluator for United Airlines in Denver, Colorado, the number 5 pilot for the Patriot Jet Team, the only civilian jet demonstration team in North America, and was a stunt pilot in TOPGUN Maverick and was the aviation safety supervisor in Mission Impossible 8.

He lives in Colorado with his wife of 32 years, and his two sons are both naval aviators, following in their father’s footsteps.

Jeffrey is co-chief risk officer at Boothbay Fund Management, He is a former CRO, joining Antara Capital in October 2022 and serving as Chief Risk Officer (CRO) through early 2024.  Prior to Antara, Jeffrey spent 4 years as Chief Risk Officer of TPRV Capital, a multi-asset class relative value strategy, where he oversaw all aspects of risk management.  Prior TPRV, Jeffrey spent 10 years at Fortress Investment Group, finishing as the Director of Risk.  At Fortress, Jeffrey was responsible for market risk management of all liquid markets hedge fund strategies.

George Stein is director of global compliance and operational risk for Bank of America on the second line, global markets team. George has a background in F&O trading and market-making, the Chicago futures and options exchanges, and market abuse and surveillance work for several global Banks.

Max is responsible for defining the next generation of multi-asset investment processes for Franklin Templeton Investment Solutions. Previously, he was president and chief investment officer of the start-up asset manager AlphaTrAI, where he harnessed artificial intelligence to build alternative strategies for traditional and digital assets. Before that, he was head of asset allocation at the asset management arm of Pacific Life Insurance for seven years. Prior to Pacific Life, Max was a portfolio manager with Mellon Capital’s multi-asset group and a founding member of Coefficient Global, a quantitative macro hedge fund. Outside of work he’s an amateur racecar driver.

Arsa heads up the Retail Credit Risk Capital Model Validation group at U.S. Bank. His team covers CECL and CCAR / DFAST stress testing models for all Retail products including mortgage & HELOC, personal loans, credit card, and auto loans & leases. Prior to joining U.S. Bank, Arsa was Head of Model Risk Management at MUFG Union Bank. He has over 18 years of experience in the financial industry in various credit risk modeling and analytics roles across Wholesale and Retail lending portfolio; previously he was in Morgan Stanley, Bank of America, and Goldman Sachs. Arsa holds a BS in Computer Science and MS in Computational Finance from Carnegie Mellon University and has passed CFA Level III.

Filippo is a financial economist in the Quantitative Supervision and Research (QSR) unit of the Federal Reserve Bank of Richmond. Filippo joined the Richmond Fed in 2014 after earning his doctorate in Finance at the University of Arizona. Prior to moving to the US, Filippo worked one year for Toro Assicurazioni S.p.a. (now Assicurazioni Generali S.p.a.) and obtained his master degree in Actuarial and Statistical Science from the University of Turin. Since he started working for the Richmond Fed he has been heavily involved in Operational Risk as both modeler and examiner.

Hamid serves as Vice President of Risk Analytics, Risk Management at OMERS. He has over 13 years of experience in the Pension Industry with a primary focus on Risk Management. He's earned a Bachelor of Science in Mathematics from the University of Toronto.

Badri is a forward-thinking operational risk executive with over 15 years of experience in the financial services industry. As a senior vice president, operational risk executive, Badri is accountable for the effective execution of the bank’s operational risk programme for the global technology organisation. As part of this role, he and his team provide oversight of key operational risks including data risk, cybersecurity, resiliency, technical change across global technology CIO organisations. Badri has a proven track record of developing and implementing comprehensive risk management strategies that safeguard organisational assets, enhance regulatory compliance, and optimise operational efficiency. Prior to this role, Badri served as the operational risk lead for the consumer and small business organisation with a focus on implementing the operational risk programme and strategies across consumer products and services, including but not limited to, credit card, ATM/online banking, first mortgage and home equity. Badri joined Bank of America in 2010 in the global risk management organisation and has since then served on multiple credit and operational risk roles. He received his B.S. degree in electrical engineering from VIT University, India and earned his Master’s degree in mathematical finance from University of North Carolina, Charlotte.

Sarah Beth Felix has over 20 years of experience in anti-financial crimes with operational, audit and consulting roles, working with banks, payment firms, and global fintechs. Operationalising AML/sanctions threats is one of her most well-known attributes, providing actionable solutions for clients. Beyond traditional banking, she has specialised years of work in fintechs, lendtechs, cannabis banking, crypto, correspondent banking, and trade finance.

Sarah Beth has a master’s in forensic studies and has been CAMS certified for almost 20 years and has served as a Certification Task Force Member for the CAMS-CGSS, CAMS-RM, CAMS-CKYC designations. She has global speaking engagements, focusing on operational takeaways that move the audience to ‘take action’ in improving their AML/sanctions programs. She is also a guest lecturer at the National War College in Washington, D.C. and is frequently asked to train various US federal law enforcement agencies on private sector data availability that impacts subpoenas and unregulated payment ecosystems.

She is founder & CEO of Palmera Consulting, advising global firms since 2011. She is also co-founder and chief AML officer for a new digital correspondent bank – Acceleron Bank, in formation – based in Vermont, USA. 

Yakov Shenkman, CFA, FRM, CAIA, Director, is the head of the Risk & Quantitative Analysis (RQA) team for Fundamental Equity, Americas.  The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partners with portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.   Prior to joining BlackRock in 2013, Yakov was a senior risk manager in Global Portfolio Strategies (GPS) team at Bank of America where he was responsible for constructing, optimizing and hedging bank’s commercial credit loan portfolio.  Yakov started his career in 2006 at Morgan Stanley where he was an equity risk manager at Morgan Stanley Investment Management transitioning later on to a sell-side risk manager role covering Structured Credit Products trading desk. Yakov holds a Masters degree in Operations Research-Financial Engineering from Columbia University and an undergraduate degree in Economics from the Wharton School at the University of Pennsylvania. Yakov is a CFA, FRM and CAIA charters holder and is a member of CFA Institute and Global Association of Risk Professionals (GARP).

Steve Boras is the Head of Model Risk Management & Validation at Citizens Bank in Boston, focused on managing the model risk of the bank via validation of models, performance management and monitoring of outcomes, and serving as a sounding board for new and emerging modeling techniques and their respective appropriateness. Since joining Citizens in 2015, Steve has led several risk analytics functions, most recently heading the Risk Architecture Center of Excellence (covering loss forecasting model development for CCAR/DFAST and CECL, and PD, LGD, and EAD modeling for wholesale), as well as anti-money laundering modeling, macroeconomic scenario generation, and Data Science.  Steve also holds leadership roles in enterprise risk, ESG and Inflation/Stagflation scenario analysis, and artificial intelligence and machine learning governance.

Nick Silitch was recently senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversaw Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team developed models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He was chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also worked with external stakeholder groups to forward industry interests. He was head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

Arthur is senior fellow and advisory board member for AI 2030. He is the former Head of Markets Regulatory and Front Office Risk Technology, BNY Mellon.

Arthur was leading globally the Front Office Counterparty and Funding Risk Technology group at Deutsche Bank AG. His responsibility covers CVA/FVA calculation, real-time risk monitoring and OTC margining technology. Throughout his career, Arthur specialised in designing technology solutions for Front Office and Regulatory risk management, in Financial and Commodity trading. 
Prior to Deutsche Bank he held technology leadership roles at Barclays Capital, EdF Trading and worked as an independent risk and treasury technology consultant.

Madiha Fatima is an executive director - operational and outsourcing risk management at JP Morgan, where she leads the second line of defence function for operational and outsourcing risk overseeing third-party risk management, sourcing, procurement and inter-affiliate management. Previously, Madiha was the head of the third-party risk management department at Angelo Gordon, where she was responsible for developing a third-party risk management framework while enabling businesses to achieve their strategic objectives by utilising vendors. Before joining Angelo Gordon, Madiha Fatima was the head of third-party risk governance & oversight at DTCC. Madiha is a certified third-party risk professional (CTPRP). Madiha earned a Bachelor of Science in financial and capital markets from Rutgers Business School.

Mr. Shafi is a seasoned risk executive working in financial service industry with primary focus in counterparty credit risk, trading & market risk, enterprise risk and asset liability management (ALM). Currently serving as Head Counterparty risk management at US Bank – 5^th largest commercial bank in the united states. Notable assignment was helping and providing leadership to the broader team in making significant improvement in risk management and governance/policy framework at Citi’s global credit markets trading business during and post financial crisis. Improvement entailed enhancing risk management and control / compliance framework, strengthening risk infrastructure/risk policies, developing risk appetite based dynamic risk and stress limit structure, establishing various performance and management indicators. Other accomplishments were building various stylized and historic stress test scenarios using low to high probability risk-off events that resulted in risk mitigation, hedging, risk/return and capital optimization.

Mr Shafi holds bachelor degree in economics and mathematics from University of Oklahoma/C Oklahoma and MBA in finance from Carnegie Mellon University.

Dr. Beju Rao, PhD, is a distinguished figure in the field of Artificial Intelligence (AI). As the Founder, President, and CEO of Amruta Inc, he has been instrumental in designing and implementing Explainable AI (XAI) software and services. These solutions have been pivotal in enhancing revenue, profitability, safety, compliance, and reputation across various corporations, agencies, and organizations worldwide. Dr. Rao’s XAI-based solutions address the opacity and complexity of AI, yielding a remarkable 25-fold return on investment. His career, spanning over 36 years, is marked by a consultative approach that involves situation assessment, precise needs identification, organizational readiness preparation, and information-based strategies. This approach has empowered numerous enterprises to reap innovative and significant business benefits.

Before establishing Amruta Inc in June 2014, Dr. Rao held the position of Founding-Principal and Chief Scientist at Axtria, Inc. He also served in various risk management roles at Capital One, including as the Omnibus Model Risk Officer during the Great Recession. In addition to his corporate achievements, Dr. Rao has made significant contributions to academia as an Adjunct Professor at several universities. His research and innovation have been recognized with three patents and over 100 external and internal publications. Dr. Rao is a sought-after speaker and producer on topics such as innovating with AI without its risks, outsmarting AI, AI guardrails, and AI-based economic and digital transformations. He also serves on the advisory board of FinRegLab, among other community and volunteer activities. Dr. Rao holds a PhD in Industrial Engineering and Operations Research from Texas A&M University. His work continues to influence the field of AI, shaping its future while mitigating its risk.

• Evan G. Sekeris is chief model risk officer with Capital One, based in Washington, D.C. His areas of focus are stress testing, operational risk, and cyber risk. Evan’s background is in the measurement and quantification of credit risk and operational risk.  His primary focus is currently on supporting institutions in building stress testing frameworks, developing their risk identification process and developing their model risk management frameworks.
• His projects  include:
  • Supporting a wide range of large global and regional banks with their CCAR frameworks, with a particular emphasis on their non financial risks.
  • Developed a cyber risk quantification framework for a number of clients including a global financial institution and a fortune 250 industrial.
  • Assessment and redevelopment of risk operating models and of 3LoD frameworks for various large global and regional banks.
  • For a large internationally active US bank: supported major change of course in CCAR operational risk stress estimates a few months prior to submission in reaction to regulatory guidance.
  • Supported the development of operational risk models for capital and stress testing purposes at more than 20 institutions worldwide.
• Previously, Evan was with MUFG, Oliver Wyman, and Aon in Columbia, Maryland, and assistant vice president of the Federal Reserve Bank of Richmond, where he created the center of excellence for operational risk which served the system needs for operational risk related matters. The team was in charge of the supervision of all AMA and CCAR banks in the US and developed the Fed’s CCAR model for operational risk.
• Evan earned a B.A. and M.A. in Economics from the Université Catholique de Louvain in Belgium. He received his Ph.D. in Economics from the University of California at Los Angeles.
  • He has numerous publications in both academic and practitioner journals
  • Evan is an editor of the Journal of Operational Risk

Noel Dixon is a Senior Macro Strategist for the Multi-Asset Research team at State Street Global Markets. He is responsible for researching G10 FX, commodity currencies, and geopolitics. Prior to this role Noel worked for Fidelity Investments for over 10 years with experience in Wealth Advisory, Equity Trading, and Data Analytics. Noel holds a Bachelor’s Degree in Finance from Boston College and is a CFA Charterholder.

Jeevan Perera is currently the risk manager for the Orion space vehicle. The Orion is NASA's new spacecraft which will replace the Space Shuttle, service the International Space Station, and then return astronauts to the moon and eventually mount expeditions to Mars.  Perera has been with NASA for 20 years. In his current capacity, he is responsible for risk management policies, processes and analytical tools that ensure the successful deployment and operations of this new spacecraft. Perera oversees both quantitative and qualitative risk analysis processes and provides technical direction to a team of risk analysts. Formerly as the International Space Station risk manager, he designed, developed, implemented and improved the program's risk management processes through a phased, systematic approach setting the standard for NASA’s risk practice. Prior to his work in risk management, Perera has worked in different technical fields in support of many NASA programs and projects. These duties have included management responsibility for versions of the primary and back-up flight software for the Space Shuttle and development responsibility for other software used aboard Space Shuttle and International Space Station missions. 

Perera has been a member of the board of trustees for a local homeowners association, has provided legal advice to the United Space School, a foundation for international space education that brings student from around the world for focused classes on space related disciplines. He often presents on space topics at schools, universities, public events and international conferences. Perera has both a Jurisprudence Doctorate (law) and a PhD in Industrial Engineering.

My title is assistant special agent in charge, FBI Chicago.

Jay Patel is an Assistant Special Agent in Charge (ASAC) with the Federal Bureau of Investigation, in the Chicago Field Office. ASAC Patel has over 20 years of cyber security experience in the private sector and the FBI. ASAC Patel has investigated complex National Security cyber intrusion investigations involving US Government, Nuclear Power Companies, Defense Contractors, and financial institutions. ASAC Patel has significant cross-programmatic experience investigating and leading hybrid Counterintelligence and Cyber investigations. ASAC Patel also has experience leading high profile international counterterrorism investigations involving homegrown violent extremists.

Prior to becoming a Special Agent, ASAC Patel provided a wide range of management consulting services to various business sectors in New York. Some of the services provided were incident response, penetration testing, internal and external audits, and implementation of enterprise-wide IT security and governance framework to identify and mitigate risks.

ASAC Patel holds a Master’s of Science degree in Information Systems, with a focus on Cyber Security, from Stevens Institute of Technology and a Bachelor’s of Science degree in Computer Engineering from New Jersey Institute of Technology.

Luke Armstrong is Head of Buy Side Risk at S&P Global Market Intelligence. He has a decade of experience in buy side risk management working at CQS and Bluebay Asset Management. As product manager, he is responsible for the design and build of S&P Global Market Intelligence's next generation buy side risk management platform. Luke holds a BEng in Aerospace Engineering with first class honours from the University of Southampton.

Ron is (FMR) Head of credit, head of enterprise risk supervision at the Federal Reserve Bank of New York. He is currently US Board Risk Committee Vice Chair at Natixis bank. He provides board oversight of Natixis' US businesses including its branch, its Corporate and Investment Bank in New York, and its asset management group, Natixis Advisers in Boston.

Strategic and visionary PhD from MIT with over 10 years of quantitative research leadership experience, in multi-asset environments with broad experience covering equity, fixed income and hedge funds. Responsible for developing proprietary models and analytical tools for asset allocation, portfolio construction, performance attribution, financial planning and risk management. Ability to set priorities and manage teams. Excellent organizational, interpersonal, written and verbal communication skills with the ability to present complex information to a diverse audience.

Varun has worked in the Enterprise Risk, ESG and Strategic Risk Management space in financial services for over 25 years. He brings experience both as a practitioner and a provider of consulting services to global banking organizations. He is currently a leader in the ERM function. He has previously worked for HSBC, JP Morgan Chase, and Deloitte in US, Canada and Europe.

Varun is a published author on varied topics in finance and risk management in national journals. He has a Ph.D. in Economics, MS in Financial Economics and BS in Engineering, and a CFA Charter.

Peter Pernebo is the Global Head of Supplier Risk Solutions, S&P Global Market Intelligence, where he is leading the commercial, strategy and client delivery of supplier due diligence solutions. Our solutions are developed in close cooperation with large industry leading organizations to provide efficiencies and standardization to the supplier due diligence process.

At S&P Global, Peter most recently was the Global lead of KY3P (Know Your Third Party) solutions with responsibilities of developing, implement and deliver advanced third-party risk management solutions for leading client organizations.  Peter is also a frequent speaker and panelist on various conferences and seminars.

Before joining IHS Markit, he spent eight years leading various engagements within Goldman Sachs third party risk management office, establishing vendor management policies, procedures and infrastructure to support the firm’s program.

Prior, he was recruited to lead the northeast region for Totality, a silicon valley technology upstart providing operational support for major ecommerce clients. His responsibilities included sales, client service delivery and consulting. As part of the executive leadership team, Peter was responsible for product and growth strategies. Totality was acquired by Verizon Business where he led the integration of Totality services.

Before joining Totality, he was a Senior Director at Accenture, leading global supply chain projects for clients in the US, Canada, Japan, UK, Sweden and many other locations.

He holds a BSc in Business Strategy from Lund University as well as minors in History and Sociology.  Mr. Pernebo is ITIL certified.

Chris is a member of Milliman’s Cyber Risk Solutions (CRS) practice group.  The practice delivers a portfolio of risk consulting services, such as enterprise risk design, cyber risk assessment and quantification, test and build projects, operational risk assessments, enterprise risk management (ERM) education and training, and ERM technology evaluation. The CRS practice uses diagnostic consulting strategies to understand an organization’s enterprise risk goals and challenges and then customize solutions to deliver required business results. 

EXPERIENCE

Chris has 15 years of professional experience.  His experience includes work in the banking, insurance, capital markets and card sectors helping clients assess and mitigate risk. 

Prior to joining Milliman, Chris was a Senior Manager in Accenture’s Finance and Risk Management Consulting practice, delivering work for global financial service clients.   Additionally, Chris served as an active duty Naval Officer and has multiple overseas deployments. 

Professional experience and subject matter advisory includes: 

• Cyber Security metrics and governance
• Financial Service Regulatory and Compliance initiatives
• Risk Management 
• Corporate and Risk Governance
• Surveillance 
• Financial Services operating model and cost reduction
• Regulatory remediation and responses
• Legal department risk and optimization
• Leading large cross functional projects and teams

EDUCATION

• BS Political Science, University of Wisconsin–Madison
• MBA, University of Chicago – Booth School of Business

Mark Hofberg is an accomplished risk management leader with over 20 years of industry experience.  He previously served as a leader in a variety of audit, risk and compliance management functions within retail, wealth, and investment banking at Bank of America.  Mark currently serves customers as Risk Solutions Executive within ServiceNow’s financial services division.  Prior to joining ServiceNow, Mark served as RSA Archer’s field risk officer for US and Canada.

Mark has held various senior leadership roles at Accenture, Bank of America, RSA and now guides customers on their integrated risk transformation journeys with ServiceNow.  He is passionate about the evolution of risk management, emerging risks, and the utilization of technology to optimize business outcomes.  Mark has co-authored white papers on impacts of technical debt, digital risk, and has a patent on optimization of technology decisions (US 8,321,363 · Issued Nov 27, 2012) along with a patent pending process risk prioritization model.  Mark holds a bachelor’s degree in engineering from North Carolina State University.

Donald E. Yeske serves as the director of the National Security Cyber Division (NSCD) in the DHS Office of the Chief Information Security Officer. As the
director of NSCD, Mr. Yeske is responsible for governance of national security systems (NSS) across the DHS enterprise, management of communications
security (COMSEC) for all DHS networks and infrastructure, and leadership of zero trust implementation across DHS.

Prior to joining DHS, Mr. Yeske served in the Office of the Department of the Navy (DON) Chief Information Officer (CIO), most recently as the DON chief
technology officer (CTO). There, Mr. Yeske and the CTO team produced a series of design concepts operationalising the DON’s information superiority vision;
designated the first enterprise information technology (IT) service for DON-wide use (the Naval Integrated Modeling Environment—providing collaborative digital
engineering capabilities for the Navy and Marine Corps); and provided leadership for ongoing efforts to operationalise zero trust principles throughout the DON and Department of Defense (DoD). This included the stand-up of the DoD’s Zero Trust Portfolio Management Office and ongoing
implementation of the Navy’s Flank Speed environment—a cloud-native platform built to embody zero trust principles that now serves over 500,000 sailors and civilians worldwide.

Before joining the DON CIO, Mr. Yeske served in a number of critical leadership positions for the Navy and Marine Corps. At Headquarters Marine Corps, Deputy Commandant for Information (2019-2022), Mr. Yeske led the team that developed a plan to synchronise technical and management actions across more than 57 Marine Corps programmes, projects, and initiatives and more than $1.6B in spending to transform the Marine Corps Enterprise Network in support of Force Design 2030 and other strategic initiatives.

During his civilian career, Mr. Yeske has deployed three times, for a total of three years, into active combat zones. He has been recognised with the Chairman of the Joint Chiefs of Staff Joint Civilian Service Commendation Award (for his service in Afghanistan) and the Marine Corps Commendation for Meritorious Civilian Service (for his work on the Marine Corps Net Mod Plan). Mr. Yeske began his career in the United States Air Force as a strategic communications technician.

Mr. Yeske currently holds an Associate of Applied Science from the Community College of the Air Force and a Bachelor of Science in Information Technology Software Engineering from the University of Phoenix, and he is currently completing a Master of Science in Government Information Leadership, with concentration on National Security and Cyberspace Studies, at National Defense University College of Information and Cyberspace.

As Vice President of Operational Risk, Michael leads the first line of defense risk management for financial crimes, privacy and information security, business resiliency, vendor management and compliance with regulatory requirements. Mike and his team establishes the risk direction by aligning the Multifamily Governance Framework with the business operating model. He continually improves governance by understanding the multifaceted drivers that effect risk environment.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Diksha Gulati is a cloud architect at Google in Atlanta, with previous roles at AWS and Accenture. Specialising in cloud architecture and digital transformation, she excels in optimising cloud infrastructures to drive business growth. Diksha's expertise spans strategic consulting, implementation, and innovation, recognised for her proactive approach and deep industry knowledge in guiding enterprises through complex cloud journeys.

Rajiv Avacharmal is a leading expert in the field of AI/ML risk management, with a particular focus on generative AI. With a distinguished career spanning over 13 years, Rajiv has held senior leadership roles at several multinational banks and currently serves as the corporate vice president of AI and model risk at a leading Life Insurance Company. Rajiv's research interests lie at the intersection of AI/ML, risk management, and explainable AI. 

Alla Gil is co-founder and CEO of Straterix, which provides unique scenario tools for strategic planning and risk management. Prior to forming Straterix, Gil was the global head of Strategic Advisory at Goldman Sachs, Citigroup and Nomura, where she advised financial institutions and corporations on stress testing, economic capital, ALM, long-term integrated risk projections and optimal capital allocation.

Stuart Neilson is a data scientist with 20 years of experience, and expertise on a wide variety of predictive modeling techniques and data management processes, with a particular focus on credit risk.

Kirat Singh has had a long career as one of Wall Street’s premier technologists. Prior to co-founding Beacon, Kirat spent four years launching and delivering the Quartz project at Bank of America Merrill Lynch, which is now used by more than 5,000 developers across the bank. Before that, he launched and delivered the Athena project at JPMorgan with Beacon co-founder Dr. Mark Higgins, and spent eight years at Goldman Sachs building the SecDB platform used across the firm.

Che Guan is currently a Principal Data Scientist of Data Science at AB. He is actively engaged in research and development on natural language processing.  Before joining AB in 2021, Guan worked in multiple different positions, including Principal Data Scientist at Raymond James, Quantitative Strategist at a start-up fund, and Data Scientist at J.P. Morgan. Throughout his career, he has gained extensive experience in applying machine learning, optimization techniques and statistics to various projects in the financial industry.  Guan holds an MS in Data Science from University of California, Berkeley, as well as an MS in Statistics and a PhD in Electrical Engineering from the University of Connecticut, where he focused on forecasting applications.

With 14 years of Financial Services industry experience, Rob currently leads the Internal and External Loss Data team within Operational Risk Management at PNC. Rob has developed new risk frameworks and identifies and provides risk management and control solutions to address high profile and complex problems. Rob has overseen acquisition duties including integration of enterprise-wide risk data. Prior to joining PNC, Rob spent 7 years at BNY Mellon with positions in Asset Servicing and Global Markets. Rob has a keen eye for process improvements and automation using technology in the risk management and data analysis space.

Rob has held leadership roles at both PNC and BNY Mellon and holds a BSBA with a concentration in Economics from Robert Morris University and an MBA with a concentration in Management Information Systems from Point Park University.

Scott is Co-Head of Quantitative Services at Acadia where he manages complex projects and teams within quantitative finance. Scott is a risk and finance professional specializing in capital planning, stress testing, derivatives pricing, and model development at large US banks. He advises financial institutions on risk management and regulatory compliance matters, helping clients accelerate development timelines and achieve high-value institutional objectives. Scott has extensive experience meeting Dodd Frank deliverables, Uncleared Margin Rules and managing regulatory relationships with the Federal Reserve, OCC, FDIC, and others through prior roles at Citigroup and Santander US. He holds a B.A. in Mathematics and Economics with Honors from Williams College, as well as active Chartered Financial Analyst (CFA) and Certificate in Quantitative Finance (CQF) qualifications.

Viral started his career at Tata Consultancy Services, providing core banking solutions to various foreign banks.

He then joined BNP Paribas in India in 2008 to set up a proof-of-concept offshore application production support (APS) team. He had several short- and medium-term assignments between 2008 and 2014 in Paris and the US, after which he moved to Montreal in 2014 to set up the nearshore APS team for client management IT. Viral then moved to the US in 2016 to set up the APS team for the newly formed Intermediate Holding Company for BNP Paribas USA.

In 2022, he was appointed as the head of APS for global banking, ALMT & functions Americas. This team is key as it provides the full suite of production support services for two vital business lines (US dollar clearing and ALM treasury) for the region, including clearing US dollars for the entire bank globally.

Outside his day job, Viral is the co-chair of the Asian Employee Resource Group (ERG) at BNP Paribas, and is a member of the Americas IT Operations Council. He also mentors students from non-privileged backgrounds at the City University of New York. He enjoys hiking, motor sports, reading, and is now learning to play golf.

Mr. David Lin is the Founder and CEO of Linvest21.AI, a FinTech firm specialized in autonomous Investment Platform – AlphaCopilotTM, based of Vertical AI.
Prior to founding Linvest21, Mr. Lin was a Managing Director of JPMorgan Asset Management (AM) since 2001, and the Chief Technology Officer of its global Investment Platform. In addition to his AM-wide responsibilities, David was the head of Technology for Global Equities, Multi-Asset Solutions and Global Beta. Before that, Mr. Lin served as the Chief Technology Officer for Global Quantitative Research and Global Research Technology for Asset and Wealth Management. Prior to joining JPMorgan, David was the head of Software Development at CNBC.com.
Over the years, Mr. Lin led the teams won a significant number (24) of Industry Awards and Recognitions in the field of Financial Technology. He is also the author of 3 provisional patents in the field of Applied AI.
Mr. Lin holds a Bachelor degree in Computer Science from University of Toronto, and a MBA from Columbia University.

Alberto Micucci, is the Product Owner for S&P Global Market Intelligence’s Risk as a Service guiding the development of the Counterparty Credit Risk, XVA and Traded Market Risk solutions. Alberto has over 15 years of experience both at financial institutions and vendors. Alberto has a M.Sc. in Engineering from Politecnico di Milano.

As Senior Director, Industry Practice Lead - Asset Management at Moody’s Analytics, Ms. Sierra leads the firm’s c-suite client conversations. Ms. Sierra builds upon existing client relationships to expand Moody’s Analytics brand and sales efforts within Financial Services. Prior to Moody’s Analytics, Ms. Sierra was Senior Vice President and Senior Business Development Officer for Amundi US where she led the firm's business development efforts with US-based Independent Broker/Dealers operating nationally and regionally. Ms. Sierra was Executive Vice President and Director of Strategic Alliances for Sentinel Investments. With global responsibility for Sentinel Investments' relationship management and investment strategy teams. She also led the organization’s advisor training/development through Sentinel Investment's University. During her tenure at AIG Advisor Group she was responsible for the firm’s entire fee-based advisory business, with over $40 billion in assets under management across five broker dealers. She was also Director of Marketing for all five of the AIG Advisor Group broker/dealers.

Carmi Moser is a director in the cybersecurity group, the team leading cybersecurity examinations, providing cybersecurity consultations and training under the cyber & analytics unit at FINRA.

Prior to joining FINRA, Carmi performed over 15 years of combined hands-on and management experience in the information technology and cybersecurity domains working in roles responsible for governance, risk & compliance, security operations, and IT operations. Her broad experience includes work at Kaseya, PyeongChang Winter Olympics, Virgin Hyperloop One, and the Department of Energy’s cybersecurity operations center.

She completed her Master’s in Information Technology at American InterContinental University, currently pursuing her MBA at UNLV and holds several cybersecurity certifications including CISSP, CCSP, CISM, and GCIH.

Justin McCarthy has worked in risk, complinace and leadership roles in many firms, including Bank of America Merrill Lynch, PwC, Ulster Bank (RBS/NatWest) and with the Irish financial regulator at the Central Bank of Ireland. This work has allowed him to see the changes in risk management and compliance since through and beyond the recent global financial crisis. His work on the PRISM risk-based supervision framework with the Irish regulator included exposure to banking, funds and insurance risk practices as well as the quantitative work done on the related impact models and the challenge in feeding valid financial data to these models.

McCarthy is chief executive officer of the Professional Risk Managers' International Association (PRMIA). This is a global risk management professional body and education organization for risk managers based in the United States with a network of over 45,000 in over 60 chapters around the world. Previous to this, he spent several years as a senior volunteer for PRMIA, serving on many committees and ultimately chairing the global board.

He has a BSc in computer science from University College Cork and an MBA from the Michael Smurfit Graduate School of Business at University College Dublin. He has a corporate director certificate from Harvard Business School.

Christos Ekonomidis is a senior director at BNY focused on enterprise transformation. He leads firm initiatives in market structure, risk management, and regulatory mandates. Notably, he has led recent programs such as migrating North American securities markets to T+1 (one day securities settlement) and transitioning from LIBOR to other global risk-free rates. He coordinates all global business, financial, legal, operational, system and project workstreams with a concentration on client communication, bank readiness, educating support teams, and addressing regulatory inquiries.

With over 15 years dedicated to the financial services industry, Christos specialises in driving transformation efforts across fixed income, equities, and derivatives. Before his tenure at BNY, he worked at consultancies including Sapient Global Markets and EY where he drove innovative strategies to manage risks and improve business performance.

Previously, he led Responsible AI teams at JPMorgan Chase & Co. and at PayPal. He also held various traditional quant and risk roles at major US banks, including Bank of America and Morgan Stanley. Kristof has a bachelor’s degree in math and a master’s degree in applied math from the Budapest University of Technology and Economics.

Jon Hill, Ph. D., is a Subject Matter Expert in Model Risk Management and is an independent consultant to financial institutions.

Dr. Hill currently holds an appointment as adjunct Professor at New York University where he teaches a graduate course in Model Risk Management and Governance in the Tandon Department of Finance and Risk Engineering.

Jon has over twenty years of experience in various areas of quantitative finance. He has served as the head of model validation and model risk governance teams at several leading global investment banks.

In 2010, Jon recruited, trained and led a large model validation team responsible all firm wide market and operational Risk models at Morgan Stanley for seven years. Prior to Morgan Stanley, Jon was a member of a quantitative finance applications team at Solomon Smith-Barney (which later became Citigroup) for over ten years during which time he had the opportunity to perform comprehensive validations on a variety of different model classes.

Dr. Hill Holds a Ph.D. in biophysics and is a published author in the field of model risk management. Jon is a frequent speaker and chairperson at risk conferences in both the US and Europe.

Roger Coroas is currently the Head of Solutions Engineering Presales North America at ActiveViam. Prior to this, Roger held the position of Executive Director, Head of Strategic Initiatives, Financial Risk Analytics, Credit & Risk Solutions at S&P Global and Executive Director, Head of Strategic Initiatives, Financial Risk Analytics at IHS Markit. Roger has experience in leading multidisciplinary teams and implementing solutions in the financial risk analytics sector. With a background in applied and computational mathematics, Roger has a strong foundation in developing numerical methods for complex financial instruments.

Professor Jesse Blocher has been faculty at Owen since 2012. Prior to his PhD, he worked as a consultant, teacher, and software developer for 9 years. In 2018, he helped found the Data Science Institute (DSI) and began teaching classes for the new Master’s in Data Science. In 2021, he took over as Director of Graduate Studies for the M.S. program and joined the leadership of the DSI. His personal mission is to teach business concepts to data science students and data science concepts to business students. 
 

Awards & Accomplishments

He has won several awards, such as the Financial Research Association's Michael J. Barclay Award for best solo-authored paper by a young scholar, and the Shmuel Kandel Award for an outstanding doctoral student in Financial Economics at the Utah Winter Finance Conference.
 

Expertise

Professor Blocher’s area of expertise lies at the intersection of Finance and Data Science. He is broadly interested in applications of Data Science to business (marketing, supply chain, finance, accounting, and more), and specifically interested in the use of machine learning in finance.
 

Leadership

Professor Blocher is the Director of Graduate Studies for the M.S. degree in Data Science offered by the Data Science Institute at Vanderbilt. The DSI is a cross-disciplinary institute at Vanderbilt that spans every school on campus. 
 

Publications

Professor Blocher’s work has been published in the Journal of Financial Economics, Journal of Financial Markets, Journal of Futures Markets, European Financial Management, and Journal of Trading. His papers have been in conferences such as the American Finance Association, the Journal of Futures Markets, European Financial Management, the Western Finance Association, the Northern Finance Association, and the Financial Intermediation Research Society.

Allison’s has extensive experience in financial services legal, compliance, risk, and marketing compliance teams, working on regulatory matters, disclosure design, and data validation and conversions. She has previously held management consultant, risk management, controls governance, and compliance positions at large financial firms.

Long version

Allison currently serves as the Head of Compliance for Saifr within Fidelity Labs. She previously was a management consultant focusing on data validation and conversions, disclosure design, and regulatory expertise for the Saifr team.

Allison has extensive experience in the financial services industry, having held various legal, compliance, risk, and marketing compliance positions. Most recently, she was a Vice President for State Street Global Marketing, where she led the Risk Management and Controls Governance Program and advised on marketing workflow tool management. Allison also held various senior compliance and marketing manager positions at Columbia Threadneedle, State Street, MFS, and Fidelity Investments.

Allison received her MBA in Marketing and International Business from Suffolk University and her BA in Political Science and Psychology from Wellesley College. She also attended Dartmouth College and served as a member of the Board of Directors and Chairperson for Suffolk University’s Sawyer School for Business.

Alex Olson is Executive Vice President, responsible for leading business development and setting the strategy for the industries Kingland serves.  Mr. Olson has delivered countless complex solutions to clients, leading cross-functional teams of business analysts, data scientists, project managers, and software engineers. Since starting with Kingland in 1998, Alex has been a leading voice in the industries we serve concerning how to use data as an asset to meet business growth, risk management, and regulatory compliance requirements. He holds a Bachelor of Science degree from Iowa State University with specializations in electronic business, economics, and finance and he has earned the Project Management Professional (PMP), Certified Scrum Product Owner (CSPO), Certified Scrum Master (CSM), and other industry certifications.

Chase Skipper is a senior director in FINRA Technology responsible for data science and machine learning in the enterprise applications portfolio and a lead in the organisation’s advanced analytics transformation programme. Prior to joining FINRA, Chase served as head of data and analytics at Transamerica and in various technology leadership roles at MetLife. In his current role, he leads strategy development and adoption for Gen AI.

Kirshna is a product manager at JPMorgan Chase, specialising in the expansion of public cloud platforms. With over six years of experience in software development, business analysis, and product management. Krishna brings extensive expertise from industries such as banking, finance, and oil & gas.

In her current role, Krishna collaborates with diverse teams to strategise, develop roadmaps, and define product vision, ensuring successful delivery of Azure Cloud Platform in chase to reduce the concentration risk. Krishna's proficiency in FinOps and SAFe Agile methodologies enhances the financial performance and operational efficiency of IT systems and services.

Ryan Lewis is a cybersecurity advisor from the Department of Homeland Security (DHS), Cybersecurity & Infrastructure Security Agency (CISA) assigned to Region 4 in Kentucky. Amongst other duties, he is responsible for providing federal cybersecurity resources to State and Local governments as well as private sector organisations involved in critical infrastructure. Prior to joining CISA, he worked for the Department of Defense where, he provided real-time, cyber threat intelligence, vulnerability scanning and application security support for various organisation to operate and defend their portion the Department of Defense Information Network Army (DODIN-A).

Joseph “Joe” Parker serves as a cybersecurity advisor (CSA) with the Department of Homeland Security (DHS), Cybersecurity and Infrastructure Security Agency (CISA), based in Huntsville, AL.

As a CSA, Joseph provides cybersecurity assistance to critical infrastructure owners and operators within both private and public sectors. CSAs introduce organisations to various CISA cybersecurity products and services, along with other public and private resources, and act as liaisons to CISA cyber programmes. CSAs can provide and coordinate cyber preparedness and resiliency assessments, share threat information, and facilitate incident coordination and support in times of cyber threat and disruption. Joseph has 31 years of service with the federal government; 29 with the Department of Defense in both active duty and civilian roles as a counterintelligence special agent with the U.S. Air Force Office of Special Investigations (AFOSI) and the Defense Counterintelligence and Security Agency (DCSA). Joseph has also served as a task force member with the FBI Cyber Division’s Threat Analytics and Collaboration Unit (TACU) for many years and continues this relationship representing CISA. 

Special Agent Michael Harvey is a cyber-criminal investigator with the Federal Bureau of Investigation. Prior to the FBI he spent almost 10 years combined, serving in the US Marines as an infantry squad leader and then in the US Army specialising in Apache helicopter weapons and sighting systems. Following his time in the military, he specialised in UAV flight and surveillance capabilities, and gradually expanded into sub-sea remote operated vehicles, operating on oil rigs throughout the Gulf of Mexico. After joining the FBI, Special Agent Harvey was assigned to a cyber-criminal squad in Nashville, Tennessee, and is one of the lead investigators for major ransomware groups. His investigative work also includes malware, business email compromise, and fraud. Additionally, he is the task force coordinator for the Nashville Cyber Criminal Task Force.

As a Chief Risk Officer, macro strategist, and innovative portfolio leader, he brings a record of success and expertise in building and leading cutting-edge capabilities, products, and strategies for financial organizations operating at the highest levels of global business. John excels at translating complex financial concepts for a broad audience, building innovative, first-of-kind products, and servs as an influential thought leader, speaker, and firm representative across the industry. Combining a hands-on approach to platform development with a deep understanding of a range of strategies (Stat Arb Equity Long/Short, Macro, CTA, Distressed Credit, Event-Driven) - he brings a creative mindset that enables me to harness emerging technologies in a way that has consistently elevated the firms I represent to the forefront of highly competitive markets.

Will Baker is an MSCI researcher primarily focusing on macro-finance modeling and long horizon risk. Will is also interested in using AI to improve risk management processes. He holds a doctorate in mathematics from the University of California at Los Angeles.

Sunil has been operating in the risk and compliance market for over 30 years as a serial entrepreneur. Sunil has been responsible for companies and products outsourced to financial and public sectors, including a recent venture, Socure, a $5Billion KYC compliance and fraud prevention business.

Valerie cumulates 20 years of expertise in software industry and capital markets. She started as an Interest Rate Derivatives consultant working with numerous European and American banks and hedge funds at Murex. In 2007, she initiated the emerging market practice in New York leading large implementations in Latin America as head of the Emerging market team.

She specialized in market risk, 8 years ago, focusing on pre-sales and implementations of enterprise solutions, contributing as well to the evolution of the Murex product. She is currently focusing on regulatory aspects of Market Risk and is part of Murex FRTB design authority.

Valerie holds a Master's degree in mathematics of finance from the Dauphine University in Paris. 

Allen He joined FCLTGlobal after getting his master’s degree in finance from the MIT Sloan School of Management. Prior to that, he worked at The Brattle Group, an economic consulting firm, as a senior research analyst in litigation and finance. While at Brattle, Allen worked on a variety of projects across the finance, utilities, and industrials sectors, where he led data modeling work in corporate valuations and derivatives hedging. Recently, Allen has worked on projects focused on risk management – including a currency risk prediction model as part of a joint research practicum between MIT and a global asset management firm.

Allen holds a B.A. in Math and Economics from Cornell University and a MS from MIT.

Dharrini Gadiyaram is the Global Head of Enterprise Risk Products for Bloomberg, responsible for developing the business strategy across risk solutions including market risk, credit & counterparty risk, collateral management and climate risk that are used by the sell-side and buy-side. Ms Gadiyaram joined Bloomberg in 2014 and has held various roles including product management for front office risk solutions and FX/commodity derivatives across the terminal, enterprise data and risk solutions. Prior to joining Bloomberg, Ms Gadiyaram led oil refined products and exotic derivatives trading for Credit Suisse, and has held roles in commodities quantitative research and risk technology at Credit Suisse and Lehman Brothers.

A seasoned professional with 15 years of experience in model development, model risk management and model validation, specialising in anti-money laundering (AML)/Bank Secrecy Act (BSA) Models, fraud detection models, financial crime models, credit risk models, and customer segmentation and behaviour analysis models. Expert in leveraging machine learning (ML) and artificial intelligence (AI) methodologies to enhance the accuracy and reliability of models within the compliance and fraud domains.

Nick is Head of Sales in the Americas at CUBE, a leading global RegTech provider that automates the capture of regulatory data and regulatory changes through the use of Artificial Intelligence and Machine Learning.  Nick has spent 17 years in Governance Risk and Compliance initially in the banking industry with Bank of Montreal and later shifted focus to product management and business development at Thomson Reuters/Refinitiv.

Michael is the Founder and President of SureStep – a global systems integrator specializing in GRC automation and reporting solutions.

Since 2007, SureStep has successfully completed projects across finance, manufacturing, transportation, natural resource and other industries. Those clients have ranged from 2-person risk and compliance teams to those having over 65,000 participants in their GRC programs. As the practice lead at SureStep, Mike guides clients to best practices and ensures they optimize their GRC technology investments for the long term.

SureStep provides solutions from ServiceNow, Workiva and IBM as well as GRC managed services. Mike’s team works from offices in Hong Kong and Singapore in addition to their New York and Toronto locations.

Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Osborn holds a bachelor's degree in English literature from the University of Warwick.

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Wood had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.

In the intervening years, Wood was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work featuring in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles. Wood has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has won Incisive Media's journalist and editor of the year awards.

George Soulellis currently serves as Enterprise Model Risk Officer for Freddie Mac with overall responsibility for model risk management in the firm. Previously, he served as Managing Director, Risk Analytics for Barclays Bank in the UK, overseeing risk model development and analytics. He has also held leadership positions in the risk management/modelling/analytics space at Citigroup, General Electric and JP Morgan Chase. His interests primarily lie in model uncertainty measurement, model risk under conditions of extrapolation, machine learning methods and modelling for capital requirements.

Ram Meenakshisundaram, MSCS, MBA, CQF, CAIA, MCSI is the Senior Vice President of Quantitative Services at KWA Analytics where he manages the development of analytical and quantitative solutions. He has over three decades of client experience working on financial projects in various industries and asset classes including energy, commodity, fixed income, FX, and equity.

Before joining KWA, Ram was the Principal Architect/Director at ION Group/OpenLink where he managed the Endur/Findur product development in Power and Capital Market sectors. Prior to joining OpenLink, Ram has worked at various investment firms and banks including BlackRock, SBC Warbug Dillion Reade, and Deutsche Bank on government securities, repurchase agreements, FX and equity derivatives.

Ram is on the advisory board of Hofstra University Zarb School of Business in Finance and is an Associate Professor in Finance at Hofstra University. He received a B.S. and M.S. in Computer Science with honors from Pace University and NYU Tandon School of Engineering. Ram earned his MBA in Finance from Hofstra University and the Certified Quantitative Finance designation from Fitch Learning. He is a Chartered Alternative Investment Analyst (CAIA) charter-holder and a member of the Chartered Institute for Securities & Investment.

Alejandro Lema is a Senior Business Analyst in ActiveViam's Business Development division. With expertise in risk management and financial engineering, he contributes to the development of ActiveViam's offerings and use cases. Alejandro also brings extensive experience in pre-sales consulting and software implementation from previous fintech roles.

Dipen Nayak is the head of non-financial risk at the General Bank of Canada, where he leads risk management strategies across operational risk, cybersecurity, third-party risk, and business continuity planning. He also plays a key role in overseeing the bank’s open banking initiatives, ensuring the secure management of data and the implementation of robust risk frameworks as the financial industry evolves toward more transparent and customer-centric models. With broad experience spanning financial services, government, and the automotive industry, Dipen has held senior leadership roles at organisations such as Infrastructure Ontario, Canada Mortgage and Housing Corporation, and Mercedes-Benz. His approach integrates risk management into strategic decision-making while also focusing on crisis management to ensure organisational resilience in the face of shifting regulatory and operational landscapes.

Matt leads business development for the Americas, focused on growing the contributor base and leading the Sales Directors in expanding Credit Benchmark’s subscriber base. He has covered financial institutions for over 25 years as a lead analyst, banker and management consultant.

Prior to Credit Benchmark, Matt developed and delivered credit and corporate finance consulting services to US banks as a Senior Manager at EY, and held senior positions providing credit ratings and credit advisory spanning 14 years across Moody’s, Fitch and Morgan Stanley. Matt holds a BS in Physics from the University of Notre Dame and an MBA in Finance from the NYU Stern School of Business. He is a CFA Charterholder. He began his career as an officer in the US Navy Nuclear Submarine program.

Nita Kohli is a Senior Executive and Board Member with 25+ years of distinguished service in the financial services sector. Renowned for her strategic acumen, she most recently served as the Global Head of Enterprise Resilience at Citi, driving a transformative shift to fortify safety and stability while reducing risk. Her expertise spans pivotal roles, including steering Freddie Mac through the pandemic and navigating multiple crisis events over the past decade.

In addition to her executive roles, Nita actively contributes to the risk management landscape, currently serving on the Executive Advisory Board of several FinTech companies and lending her expertise as a strategic advisor to risk management companies. She has fostered product partnerships and builds industry relationships.

Nita's career is punctuated by impactful, large-scale initiatives augmenting her fundamental proficiency in risk management and regulatory compliance across diverse organizations. Her leadership spans critical domains encompassing Risk & Control, Finance, Technology, and Operations, resonating across the three lines of defense. Her adeptness in understanding and bridging interdepartmental connectivity has been instrumental in influencing industry and regulatory harmonization.

With a background of 15 years at JPMorgan, Nita honed her craft in operational integration of mergers and acquisitions, as well as leading development of ‘Living Wills’. Her career spans international experience at Deutsche Bank (UK / USA) as a European Controller who significantly contributed to leading re-engineering programs. Earlier in her career, she worked at KPMG (UK) where she qualified as a Chartered Accountant (ACA).

A strong advocate for diversity and gender equality, Nita spearheaded the Men As Allies program at JPMorgan and remains committed to advancing women's careers in the industry.

Recognized as an authoritative voice in Operational Resilience, Nita is a sought-after keynote speaker and panelist at industry conferences. Her thought leadership extends to publications that include the esteemed DRJ, where she authored a notable article.

Nita's exceptional leadership garnered recognition as a finalist for the 2021 Excellence in Leadership Women in Housing Award and the Program Leader Excellence Award from the Disaster Recovery International Institute in 2022. Adding another accolade to her career, Nita was honored as one of the Top 50 Outstanding Asian Americans in Business in 2022.

Nita recently authored a book Operational Resilience, published with Risk Books (Oct 2024) and continues to spearhead pioneering endeavors within the financial sector.

Ash Majid is Managing Director and Chief Risk Officer for SMBC Capital Markets, Inc. & SMBC Nikko Securities America, Inc. wholly owned subsidiaries of SMBC Americas Holdings, Inc. In his current role he oversees teams responsible for managing the risk from the two subsidiaries within the broader America’s Division risk management team. Prior to joining SMBC Capital Markets, Ash worked at Ernst and Young, LLP within their Quantitative Advisory Services and SunTrust Banks, Inc. with oversight of their derivatives trading desks' market risk. Ash holds a Doctorate degree in Electrical and Computer Engineering and a Master's degree in Quantitative and Computational Finance from Georgia Institute of Technology. Additionally, Ash holds FINRA Series 7 & 24 licenses.

Jeffrey is co-chief risk officer at Boothbay Fund Management, He is a former CRO, joining Antara Capital in October 2022 and serving as Chief Risk Officer (CRO) through early 2024.  Prior to Antara, Jeffrey spent 4 years as Chief Risk Officer of TPRV Capital, a multi-asset class relative value strategy, where he oversaw all aspects of risk management.  Prior TPRV, Jeffrey spent 10 years at Fortress Investment Group, finishing as the Director of Risk.  At Fortress, Jeffrey was responsible for market risk management of all liquid markets hedge fund strategies.

Sven Sandow is the Global Head of Credit and Operational Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor’s. Before he joined the financial industry, Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-University Halle-Wittenberg in Germany.

Max is responsible for defining the next generation of multi-asset investment processes for Franklin Templeton Investment Solutions. Previously, he was president and chief investment officer of the start-up asset manager AlphaTrAI, where he harnessed artificial intelligence to build alternative strategies for traditional and digital assets. Before that, he was head of asset allocation at the asset management arm of Pacific Life Insurance for seven years. Prior to Pacific Life, Max was a portfolio manager with Mellon Capital’s multi-asset group and a founding member of Coefficient Global, a quantitative macro hedge fund. Outside of work he’s an amateur racecar driver.

Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction.

Dr. Ratcliffe's service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis.

Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.

Ji Qin, CFA, is the head of market risk for HSBC bank USA. She is responsible for identification, assessment, measurement, management, monitoring and reporting of the market risks from the trading businesses. Prior to this role, she was head of market risk for MUFG Securities America. Her experiences also include fixed income trading and structured investment management for Commerzbank NY branch. She has a master of Computer Science degree from University of Cincinnati and a bachelor of computer science degree from Beijing Polytechnic University.

For 25 years Tat has been contributing in Treasury and Capital Markets quant and mathematical finance space. He is currently the Global Head of Risk Model Methodology at Jefferies, and was a senior principal and senior manager for  many years in the financial technology space.Tat holds a Ph.D from Columbia mathematics department and currently an adjunct professor at Columbia University, inspiring the next generation since 2006.

Hamid serves as Vice President of Risk Analytics, Risk Management at OMERS. He has over 13 years of experience in the Pension Industry with a primary focus on Risk Management. He's earned a Bachelor of Science in Mathematics from the University of Toronto.

Adrian Cox is a strategist on Deutsche Bank’s Thematic Research team, focused on the implications of Artificial Intelligence for investors, enterprises and society. He joined Deutsche Bank in 2009 and held senior leadership roles in Communications in London and Sydney before joining DB Research. He previously spent a decade covering finance and economics as an award-winning journalist and editor at Bloomberg News and the Financial Times in London, Brussels and New York. He is a graduate of Cambridge University and has an MBA from City University in London.

Agus Sudjianto was an executive vice president and head of Corporate Model Risk for Wells Fargo, where he led a highly technical team to manage model risk across the enterprise. Before this position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom, where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).

Arthur is senior fellow and advisory board member for AI 2030. He is the former Head of Markets Regulatory and Front Office Risk Technology, BNY Mellon.

Arthur was leading globally the Front Office Counterparty and Funding Risk Technology group at Deutsche Bank AG. His responsibility covers CVA/FVA calculation, real-time risk monitoring and OTC margining technology. Throughout his career, Arthur specialised in designing technology solutions for Front Office and Regulatory risk management, in Financial and Commodity trading. 
Prior to Deutsche Bank he held technology leadership roles at Barclays Capital, EdF Trading and worked as an independent risk and treasury technology consultant.

Chris is a member of Milliman’s Cyber Risk Solutions (CRS) practice group.  The practice delivers a portfolio of risk consulting services, such as enterprise risk design, cyber risk assessment and quantification, test and build projects, operational risk assessments, enterprise risk management (ERM) education and training, and ERM technology evaluation. The CRS practice uses diagnostic consulting strategies to understand an organization’s enterprise risk goals and challenges and then customize solutions to deliver required business results. 

EXPERIENCE

Chris has 15 years of professional experience.  His experience includes work in the banking, insurance, capital markets and card sectors helping clients assess and mitigate risk. 

Prior to joining Milliman, Chris was a Senior Manager in Accenture’s Finance and Risk Management Consulting practice, delivering work for global financial service clients.   Additionally, Chris served as an active duty Naval Officer and has multiple overseas deployments. 

Professional experience and subject matter advisory includes: 

• Cyber Security metrics and governance
• Financial Service Regulatory and Compliance initiatives
• Risk Management 
• Corporate and Risk Governance
• Surveillance 
• Financial Services operating model and cost reduction
• Regulatory remediation and responses
• Legal department risk and optimization
• Leading large cross functional projects and teams

EDUCATION

• BS Political Science, University of Wisconsin–Madison
• MBA, University of Chicago – Booth School of Business

Mark Hofberg is an accomplished risk management leader with over 20 years of industry experience.  He previously served as a leader in a variety of audit, risk and compliance management functions within retail, wealth, and investment banking at Bank of America.  Mark currently serves customers as Risk Solutions Executive within ServiceNow’s financial services division.  Prior to joining ServiceNow, Mark served as RSA Archer’s field risk officer for US and Canada.

Mark has held various senior leadership roles at Accenture, Bank of America, RSA and now guides customers on their integrated risk transformation journeys with ServiceNow.  He is passionate about the evolution of risk management, emerging risks, and the utilization of technology to optimize business outcomes.  Mark has co-authored white papers on impacts of technical debt, digital risk, and has a patent on optimization of technology decisions (US 8,321,363 · Issued Nov 27, 2012) along with a patent pending process risk prioritization model.  Mark holds a bachelor’s degree in engineering from North Carolina State University.