Unlocking AI for risk management in finance

Jesús Calderón advises Canadian and international clients in the financial services and energy industries on the implementation of data-driven solutions for risk management in banking, insurance, capital markets, and energy trading, as well as anti-money laundering and regulatory activities. Jesús has over twelve years of experience in risk management, internal audit, and fraud investigations, where he has specialized in the application of data science and machine learning methods to optimize risk control activities and examinations.

Daniel is a Risk & Compliance Subject Matter Expert (SME) with over 16 years of global experience, having worked for major financial institutions and consulting firms in Latin America, Europe, and Asia. Currently, he is leading the Risk Management Global Practice at Verdantix, where he leads the market research intelligence and provides advisory services on risk and compliance matters.

Daniel holds a BA degree in economics and different specialisations in Capital Markets and Financial Engineering.

Paul Chammas is a seasoned Technology Risk & Cybersecurity consultant, auditor, and trainer, with over 14 years of experience dedicated to financial services. In 2021, he co-founded Quantum Risk Advisory (QuRISK), a startup specialized in risk management for emerging technologies, particularly focusing on Artificial Intelligence and Quantum Technologies.

With an Engineering degree in Telecommunications from EFREI Paris, a Masters in Technology Management from HEC Paris, and a Masters in Quantum Technologies from UPM Spain, Paul seamlessly blends technical expertise with strategic insight. His unwavering commitment is focused on providing organizations with the appropriate methodological tools to safely adopt cutting-edge technologies.

Jos Gheerardyn is at the forefront of revolutionising FinTech as the CEO and co-founder of Yield.io, an award-winning AI platform dedicated to model risk management and the first platform utilising AI for real-time model testing and validation on an enterprise scale. Passionate about algorithm monitoring, testing, and validation, Jos is an advocate for model risk governance and strategy and has 18 years of post-PhD experience in the financial services industry. Prior to his current role, he was active in quantitative finance both as a manager and an analyst. He has worked with leading international investment banks as well as with award winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques on imbalance markets. Jos’ academic foundation is robust, holding a PhD in theoretical physics with a focus on superstring theory from the University of Leuven.