Model risk management

Ushnish is an experienced model risk practitioner with more than 10 years of experience across banks (Morgan Stanley and HSBC) and 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. 

Jonathan is a Berkeley-trained physicist and Columbia mathematician/statistician. He has spent over a quarter century in financial services, working in a range of institutions including banks, asset management firms, of which big four firms. He is a regulatory quant and provides weekly global online trainings in financial risk management. He is co-author of first ever model risk management textbook. He has experience in a spectrum of derivatives, structured products, counterparty credit risk, correlation credit risk, VaR, PFE, xVA, operational risk, portfolio risk, artificial intelligence and machine learning risk. 

Grigoris has over 26 years of experience in predictive modelling and risk management. He is the president and founder of InfoAgora that provides risk management consulting and more to financial services organisations. He is an adjunct professor in the department of computer science at the University of Toronto. 

Prior to founding InfoAgora, Grigoris was working at CIBC as vice president of customer behavior analytics, responsible for customer decisioning and credit risk measurement solutions for adjudicating new customers and proactively managing existing ones. He has been a postdoctoral fellow in the Institute of Information Technology at the National Research Council. He is on the PRIMA subject matter boards for stress-testing and enterprise risk management and has published more than 40 papers in journals and conference proceedings. He holds a PhD in computer science. 

Caterina has worked for almost 20 years in modelling, validation and other model risk functions, including audit and the regulator. She carries deep knowledge of risk modelling techniques and is currently a lead in the global model risk function of ING.

Juan has over 20 years of experience working in risk management and derivatives, including modelling and model risk management. He has expertise in market risk assessment, reporting, and modelling with wide-ranging exposure to banking markets in the US, Canada, LATAM, Europe and China.