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Text Content

DEEPTHA ANAND

Biography Coming soon.


C.ROBIN CASTELLI

Head of Transition Risk Model Development (Climate Modeling Analytics) within
Modeling Change & Innovation In my current role I am supporting Citi’s firmwide
agenda on Climate Risk, by leading the team that is developing the models that
are required to estimate the stresses to financial institutions, properties or
sectors which arise from shifts in policy, consumer and business sentiment, or
technologies associated with the required changes necessary to limit climate
change.


HANY FARAG

Hany Farag is Senior Director and Head of Risk Methodology and Analytics at
CIBC. Prior to his current position he was a partner at Eastmoor Capital
Partners, LLP; Managing Director and Head of FX Statistical Arbitrage at CIBC;
and Head of Quantitative Research at OANDA Corporation. Prior to his industry
positions he was a Postdoctoral Fellow at Caltech and at Rice University. He
holds a PhD in Mathematical Analysis from Yale, a MS in Theoretical Physics from
Yale, and a BSC in Electronics and Communication Engineering from Ain Shams.


ANKUR GOEL

Ankur is the head of consumer and fraud modeling at PNC. He has experience in
developing Basel, CCAR, CECL and origination scorecard models for the retail
assets. Ankur is also managing Fraud modeling and analytics, and is responsible
for operational risk models. Before Joining PNC, he was a faculty at the
Weatherhead School of Management at the Case Western Reserve University,
Cleveland, OH.


MOEZ HABABOU

Moez Hababou heads Model Risk Management for BNP Paribas US for the Credit,
Financial Security, and Capital Planning workstreams. He is responsible for all
model validation activities in the areas of Wholesale Credit, CCAR, and BSA/AML.
More recently, he is focusing on best ways to account for climate risk in credit
risk management and validating machine learning models. Prior to his current
role, Moez Headed CCAR Modeling for CIB BNPP US. Moez held similar analytical
and modeling roles at UBS Wealth Management, Barclays and Royal Bank of
Scotland. Moez has also numerous publications in academic journals. Moez holds a
Ph.D. in Management Science from York University (Toronto, Canada) and a Master
degree in Finance from Laval University (Quebec City, Canada).


SEYHUN HEPDOGAN

Seyhun Hepdogan is Senior Director of Model Risk Management for Discover
Financial Services. He is responsible for all business-as-usual models including
originations, portfolio risk, collections, marketing, fraud and AML models.
Under his direction, his team oversees the model risk across the company. He and
his team play an integral role in transitioning to machine learning models.
Prior tohis Discover Financial Services experience, Seyhun was Senior Director
of Model Risk for Santander Holdings USA, responsible for fraud, AML,
operational risk, commercial credit risk. Seyhun holds a Ph.D. in Industrial
Engineering from University of Central Florida and is certified anti-money
laundering specialist.


STEPHEN HSU

Stephen Hsu is currently the SVP Head of Model Risk Management for Pacific
Western Bank. He has extensive experience in model governance, risk and capital
management. In this role, Stephen oversees end-to-end model risk management
function in the Bank and leads the Bank’s model risk management strategy,
initiative and practice including model governance, model risk appetite, model
inventory, risk assessment, model validation, model risk reporting, etc.

Before joining Pacific Western Bank, Stephen was a Director in KPMG, leading
model validations for CCAR/DFAST PPNR and credit loan loss models in top-tier US
and global banks. Prior to KPMG, Stephen worked for MUFG in several roles,
including Director of Economic Capital, Operational Risk Management (AMA), etc.
Prior to MUFG, Stephen was a VP for Bank of America in Capital Portfolio and
Risk Analysis Group. Stephen holds his PhD in Economics from University of
California, Los Angeles (UCLA).


JULIA LITVINOVA

Julia Litvinova is a Managing Director and Global Head of SSGA Model Risk at
State Street. In this role Julia is responsible for supervising validation of a
broad range of models including models used for asset and investment management,
credit, market and liquidity risks, regulatory capital, valuation.
Prior to joining State Street, Julia obtained extensive consulting experience at
the Brattle Group, the economic litigation consulting company. She specialized
in the application of finance, risk management and taxation to a variety of
consulting and litigation settings. She received her Ph.D. in Economics from
Duke University, M.A. in Economics from New Economics School and M.S. in
Mathematics from Moscow State University.


CHARLIE LU

Charlie brings industry-leading expertise and experience in model risk
management. He specializes in modeling focused on mandatory capital and
liquidity stress tests, consumer credit cards, wholesale credits, counterparty
credits, interest rate risk for banking book (IRRBB), market risk, derivatives
pricing, operational risk, and others. Additionally, his risk management
proficiency also covers Artificial Intelligence and Machine Learning (AI/ML)
models, particularly in fraud detection, trading surveillance and compliance,
chatbot, marketing and valuation, business strategies, and customer maintenance.
Within his professional tenure, Charlie has established a brand name reputation
and served as the ultimate Account Executive (AE) and gatekeeper in model risk
management for Barclays. He is also well-profiled to regulators, the Barclays
IHC Board, and the Risk Committee, presenting to the Board on a regular basis.

As managing director of MRM, Charlie was a well-recognized architect in building
the model risk management infrastructure, including policy, standards,
procedures, validation, risk assessment, and a large model framework to address
model risk in a comprehensive and aggregated way. He has continuously
contributed to resolutions of regulatory mandates, including consecutive stress
test passes for Morgan Stanley (2012-2016) and Barclays IHC (2017-2023).

He brings deep insights into financial markets, macroeconomics, financial
enterprise risk management, capital and liquidity stress tests, corporate
finance, business strategies, and AI/ML development

Charlie holds a Ph.D. in Finance Management from Rensselaer Polytechnic
Institution, an MS in Operational Research / Econometrics, and BS in Engineering
from China University and Mining and Technology. His leisure pursuits involve
reading, audiobooks, swimming, the Go board game, hiking, cooking, and Chinese
calligraphy.


RODERICK POWELL

Roderick Powell is Senior Vice President and Head of Model Risk Management at
Ameris Bank in Atlanta, Georgia. Prior to joining Ameris Bank, Powell was a
Director at KPMG LLP where he specialized in model development, implementation,
and validation for large Financial Institutions, including Banks, Insurance
Companies, and Mutual Funds. He also worked at Bank of America where he was
Senior Vice President and Head of Market Risk Management for the Mortgage
Securities Trading Desk. Powell earned his MBA from Florida State University. He
also earned a Certificate in Applied Machine Learning and Data Science with
Python from Emory University. In addition, Powell is a Certified Financial Risk
Manager (“FRM”). He is a frequent speaker on the use of Artificial Intelligence
and Robotic Process Automation in the Financial Services industry.


ARTHUR ROBB

Arthur Robb is the Head of Model Risk Management for TIAA.  He has been with
TIAA for 10 years.

Arthur has 20 years of experience in finance.  Prior to TIAA, he was a mutual
fund manager for Morgan Stanley and in quantitative risk management for DTCC and
CIFG.  He taught portfolio management on the Masters level at Rutgers
University.

Prior to entering finance, Arthur headed a game development group at Scientific
Games and technical functions for PatientCentrix Inc., an actuarial software and
consulting firm.

Arthur has a Ph.D. in Mathematics from Columbia University and a B.A. in
Mathematics summa cum laude from Rutgers University


ALISA RUSANOFF

Alisa Rusanoff is a Head of Credit at Crescendo Asset Management where she runs
a trade finance strategy focusing on Supply Chain Finance, Asset-Backed Lending,
Factoring, Embedded Finance, and other structured debt solutions for her
clients.
She is an experienced executive in Fintech, Embedded Finance, Credit, and Marco
Risks and has been a guest speaker at NYU, Bloomberg, the New School Venture
Lab, Antler VC, GC4Women Certificate Program, Global Trade Review (“GTR”), ITFA,
Money 2.0 Conference, etc. In 2021, she got a 40Under40 Award in Underwriting by
Secured Finance Network, in 2020 she was named top 25 women by Opus Connect,
received a Leadership Award in Finance by Money 2.0 Conference, and was included
‘Women in Fintech Powerlist 2022’ by the Innovate Finance. Alisa is a
contributor to the upcoming textbook ‘Cases in Financial Management: Financial
Analysis for Corporate Financial Management’.


DANIEL SAUNDERS

Biography coming soon.


JANET SHAND

Janet has been with Flagstar NA for more than 20 years. In 2017, Janet assumed
the role of SVP-Director of MRM, where she oversees the development and
implementation of model risk governance, validation, policies, and procedures.
Under her leadership, the maturity of Flagstar Bank’s MRM Framework has
advanced, along with the stature of the MRM group.

Currently she is playing a decisive role in the successful integration of three
distinguished banks – Legacy Flagstar, NYCB, and Signature Bank – into a unified
Flagstar Bank. She is heading the alignment of model risk best practices across
the merged entities, ensuring a seamless integration of MRM processes and the
maintenance of consistent model risk management standards throughout the
organization.

 Prior to 2017, she held a leadership role in Enterprise Risk Management (ERM),
where she led the development and implementation of the bank’s inaugural ERM
Policy and Framework, including a Risk Appetite Statement, RCSAs, and Board
committee reporting.


CHARLES SHEN

Charles Shen is a Managing Director and Head of Model Risk Management at Societe
Generale. Prior to this, Charles was working at JP Morgan Chase for 12 years,
initially as Managing Director and Head of Model Review Group (Americas), then
as Global Head of Model Performance Assessment and Ongoing Monitoring. Prior to
JP Morgan, Charles was at Goldman Sachs for more than seven years, holding
various leadership positions there.

Dr. Charles Shen holds a Ph.D. in economics from Duke University, specializing
in econometrics and financial economics.


MANOJ SINGH

Manoj Singh is a Managing Director and Model Risk Officer at Bank of America,
leading Model Risk Management teams covering CFO Quantitative Finance group
models, Capital, PPNR and climate risk models, among others. Prior to this he
was a Senior Vice President at American Express where he headed the market risk
oversight and enterprise model validation teams. He has held executive
leadership positions in business and risk management as Senior Vice President at
Freddie Mac, Senior Managing Director at Bear Stearns, and Senior Vice president
at Lehman Brothers. Manoj has also served as an Associate Director at the US
Federal Housing Finance Agency where he played a leadership role in overseeing
changes in the framework of housing finance via securitization. He started his
career as an assistant Professor of Finance at Boston College and is the author
of several academic papers. Manoj holds a B. Tech in Mechanical Engineering from
IIT Kanpur and a M.S. in Engineering and a PhD in Finance from Purdue
University.


CHRIS SMIGIELSKI

With over 30 years of financial services industry experience, Chris has an
in-depth knowledge of model risk management, model governance, model validation,
financial model development, Asset Liability Management, and team development.
Chris is currently the Director of Model Risk Management at Arvest Bank and was
previously Vice President and Director of Model Risk Management at TIAA Bank for
five years. His experience includes leadership roles at Diebold and Fiserv,
where he consulted with financial institutions nationally and internationally to
design and implement financial strategies to maximize productivity and growth,
as well as Asset/Liability Management and quantitative analysis at HSBC and
First Niagara Banks.


GEORGE SOULELLIS

Biography coming soon.


AGUS SUDJIANTO

Agus Sudjianto is an Executive Vice President and Head of Corporate Model Risk
for Wells Fargo where he leads a highly technical team to manage model risk
across the enterprise.
Prior to his current 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 Mangement, Insurance).
Before joining Lloyds, he was a Senior Credit Risk Executive and Head of
Quantitative Risk at Bank of America. Prior to his career in banking, he was
product design manager at Ford Motor Company where he led engineering teams
designing engine systems and components using complex engineering models.
Agus holds numerous US patents in both Finance and Engineering fields. In
addition to publishing numerous technical papers, he is also a co-author of a
statistics book in Design and Analysis of Computer Experiment. His technical
expertise and interest include Quantative Risk, especially credit risk modeling
and statistical finance, statistical methods for fighting financial crimes, and
computational statistics.
He holds graduate degrees in Engineering and Management from Wayne State
University and Massachusetts Institute of Technology.


RODANTHY TZANI

Biography Coming soon.


AIJUN ZHANG

Aijun Zhang is a senior vice president, quantitative analytics manager with
Wells Fargo. He leads a machine learning & validation engineering team at
Corporate Model Risk, responsible for a PiML toolbox of interpretable machine
learning and a validation-on-demand platform for model validation. Aijun holds
PhD degree in Statistics from University of Michigan at Ann Arbor, and he has
over 10 years of experience working in financial risk management. Prior to
joining Wells Fargo, Aijun was a tenure-track assistant professor at Department
of Statistics and Actuarial Science, University of Hong Kong. He has published
nearly 40 papers in professional conferences and journals, with topics in
interpretable machine learning, data science and statistics.


KATHERINE ZHANG

Katherine Zhang is a MD and the head of Centralized Modelling & Analytics Team
at State Street. She is currently leading this team within ERM & Compliance to
provide either quantitative analysis or model development services to treasury
and finance business units. She also led the model validation team for three
years after she joined State Street in 2015.
Prior to joining State Street, Katherine Zhang has 20+ years of experience in
model risk management, either in model development or model validation ares to
support Basel II compliance, regulatory and economic capital, stress testing,
allowance and pricing, and underwriting and equity/derivative trading experience
in the early career. She worked for JPMorgan Chase and GE Capital before for 12
years. Katherine Zhang is a graduate of University of Chicago with a MBA with
concentration in analytics, and has MSc in Finance and Economics in London
School of Economics and Political Science and Mathematics bachelor degree.


OSCAR ZHENG

Oscar is currently with BNP Paribas, in NY, as a Director, the Head of ALM&T and
Asset Management Model Risk Management and the Validation Manager for CCAR,
Compliance and Global Markets AI/ML models.
Prior to this role, Oscar enjoyed his 12+ year career in the risk management
across different locations: Tokyo, London, Brussels and London, by enhancing
risk management practices with local lines of business and supervisors. As the
Head of Market and Counterparty Risk Model Validations, BNP Paribas, Americas,
he also played a major role as the second line of defense in enhancing these
models by leading global teams in Europe and in North America.
Oscar, FRM, holds a Master’s degree in quantitative finance from the École Mines
de Paris, France


XIANGYIN (JANE) ZHENG

Jane Zheng is an audit director in BNY Mellon. She leads the model risk audit
team in Internal Audit (IA) department and is responsible for supporting IA for
all model risk audit projects which cover model risk management framework and a
diverse array of model types including pricing, market risk, credit risk,
operational risk, liquidity risk, interest rate risk, counterparty risk, capital
planning / stress testing, Basel, CECL, IFRS9, compliance, and investment
management.

Jane holds a PhD in quantitative field and three professional designations:
Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), and Chartered
Alternative Investment Analysts (CAIA).


WEI ZHU

Wei Zhu is a Managing Director and Global Head the Market Risk Analytics in
Citi.  After joining Citi in 2001, he has worked in various risk modeling areas
including market risk, counterparty credit risk, and risk capital.   Mr. Zhu has
a Ph.D. in Physics from New York University and is a CFA charter holder since
2004.


YIEIDS.IO

Company biography coming soon.

 
 
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Advanced model risk usa Enhancing modeling techniques in an advancing
technological landscape REGISTER NOW > 3rd Annual | March 12-13, 2024 | NYC
Advanced model risk usa Enhancing modeling techniques in an advancing
technological landscape REGISTER NOW > 3rd Annual | March 12-13, 2024 | NYC

 * Overview
 * Agenda
 * Speakers
 * Sponsors
 * Venue & FAQs
 * Register
 * 2-in-1 Congress
 * Download brochure

OverviewAgendaSpeakersSponsorsVenue & FAQsRegister2-in-1 CongressDownload
brochureOverview


WHY SHOULD YOU ATTEND CEFPRO'S ADVANCED MODEL RISK USA?

Center for Financial Professionals launches its third annual Advanced Model Risk
Congress in Midtown Manhattan, New York City. Come and join us on March 12-13,
2024, to enhance your modeling techniques and advance your knowledge to take
back to your team.

As the technological landscape continues to evolve, it is critical to advance
your modeling techniques to ensure best practice in your organization. Advanced
Model Risk USA is the go-to congress to build on your professional development
with our 7+ hours of networking opportunities and carefully curated agenda of
industry thought leaders.


DOWNLOAD EVENT BROCHURE




WHAT PAST ATTENDEES HAVE TO SAY REGARDING CEFPRO'S ADVANCED MODEL RISK SERIES

This is an extremely helpful event to understand where organizations are, how
they align with other organizations. I made some great connections with
different people and learned a lot, I have a lot to take back to my department.

Director, Data and Analytics (AI/ML/RPA)
BMO Financial

I’ve enjoyed the Advanced Model Risk conference, to be able to get feedback from
your peers and make you think of things you haven’t thought of. Also the
networking opportunities are great, you’re meeting people with other viewpoints…
and share ideas and thoughts. There’s a lot of great opportunities to network
and learn.

Senior Vice President – Head of Model Risk Management
Ameris Bank

Great content and expert speakers. Glad to be a part of it!

Director of Model Risk Management
Arvest Bank




KEY HIGHLIGHTS AT ADVANCED MODEL RISK 2024

 * BLACK BOX MODELS:
   Increasing transparency to understand Black Box methodologies

 * LARGE LANGUAGE MODELS:
   Aligning Large Language Models with traditional model risk frameworks

 * BIAS AND EXPLAINABILITY:
   Managing toxic results of AI/ML and Large Language models

 * QUANTIFYING MODEL RISK:
   Enhancing model portfolios to quantify model risk

 * PERFORMANCE MONITORING:
   Ongoing performance monitoring to establish model risk management

 * MACHINE LEARNING:
   Developing AI/ML into model risk management programs

 * AI GOVERNANCE:
   Defining best practice of AI/ML models

 * CLIMATE RISK:
   Defining climate risk into modeling portfolio

VIEW FULL AGENDA


INTERACT WITH INDUSTRY FRONT-RUNNERS AND SUBJECT MATTER EXPERTS WITHIN THE
ADVANCED MODEL RISK SPACE




JOIN US FOR AN ENGAGING, TIMELY AND CAREFULLY CURATED AGENDA ACROSS OUR 2-DAY
ADVANCED MODEL RISK CONGRESS.

Our agenda ensures a deep dive into timely topics under Advanced Model Risk
through presentations, panel discussions, and live Q&A to enhance learning.


LEARN FROM OUR LINE-UP OF INDUSTRY THOUGHT LEADERS AS THEY SHARE THEIR EXPERTISE
ON KEY TOPICS WITHIN THE ADVANCED MODEL RISK SPACE.

Enhance proficiency in the topic and gain knowledge from 20+ subject-matter
experts and return to your department with newly developed skill sets and ideas.


CONTINUE CONVERSATIONS WITH OUR 7+ HOUR NETWORKING OPPORTUNITY.

Make the most of networking breaks across both days, plus a complimentary
cocktail hour. Continue conversations beyond the main auditorium to create
meaningful industry connections.

Register your place today




KEY SPEAKERS AT ADVANCED MODEL RISK 2024

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo

Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Julia Litvinova
Managing Director, Head of Model Validation and Analytics
State Street

Manoj Singh
Managing Director, Model Risk Officer
Bank of America

Xiangyin (Jane) Zheng
Audit Director
BNY Mellon



Stephen Hsu
SVP, Head of Model Risk Management
Pacific Western Bank

Rodanthy Tzani
Head of Model Risk Management
New York Life Insurance Company

Ankur Goel
SVP, Head of Consumer and Fraud Modeling
PNC

Arthur Robb
Managing Director – Head of Model Risk Management
TIAA

Wei Zhu
Managing Director
Citi

View 2024 speaker line-up




SESSION PREVIEWS AND RELATED INSIGHTS TO VIEW AHEAD OF ADVANCED MODEL RISK USA
2024

Get an insight of what to expect from the Congress with our past and present
speaker session previews.

MANAGING MODELS IN A RECESSION ENVIRONMENT AND PROACTIVE IDENTIFICATION OF
CHANGES

Managing models in a recession environment and proactive identification of
changes George Soulellis, Chief Enterprise Model Risk Officer, Freddie Mac Below
is an insight provided by Shawn ahead of his 2023 session at Advanced Model Risk
USA. {{ vc_btn:
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}} The views and opinions expressed in this article are those of the thought
leader as

Read more


COLLABORATION OF 3 LOD FOR EFFECTIVE MODEL RISK OVERSIGHT

Collaboration of 3 LoD for effective model risk oversight Shawn Tumanov,
Director, Data & Analytics Governance, BMO Financial Group Below is an insight
provided by Shawn ahead of his 2023 session at Advanced Model Risk USA. {{
vc_btn:
title=Find+out+more+about+our+2024+Advanced+Model+Risk+USA&style=outline-custom&outline_custom_color=%23d51224&outline_custom_hover_background=%23d51224&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fadvanced-model-risk
}} The views and opinions expressed in this article are those of the thought
leader as an

Read more


WEAVING AI AND ML INTO CUSTOMER EXPERIENCE

Weaving AI and ML into customer experience Paul Mullins, former Managing
Director, HSBC Below is an insight into what can be expected from Paul's
participation at CeFPro's Customer Experience Summit. {{ vc_btn:
title=Find+out+more+about+Customer+Experience+Europe&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fcustomer-experience-europe%252F
}} The views and opinions expressed in this article are those of the thought
leader as an individual, and are not attributed to

Read more


BALANCING DIGITAL IMPLEMENTATION WHILST RETAINING CUSTOMER RELATIONSHIPS

Balancing digital implementation whilst retaining customer relationships Yawar
Choudhry, Head of Client Services Proposition, Legal & General Below is an
insight into what can be expected from Yawar's participation at CeFPro's
Customer Experience Summit. {{ vc_btn:
title=Find+out+more+about+Customer+Experience+Europe&style=outline-custom&outline_custom_color=%23001c64&outline_custom_hover_background=%23001c64&outline_custom_hover_text=%23ffffff&link=url%3Ahttps%253A%252F%252Fwww.cefpro.com%252Fforthcoming-events%252Fcustomer-experience-europe%252F
}} The views and opinions expressed in this article are those of the thought
leader as an individual, and are not attributed

Read more




JUST SOME OF THE ORGANIZATIONS THAT HAVE SPONSORED ADVANCED MODEL RISK IN THE
PAST INCLUDE:






CO-SPONSOR




CONTENT AND MEDIA PARTNERS AT ADVANCED MODEL RISK USA 2024





ADVANCED MODEL RISK 2024 AGENDA



Day One
March 12, 2024

Day Two
March 13, 2024







8:00 – 8:50

Registration and breakfast



8:50 – 9:00

Chair’s opening remarks

9:00 – 9:45

REGULATION – PANEL DISCUSSION
Enhancing model risk programs to manage divergence in regulatory expectations
across jurisdictions

View Session Details

 * Restructuring and leveraging existing resources to comply with existing
   regulatory expectations.
 * Managing current market environment changes due to bank collapses.
   * Navigating tighten regulatory expectations.
 * Enhancing model risk programs to deal with AI regulations.
 * Different standards of regulations between the US and Europe.
   * Aligning standards of international banks with US regulations.
 * Adjusting liquidity balance management models due to new regulation
   requirements.
 * Technological expectations to comply with FRTB and Basel 4.
   * Building capacity, governance, and infrastructure to meet requirements.

Xiangyin (Jane) Zheng, Audit Director, BNY Mellon

Oscar Zheng, Executive Director, Head of Model Validation, Natixis CIB Americas

Wei Zhu, Managing Director, Citi

9:45 – 10:20

COMPLIANCE
Defining a model to ensure compliance with regulatory expectations

View Session Details

 * Defining a standard for what constitutes a model
 * Classifying a clear definition of a modeling tool or solution
 * Approaches to dictating if a tool or solution is categorized as a model
   * MRM teams vs. SR117’s definitions of a model
 * Constituting a model and if it needs to be validated outside of SR117’s
   guidance
   * Managing the challenges and scope of validation requirements
 * Managing model risk as a risk and a compliance function
   * Looking at model risk beyond a one-size-fits-all all approach

Janet Shand, SVP – Director of Model Risk Management and Risk Reporting, NYCB




10:20-10:50

Morning refreshment break and networking

10:50-11:25

GENERATIVE AI
Understanding advances of generative AI and incorporating into model risk
management to mitigate risk

View Session Details

 * Looking at AI beyond a model risk management framework
 * Increasing training to understand generative AI to fill gaps
 * Risk management framework vs. model risk management framework
 * Identifying methods to put governance into action for generative AI
 * Addressing the multiple tools and business outcomes of generative AI
 * Utilizing generative AI to drive efficiency and testing technical aspects
 * Risk rating multiple generative AI type models
   * Including privacy and legal teams
 * Testing the accuracy of AI and generative AI



11:25-12:00

MACHINE LEARNING
Developing an effective AI and machine learning model risk management program

View Session Details

 * Increasing number of machine learning models and tools
 * Understanding different algorithms and methodologies
 * Defining who is responsible for machine learning model risk management
 * Data governance in developing machine models
 * Learning landscape and following regulatory changes
 * Machine learning beyond traditional model risk testing
   * Breaking down complexity in methodology, transparency, and technology
 * Understanding AI/ML methodologies and non-transparent principles
 * Approaching and identifying key risk factors to ensure AI/ML models are fit
   for purpose

Aijun Zhang, SVP Machine Learning & Validation Engineering, Wells Fargo




12:00-12:35

LARGE LANGUAGE MODELS
Adapting traditional model risk frameworks to align with large language models

View Session Details

 * Testing and validating large language models
 * Developing a forward-look approach to large language models
 * Understanding the complexity of generative models for large language model
   validation
 * Creating a platform to implement and develop large language models to
   mitigate risks
 * Managing large language models beyond regulatory reporting
 * Building use cases of large language models using NLP
 * Controlling large language models whilst leveraging their functions
 * Transparency and best practices for risk frameworks

Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo




12:35-1:35

Lunch break and networking

1:35-2:10

BIAS AND EXPLAINABILITY
Assessing and monitoring AI, machine learning, and large language models to
avoid bias and toxic results

View Session Details

 * Safeguarding models to avoid reputational risk
 * Balancing model performance, robustness, and fairness
 * Going beyond traditional MRM functions to build models for explainability and
   bias testing
 * Managing uncertainties of acquiring data to ensure models are not biased
 * Transparency and explainability analysis within regulatory expectations
 * Having a consistent approach to bias and explainability
 * Managing stronger requirements for explainability of models in
   medium-to-long-term investing.

Roderick Powell, SVP, Head of Model Risk Management, Ameris Bank




2:10-3:25

BLACK BOX MODELS – PANEL DISCUSSION
Understanding the methodology of black box models and increasing transparency

View Session Details

 * Managing black box inputs and outputs
 * Machine learning tools outside of vendor black box models
   * Developing machine learning models and tools to validate internally
 * Validating machine learning models outside of black box models
 * Transparency with vendor black box models
 * Approaching black box models from a different perspective to further
   understand
   * Having a business approach
 * Obtaining documentation and tools from vendors to understand how the model
   performs well

Seyhun Hepdogan, Director of Analytics, Fifth Third Bank

Moez Hababou, Head of Compliance, CCAR and Credit Models, BNP Paribas

Stephen Hsu, SVP, Head of Model Risk Management, Pacific Western Bank

Janet Shand, SVP & Director, Model Risk Management, NYCB

2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

AI GOVERNANCE 
Mitigating overfitting risk in AI/ML models


View Session Details

 * Model risk and overfitting
 * Why AI/ML models have a tendency to overfit
 * How to detect the overfit condition
 * Mitigating techniques and methods

George Soulellis, Enterprise Model Risk Officer, Freddie Mac




4:00-4:35

AI GOVERNANCE
Operationalizing governance best practices of AI and machine learning models

View Session Details

 * Integrating skill sets and disciplines
 * Governing AI beyond a traditional model space
   * Dealing with ethics, intellectual properties, reputational risks, and cyber
     security Psychology and linguistic experts to manage limitations of AI
     governance
 * Governing AI beyond use case dependency
 * Quantitative tools to measure and manage AI Modeling
 * Meaningfully managing and governing AI/ml with model expansion

Rodanthy Tzani, Head of Model Risk Management, New York Life Insurance Company




4:35-5:10

MODEL INVENTORY
Managing complexities with the ongoing expansion of model risk scope and
inventory

View Session Details

 * Putting enhancements in place to accommodate AI
 * Using 8 categories of Enterprise Risk Management for managing model
   governance and inventory
 * Considering generative AI in model risk inventory
 * Incorporating machine learning models into inventory
   * ChatGPT and Chatbots
 * Governance of new technologies and advanced models
 * Developing replacements for model risk management in inventory
 * Addressing the lack of inventory in risk management

Chris Smigielski, Director of Model Risk Management, Arvest Bank




5:10-5:20

Chair’s closing remarks

5:20

End of day one and drinks reception



Day Two
March 13, 2024


Download event brochure

Secure your place today


8:00 – 8:50

Registration and breakfast



8:50 – 9:00

Chair’s opening remarks

9:00 – 9:45

GLOBAL VOLATILITY – PANEL DISCUSSION
Managing models with continued volatility and geopolitical challenges and the
impact of change

View Session Details

 * Using current data to cross reference climate impact on modeling portfolio
   * Hurricanes, wildfire risks, flooding risks
 * Climate change impacts on ability to provide loans
 * Modelling physical and transition risk
 * Defining climate risk and constituting where it falls within the model
   portfolio
 * Managing the lack of data to foresee climate stress testing
 * Understanding the impact of specific climate stress on the path of
   macroeconomic variable
 * Standards for modeling climate risk

 * 

Alisa Rusanoff, Head of Credit, Crescendo Asset Management

Julia Litvinova, Managing Director, Head of Model Validation and Analytic, State
Street

Deeptha Anand, Head of Model Validation, Societe Generale

9:45-10:20

CLIMATE RISK –
Reviewing the impact of climate risk and incorporating within model risk
management

View Session Details

 * Using current data to cross reference climate impact on modeling portfolio
   * Hurricanes, wildfire risks, flooding risks
 * Climate change impacts on ability to provide loans
 * Modelling physical and transition risk
 * Defining climate risk and constituting where it falls within the model
   portfolio
 * Managing the lack of data to foresee climate stress testing
 * Understanding the impact of specific climate stress on the path of
   macroeconomic variable
 * Standards for modeling climate risk

C.Robin Castelli, Head of Transition Risk Model Development, Citi




10:20-10:50

Morning refreshment break and networking

10:50-11:25


VENDOR MODELS
Leveraging vendor models and building out effective oversight capabilities to
align with internal governance and controls

View Session Details

 * Understanding the risk and controls with third parties and model risk
   management
 * Building relationships with third parties for model risk management
   * Having transparency with third parties
   * Reviewing vendor documentations
 * Developing internal models to mitigate third-party risks
   * Capabilities and resources
 * Aligning with vendors to mitigate impacts and risk
 * Performance measures of vendor models
 * Model validation support to ensure new systems meets all requirement
   * Managing constant changes from the compliance side

Hany Farag, Head of Modeling Methodology, CIBC 




11:25-12:10

MACROECONOMIC ENVIRONMENT – PANEL DISCUSSION
Understanding how models are measuring interest rate exposure and recalibrating
based on market changes

View Session Details

 * Identifying key factors of interest rate risk that models need to capture
 * Adapting models for emerging risk using historical data
 * Adapting model risk processes to identify weaknesses in the framework
   * Addressing limitations imposed by regulators and monetary
 * Measuring risks accurately and having a sufficient view of measuring interest
   rate risk
 * Incorporating important and significant elements
   * ALM – data science problem vs. accounting problem

Katherine Zhang, Managing Director, State Street

Charlie Lu, Former Managing Director, Head of AI/ML Model Risk Management,
Barclays 

George Soulellis, Enterprise Model Risk Officer, Freddie Mac 

Charles Shen, Managing Director, Head of Model Risk Management, Societe Generale




12:10-1:10

Lunch break and networking

1:10-1:45


QUANTIFYING MODEL RISK
Quantification of model risk and the aggregated model portfolio for end-to-end
model risk management

View Session Details

 * Assessing the overall risk of an interconnected model network
 * Developing a quantitative measurement beyond risk ratings
 * Practical and effective ways to quantify model risk
 * Understanding the importance of an aggregated model portfolio to mitigate
   emerging risks
 * Intersection and connection point between models
 * Verifying and monitoring the data between model

Manoj Singh, Managing Director, Model Risk Officer, Bank of America




1:45-2:20


DATA
Managing the evolution of data requirements as model requirements expand

View Session Details

 * Incorporating Covid data into modeling
 * Controlling covid data
 * Updating models using credit loss forecasting models
   * Should Covid data be included in these?
 * Addressing unpredictable Covid data in the models
 * Ensuring models predict credit loss appropriately
 * Addressing credit loss due to unprecedented scenarios
   * Pandemics



2:20-2:55

FRAUD & FINANCIAL CRIME
Managing the increase in fraud and financial crime tools in model risk
management inventory

View Session Details

 * Gathering data to govern and review financial crime tools
 * Fitting in tools into the traditional definition of models
 * Clearly defining financial crime models with regulatory expectations
 * Getting appropriate results from quantitative modeling tools
 * Evaluating conceptual soundness to ensure the model is fit for use
 * Including new dimensions and updating models to capture fraud
 * Capturing potential fraudulent events using fraud detection modeling
   * Building systems to flag potential threats

Ankur Goel, SVP, Head of Consumer and Fraud Modeling, PNC




2:55-3:25

Afternoon refreshment break and networking

3:25-4:00

PERFORMANCE MONITORING
Strengthening model risk management through ongoing performance monitoring

View Session Details

 * Regulatory expectations of ongoing performance monitoring of model risk
   * Tracking and validating model performance
 * Addressing the thresholds of ongoing model performance monitoring
   * Setting tolerance levels on performance
 * Incorporating automation in ongoing performance monitoring
 * Identifying risks between performance reviews

Arthur Robb, Managing Director, Head of Model Risk Management, TIAA




4:00-4:35

CREDIT RISK
Incorporating emerging credit risks into model risk management frameworks and
measuring exposure

View Session Details

 * Measuring model exposure to a high inflation environment
 * Limitations of models and anticipation of risks
 * Adapting concurrent views of model risk to mitigate counterparty credit risk
 * Incorporating modeling metrics into daily risk management
 * Incorporating overlays into models for credit risk management
 * Balance sheet and trading book positioning for decision-making
 * Alignment for business changes in the horizon on credit risk
 * Developing credit risk modeling strategies

Daniel Saunders, Head of Model Risk Management, USAA 




4:35-4:45

Chair’s closing remarks



4:45

End of Congress



Day One
March 12, 2024


Download event brochure

Secure your place today





ADVANCED MODEL RISK USA CONGRESS 2024 SPEAKERS




HEAR FROM SUBJECT MATTER EXPERTS AND INDUSTRY THOUGHT LEADERS




Deeptha Anand
Head of Model Validation
Societe Generale 

Biography



C.Robin Castelli
Head of Transition Risk Model Development
Citi

Biography



Hany Farag
Head of Modelling Methodology
CIBC 

Biography



Ankur Goel
SVP, Head of Consumer and Fraud Modelling
PNC

Biography



Moez Hababou
Head of Compliance, CCAR and Credit Models
BNP Paribas

Biography



Seyhun Hepdogan
Director of Analytics
Fifth Third Bank

Biography



Stephen Hsu
SVP, Head of Model Risk Management
Pacific Western Bank

Biography



Julia Litvinova
Managing Director, Head of Model Validation and Analytic
State Street

Biography



Charlie Lu
Former Managing Director of Model Risk Management
Barclays 

Biography



Roderick Powell
SVP, Head of Model Risk Management
Ameris Bank

Biography



Arthur Robb
 Managing Director, Head of Model Risk Management
 TIAA

Biography



Alisa Rusanoff
Head of Credit
Crescendo Asset Management

Biography



Daniel Saunders
Head of Model Risk Management
USAA

Biography



Janet Shand
SVP – Director of Model Risk Management and Risk Reporting
NYCB

Biography



Charles Shen
Managing Director, Head of Model Risk Management
Societe Generale 

Biography



Manoj Singh
Managing Director, Model Risk Officer
Bank of America

Biography



Chris Smigielski
Director of Model Risk Management
Arvest Bank

Biography



George Soulellis
Enterprise Model Risk Officer
Freddie Mac

Biography



Agus Sudjianto
 EVP, Head of Corporate Model Risk
 Wells Fargo

Biography



Rodanthy Tzani
Head of Model Risk Management
New York Life Insurance Company

Biography



Aijun Zhang
SVP Machine Learning & Validation Engineering
 Wells Fargo

Biography



Katherine Zhang
Managing Director
State Street

Biography



Oscar Zheng
 Executive Director, Head of Model Validation
Natixis CIB Americas

Biography



Xiangyin (Jane) Zheng
Audit Director
BNY Mellon

Biography



Wei Zhu
Managing Director
Citi

Biography






VIEW FULL AGENDA
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To discuss how we can deliver your thought-leadership at the event, help you
generate leads, and provide you with unique networking and branding
opportunities, please contact sales@cefpro.com or call us on +1 888 677 7007 for
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PAST INCLUDE:








VENUE & FAQS

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NEARBY ACCOMMODATION


Accommodation is not available at the venue, however there are a selection of
nearby hotels to choose from. Click here to find out more.




FREQUENTLY ASKED QUESTIONS


FREQUENTLY ASKED QUESTIONS




CAN I SHARE MY THOUGHT LEADERSHIP AT ADVANCED MODEL RISK USA?

CeFPro are happy to discuss speaking opportunities at the Advanced Model Risk
Congress. For further information on this please
contact production@cefpro.com if you are from a financial institutions
/ sales@cefpro.com if you are an information/service provider or call us on +1
888 677 7007




WILL THERE BE OPPORTUNITIES TO NETWORK WITH OTHER ATTENDEES?

There are ample opportunities for networking and interaction throughout the
Congress, such as:



 * Breakfast, lunch and refreshment breaks
 * Drinks reception at the end of day-1
 * Q&As, panel discussions, and audience participation technology




WHAT IS INCLUDED WITHIN THE REGISTRATION FEE?

Registration includes breakfast, refreshment breaks, lunches, the drinks
reception at the end of day-1, full access to the sessions and exhibition area.
Presentations from the sessions are also available via our post-event website,
available on CeFPro Connect under Course Materials once the Congress has taken
place.


WHERE CAN I FIND THE CONGRESS DOCUMENTATION AND SPEAKER PRESENTATIONS?

All registered attendees will receive an email with access to documentation and
speaker presentations after the Congress*. We will work with our presenters to
include as many presentations as possible on our App during the Congress.



* Please note that our speakers often have to gain permission from their
relevant compliance departments to release their presentations. On rare
occasions compliance may not allow presentations to be distributed.


WILL BREAKFAST, LUNCH AND REFRESHMENT BE PROVIDED?

Yes. As with all of our events, the Center for Financial Professionals will be
providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites
during the networking breaks.


ARE THERE ANY RULES ON DRESS CODE?

Business attire is requested. The Congress is a formal opportunity to network
with like-minded professionals and to gain knowledge from the industry’s finest
risk management experts.


ARE CPE CREDITS AVAILABLE?

Yes, CPE Credits are available for the Advanced Model Risk Congress. Please
contact marketing@cefpro.com for more information.


REGISTER


SUPER EARLY BIRD RATE | JANUARY 12


Representing a financial institution or government body
$799

E.g. Bank, Insurance company, Asset manager, Regulator

Representing an information or service provider
$1499

E.g. Consultant, Vendor, Executive search firm, Law firm

REGISTER HERE

Register for Advanced Model Risk USA and join the likes of 100+ industry
professionals and subject matter experts looking to engage in meaningful
conversation and discuss the latest sector developments, trends, and challenges.

Register before November 17 to take full advantage of our launch rate special
offer.

Need assistance with your registration? Get in touch with us via email below, or
call us on + 1 888 677 7007

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*To qualify for the preferential rates above, registration must be received by
the close of business of the specific end date for each rate. Payment can be
made at the time of registering, or up to a week after an invoice has been sent.
CeFPro reserves the right to increase rates should payment be delayed
significantly. Should a delegate register at a rate that is inaccurate, CeFPro
reserves the right to issue an additional invoice for the outstanding amount.


A 2-IN-1 CONFERENCE

By registering to attend Fraud & Financial Crime USA, you will also gain
complete access to Advanced Model Risk USA which will be held in the same venue!
Take advantage of this unique opportunity to pick and choose which sessions you
want to engage in across two events, all for the price of one.

With 2 congresses taking place in 1 and over 40 sessions to listen in to across
2 streams, get your team on board and take advantage of our group booking offers
– Buy 2 get the 3rd half price. Buy 4, get the 5th for free!

 

Get in touch for group bookings



FRAUD & FINANCIAL CRIME USA

Reviewing the current financial landscape and leveraging technology to stay
ahead.

An extensive two-day Congress focusing on topical areas within both Fraud and
Financial Crime. The Congress will focus on keeping pace with growing attacks
and complex regulatory changes.  Featuring presentations, panel discussions and
insights from more than 20 industry professionals, this is the forum for
like-minded professionals to network, exchange ideas and advance their
knowledge.

Find out more



KEY HIGHLIGHTS

 * AML ACT:
   Developing an implementation roadmap for upcoming AML Act

 * CYBERSECURITY AND RANSOMWARE:
   Enhancing cyber defenses to protect against evolving threats including
   ransomware

 * CRYPTOCURRENCY:
   Navigating crypto exchanges as they are unregulated and setting appropriate
   risk appetite

 * SCAMS:
   Reviewing the wide variety of scam tactics and ways to stay ahead


 * SANCTIONS:
   Navigating the ever evolving sanctions regime and leveraging technology to
   identify sanctions evasion

 * GEOPOLITICAL RISK:
   Reviewing the impact of global geopolitical volatility on financial crime

 * CHECK FRAUD:
   Mitigating risk of check fraud and capturing early to minimize losses

 * AI & MACHINE LEARNING:
   Exploring the benefits of AI & Machine learning in internal programs and
   seeing how this can be leveraged to prevent fraud and financial crime

View full agenda



KEY SPEAKERS

Dave Wildner,
Managing Director,
BNY Mellon

Brian Siegal
Global Head of Fraud Risk,
Barclays

Deepthi Machavaram
Global Head of Digital Financial Crimes Compliance Advisory
Morgan Stanley

Vikas Tandon
Global Head Institutional Client Group (KYC) Operations Control
Citi

Milana Salzman
Managing Director and Associate General Counsel
MUFG



Brendan Purcell
Senior Director, Fraud Detection
TIAA

Mike Greenman
Chief Counsel, Financial Crimes Legal
US Bank

William Voorhees
Head of Enterprise Fraud
Truist Financial

James De Rugeriis
Antiboycott Compliance Officer
Wells Fargo

Erika Alders
Managing Director and Managing Counsel, Head of US Regulatory Legal
State Street

View speaker lineup


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 * Speaker reveals
 * Agenda updates
 * Access to exclusive discounts






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generate leads, and provide you with unique networking and branding
opportunities, please contact sales@cefpro.com or call us at +1 888 677 7007 for
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