Agenda
Agenda
Agenda
October 8, 2024 - 9am EDT / 2pm GMT - Credit Risk and ALM
09:00 – 09:01
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:01 – 09:10
Overview from Chartis Research: Evolving credit risk landscape
Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.
09:10 – 09:30
Panel Discussion: The rise of private credit - operational challenges and opportunities
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Bernadette Kogler is co-founder, board member and CEO of RiskSpan Inc., a leading technology provider of data management and analytics for the mortgage and structured finance industry. Bernadette is a dynamic, hands-on executive with the ability to oversee complex technical initiatives while also managing the day-to-day operations of a growing firm. As CEO, Bernadette has led the transformation of RiskSpan from a small advisory-based business to a Fintech with a recurring SaaS revenue model that dramatically increased the firm’s value. The company’s software, with average growth of 30% YOY, is now licensed by 80+ blue-chip institutional asset managers, mortgage banks and the Federal Government. Bernadette is a forward-thinking leader that drives transformation across housing finance and investment management. She co-holds a patent for innovative technology that generates securitization disclosures; has authored numerous thought-leadership whitepapers; and is a frequent speaker on industry issues and business transformation. She brings an entrepreneurial spirit to all that she does and encourages all to challenge the status quo.
As one of few female CEO’s in tech, Bernadette has been a champion of promoting and empowering female leaders throughout her career. In her various roles with the Structured Finance Association, Women in Housing and Finance (DC), the Villanova School of Business, and other organizations, she strives to encourage and support professional women in finance and tech. Prior to founding her own firm, Bernadette spent ten years with KPMG’s Mortgage & Structured Finance Practice advising some of the nation’s largest financial institutions and mortgage banks. She began her career as an analyst with Prudential Insurance Company. She holds a BS in Finance from Villanova University and an MBA from Seton Hall University.
09:30 – 09:45
Fireside Chat: Transformation in the banking book and the intermediation
Shifts in market structure. Processing, valuation and risk management infrastructure.
Over 20 years of banking experience focused on managing credit and other banking risks in challenging markets.
Joined Banque BEMO in 1999, Lebanon’s most reputed corporate and private bank with a presence in Lebanon, Cyprus, Luxembourg, and Paris. Was a member of the group in charge of establishing the first private bank in Syria in a joint venture between Banque BEMO and Banque Saudi Fransi which is affiliated with Crédit Agricole. Nominated in 2006 as Chief Credit and Risk Officer for the new Syrian bank which expanded quickly to become Syria’s largest private bank. Managed successfully credit and all banking risks in times of expansion and during the crisis.
Joined the Lebanese Cedrus Banking Group in 2015 as Group Chief Credit and Risk Officer and helped in the consolidation and enhancement of credit and risk management activities of 2 banks, Cedrus Bank (commercial and retail banking) and Cedrus Invest Bank (private and investment banking) while escorting the expansion of the Group inside Lebanon in a challenging environment.
Recently, joined Afghanistan International Bank.
Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.
09:45 – 10:05
Panel Discussion: Leveraging data for enhanced credit risk management
The role of data in improving credit risk assessment and management, focusing on regulatory perspectives.
With a unique skill set that combines more than 15 years of business and technology experience driving product strategy, partnerships, business solutions, and development, Anish’s focus is to lead and build out Chartis’ offerings in the core banking and RegTech space. Before joining Chartis Research, he held senior positions with market-leading companies such as AxiomSL (now Adenza), Temenos, and Grant Thornton, focusing on the areas of core banking, regulatory compliance, risk management, financial accounting, and regulatory reporting. Anish is a qualified chartered accountant and holds a Systems Auditor certification from the Institute of Chartered Accountants of India
Kevin King
Vice President of Credit Risk and Marketing Strategy in Business Services
LexisNexis Risk Solutions
Kevin King, Vice President of Credit Risk and Marketing Strategy, has nearly 20 years of experience in alternative credit data and risk analytics, having served in a variety of strategic and leadership roles at LexisNexis Risk solutions, and formerly at ID Analytics. In each of these roles, King has focused on providing financial services and telecommunications companies with a more complete view into consumer credit worthiness, enabling enterprises to expand financial inclusion and refine lending decisions across every consumer segment. A driving force in the industry for credit thought leadership, he has authored numerous whitepapers on a range of topics spanning credit and identity risk and routinely speaks on these topics at industry events. King holds a B.A. from the University of Colorado.
10:05 – 10:40
Panel Discussion: Innovations in ALM- quantifying and hedging balance sheet risks
New techniques in ALM, with a focus on risk quantification and hedging strategies
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Donald R. van Deventer
Managing director and Co-chair of the Center for Applied Quantitative Finance in the Risk Research and Quantitative Solutions division
SAS Institute Inc
Donald R. van Deventer is Managing Director and co-chair of the Center for Applied Quantitative Finance in the Risk Research and Quantitative Solutions division of SAS Institute Inc. Prior to the SAS acquisition of Kamakura Corporation in June, 2022, Dr. van Deventer was Chairman and Chief Executive Office since founding the company in April, 1990. He is the author of Advanced Financial Risk Management and three other risk management books.
Dr. van Deventer was senior vice president in the Tokyo investment banking department of Lehman Brothers from 1987 to 1990. From 1982 to 1987, Dr. van Deventer headed the funding department for First Interstate Bancorp in Los Angeles. Dr. van Deventer was a Vice President in the risk management department of Security Pacific National Bank from 1977 to 1982.
Dr. van Deventer holds a Ph.D. in Business Economics from Harvard University. Dr. van Deventer also holds a degree in mathematics and economics from Occidental College, where he graduated second in his class, summa cum laude, and Phi Beta Kappa
Vinaya Sharma is an Actuary and Managing Director at QRM. He has been involved in a variety of roles ranging from actuarial modeling to client management and business development for financial institutions and insurance companies around the globe. Prior to joining QRM, he helped lead his employer’s Enterprise Risk Management initiative and was active in the Society of Actuaries Risk Management Task Force. He is a Fellow in the Society of Actuaries, a Chartered Enterprise Risk Analyst, and holds the PRM designation from PRMIA.
Alessio Gioia, born in Suzzara (Mantova) in 1971, married, two daughters. Graduated from the Catholic University of the Sacred Heart in Milan in 1996 in Banking, Financial and Insurance Sciences with a thesis on Asset Backed securitization. Entering, immediately after graduation, in the world of operational finance as a currency market trader with a broker, he had the opportunity to deepen the logic of approach to proprietary trading and portfolio management. Later he gained experience as a "prop trader and portfolio manager" in banks and asset management companies. In the recent past he worked as Head of ALM and Banking Book and investment manager for two of the most important Italian banks.
For some years he has been a Visiting Fellow for the Università Cattolica S. Cuore - Faculty of Economics and Globalized Financial Markets. He is author of several scientific articles on finance in international journals. He is currently Head of Economic and Finance Department of the diocese of Mantua.
10:40 – 11:00
ALM in Insurance Spotlight Fireside Chat: Managing Economic Scenario Generators
The use of Economic Scenario Generators in different contexts
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Matthew Lightwood, Ph.D, BSC (HONS), is a Managing Director at Conning where he is responsible for product management, quantitative modeling and providing technical expertise in economic modeling to support both prospective and new clients using the GEMS® economic scenario generator. Prior to joining Conning in 2009, he was employed as a Senior Risk Consultant, where he was responsible for financial modeling as well as managing and implementing large professional services projects for financial clients. Matthew is a graduate of the University of Manchester and University College London, where he earned a BSC (HONS) in Physics with Astrophysics and a Ph.D in High Energy Particle Physics.
Daniel Schobel is an actuary in Numerix 's Client Solutions Group, where he collaborates with clients to create Economic Scenario Generators that meet regulatory requirements and support effective risk management. Drawing on his extensive actuarial knowledge and proficiency with advanced analytics tools, Daniel helps clients optimize their economic scenarios and develop strategies to mitigate potential financial risks.
Before joining Numerix, Daniel spent five years at New York Life in roles related to valuation, annuity pricing, and scenario generation. During this time, he was responsible for calibrating and generating market-consistent and real-world scenarios for purposes such as economic capital, stochastic product pricing, VA guarantee valuation, and surplus-at-risk. Daniel's broad expertise in these areas has made him an invaluable asset to both his current and former employers, and he is widely respected throughout the actuarial community for his skill and knowledge.
11:00 – 11:15
RiskTech100 Winners' rankings, 100-51 and category winners
11:15 – 11:35
Exclusive winner interviews: video promotions with award winners
11:35 – 11:36
Closing remarks
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
October 9, 2024 - 9am EDT / 2pm GMT - NFR and Analytical Tools and Services delivery frameworks
09:00 – 09:01
Welcome Message
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.
09:01 – 09:10
Overview from Chartis Research: The New World of GRC and Technological Integration
Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.
09:10 – 09:30
Panel Discussion: Integrating AI and statistical techniques in GRC
How AI and advanced analytics are transforming GRC processes, including model validation and challenges, and predicting risks
Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.
Jay is currently serving as the Head of Data Governance for Financial Crimes Compliance at State Street Bank and Trust, where his role involves overseeing data management priorities and ensuring compliance with financial crimes regulations. Jay has demonstrated his leadership skills throughout his career by successfully leading various initiatives, including cloud transformation programs, building scalable data lakes, and enabling on-demand analytics.
With extensive experience in Credit, Market, and Operational Risk Management domains, Jay has a proven track record of leveraging data analytics to derive valuable insights and make informed decisions that mitigate risks and improve operational efficiency. Jay also has extensive experience working with Front-office and Currency Management systems supporting sales and trading teams. He has hands-one experience in graph data modeling, data fabric and data mesh architecture, and their application in mapping data domains within the financial services industry.
Jay has also utilized machine learning techniques, predictive analytics, and simulation to tackle credit risk and anti-money laundering challenges, resulting in optimized processes. He has been an early advocate for adopting Generative AI in enterprise applications while incorporating ethical considerations.
His knowledge and experience extend to the fintech industry, covering emerging technologies, digital banking, cryptocurrencies, and disruptive technologies. As an entrepreneur, Jay founded a startup and successfully launched a payment processing app, integrating it seamlessly with core banking platforms. Jay is also a frequent speaker on financial crimes compliance, risk management, predictive data analytics, product development and blockchain/crypto compliance topics at various industry conferences.
Jay brings a strong executive presence, an entrepreneurial mindset, and a keen ability to generate innovative ideas and solutions backed by empirical data. His expertise lies in data governance, financial crimes compliance, risk management, cloud transformation, and the successful adoption of cutting-edge technologies to drive business growth and operational efficiency.
Jess is an experienced communications and strategy professional with a particular interest in corporate intelligence and how technology can enhance and transform working practices and outputs.
Jess currently leads Xapien’s communications and marketing strategy. Xapien is an automated background research platform used by any organisations which needs to distil decision-ready insights from the vast and ever-expanding information space. She has hands on experience of using the tool from her former role at international strategic communications company C|T Group where she specialised in complex open source intelligence investigations for corporate and government clients.
During her seven years in strategic communications, Jess developed experience of all stages of political and corporate campaigns, from research and analysis to strategy development, coordination, implementation, and engagement. Her work has supported clients in complex disputes, investigations and litigation. She has worked on African, Middle Eastern, European and Latin American-focused projects.
Jess speaks fluent French, has a degree in Philosophy and French from the University of Oxford.
09:30 – 10:00
Panel Discussion The Role of GRC in ensuring operational resilience
Operational resilience in the context of the Digital Operational Resilience Act (DORA) and its implications for financial institutions.
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Andreas Schmitz has been at the forefront of revolutionizing the governance, risk, and compliance (GRC) landscape as the Managing Director of CRISAM. Leveraging the latest in artificial intelligence technologies (CRISAM.AI), Andreas brings over a decade of expertise in risk management, finance, and technology. His innovative approach has transformed enterprise risk management into a strategic asset, driving value for international companies and setting new standards in the industry.
Dan DeRosa is a marketing and product management leader for enterprise software. He joined Archer as chief marketing officer in early 2024, and is working on advancing Archer’s compliance and risk solutions, and next generation risk management platform.
Dan’s career spans several enterprise software and services sectors including cyber and information security, facilities and asset management, credit and risk management, enterprise resource planning, customer relationship management, human capital management, and telecommunications.
In addition to Archer, Dan has worked at Eptura, Revalize, BeyondTrust, SecureWorks, FIS, Sage Software, ADP, D&B and AT&T. Dan started his career at NYNEX Business Systems in 1989.
Bobby Thomas is a seasoned Risk Management Professional with nearly 2 decades of extensive experience primarily in the insurance industry specialising in Risk Management, Internal Process Controls and Analytics.
He has primarily been with the Prudential Group in India (ICICI Prudential) where he was Vice President – Operational Risk before moving to Prudential Assurance Company Singapore as the Head of Risk Analytics and then moving as an Innovation Lead. In his current role, he is the Head of Governance and Analytics, Strategic Partnerships, Regional Technology with Prudential Corporation Asia. His passion lies in Risk mitigation and control using Technology and Analytics. In his last role in Innovation, he worked on solutions with various Fintech partners across the globe to identify best in class solutions.
By way of education, Bobby is an :
- MBA
- PG in Enterprise Management
- PG in Cyber Laws
- PG in Intellectual Property Rights
- ILPSE – INSEAD Leadership Program for Senior Executives
- CISA – Certified Information Systems Auditor
Bobby is also an ICICI Group Leadership Award winner and a subject matter expert in areas of Risk Management where he shares his knowledge on the subject with various external bodies as well
10:00 – 10:30
Panel Discussion: The Impact of AI on data management and operational efficiency
The evolving landscape of data management with the rise of AI and its impact on financial services.
Maryam focuses on risk-aware accounting and advanced analytics in financial risk management and has been a lead analyst and author on a variety of industry and thought-leadership reports covering areas including insurance risk systems, asset and liability management, and credit risk analytics. She also works on Chartis’ governance, risk management, and compliance (GRC) research, focusing on model risk management, and runs Chartis’ production, specializing in visualizations. Maryam holds a first-class BA Honours from the London School of Economics and is currently completing a master's degree in computation and cognition; she also has a certificate in Risk in Financial Services from the Chartered Institute for Securities & Investment.
Julia is an Adjunct Professor at the NYU Stern School of Business, CEO of Data4Real, LLC, a Board Advisor to several startups and Chair of Technology Advisory Council of Women Leaders in Data and AI (WLDA).
She is a recognized thought leader in data driven digital transformation with over 25 years of experience in building technology and business capabilities that enable business growth, innovation, and agility. Julia has led transformational initiatives in many financial services companies such as Voya Financial, Deutsche Bank Citi, FINRA, Freddie Mac, and others.
Julia is a much sought-after speaker and mentor in the industry, and she has received recognition across the industry for her significant contributions. She has been named to engatica 2023 list of World’s Top 200 Business and Technology Innovators; received 2022 WLDA Changemaker in AI award; has been named to CDO Magazine’s List of Global Data Power Women three years in the row; named Top 150 Business Transformation Leader by Constellation Research in 2019; and recognized as the Best Data Management Practitioner by A-Team Data Management Insight in 2017.
She holds a Master of Arts in Economics from New York University.
Curt is the Chief Technology Officer at SS&C for Algorithmics and Blue Prism. In this role, he leads the R&D for SS&C’s award-winning risk management, intelligent automation, and business process management solutions. Currently, Curt’s teams are focused on three key themes: cloud, performance, and enhanced user experiences. Curt holds an MBA in Financial Engineering from MIT and a BA with a double major in Computer Science and Mathematics from Cornell University.
10:30 – 11:00
Fireside chat: Data Governance and Risk in the Age of AI
How does AI solve for the complexity in data management in different GRC contexts
Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.
Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Nicole is a Data Scientist & Quantitative Researcher currently working as Chief AI Officer & Head of Quantitative Research at quantmate. Alongside her roles in this organization, she also serves as an AI consultant, leading workshops and guiding companies from AI concept to deployment. As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a frequent speaker at AI and Quantitative Finance conferences and events. She is the author of Mathematics for Machine Learning with NLP and Python and Transformers in Action with Manning Publications, and the author of the (forthcoming) book Transformers: The Definitive Guide by O’Reilly Media.
11:00 – 11:15
Entity Data and Financial Crime Spotlight Fireside Chat: Evolving market for entity
Exploring the universe of entity data in KYC and AML
Nick is research specialist focusing on the Financial Crime and Fraud markets. Nick joined Chartis from LexisNexis Risk Solutions, where he led the Insight function delivering strategic research and intelligence in the Fields of Financial Crime, Payments, Fraud and Cybercrime.
Prior to LNR, Nick had In a 15-year career across Banking, Government, Payments and Private Equity leading research, analytics and strategic planning teams.
Nick’s career in banking and finance across Barclays, Lloyds and RBS, has exposed him to a broad range of focus areas including Treasury Services, Retail, Corporate and Private banking with focus on growth, international expansion, transformation and risk. Through his varied career and educational background in Economics and Management Nick adopts a macro-to-micro approach to problem diagnostics and solution.
Annegret is a Senior Manager in PwC UK’s Financial Crime practice focusing on helping organisations modernise financial crime prevention and detection through better use of data and advanced analytics such as machine learning.
Over the past decade, Annegret has advised tier-1, non-bank FI and fintechs on the adoption of new and emerging technologies across Anti-Money-Laundering, Know-Your-Customer, Investigations and Fraud. Most recently and prior to joining PwC, Annegret acted as Director of Production Solutions and interim Head of Financial Crime developing machine learning-based transaction monitoring and real-time fraud detection.
11:15 – 11:20
RiskTech100 Winners' rankings, 50-1 and category winners
11:20 – 11:35
Exclusive winner interviews: video promotions with award winners
11:35 – 11:36
Closing remarks
Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.