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.

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.

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.

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.

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

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.