Anant is the Head of AI Risk Management at CIMCON Software, where he is responsible for creating innovative technological solutions that operationalize AI risk management based on regulatory guidelines and AI risk standards.  Prior to CIMCON, Anant was a Product Manager at Roblox where he drove the product vision for Roblox’s Search & Recommendation algorithms using ML/AI. Anant has dual degrees in Statistics and Data Science, as well as Information Systems, from Carnegie Mellon University.

Thomas Aliff is a risk and data science executive with decades of experience in statistical modeling, data analysis, and analytics consulting. He currently leads the Risk Advisors Practice for Equifax, working with customers across industries to create actionable strategies to maximize growth and mitigate risk in an ever changing ecosystem. He has served in various leadership roles within Data & Analytics Consulting and the U.S. Consumer & Commercial Analytics Group.

Prior to joining Equifax, Thomas held risk modeling and consulting roles at Experian and American General Finance. Thomas holds a Master of Science in Applied Statistics from Purdue University and a Bachelor of Science degree in Mathematics with a concentration in Statistics, also from Purdue University.

Deeptha Anand is an experienced banking professional with 15+ years of experience of risk management of exotic market and model risk of investment banking and trading. Most recently, she was the Head of Model Validation in SG AMER, responsible for validation and managing model risk of all market facing models within SG Americas. Formerly, she worked as a senior risk specialist in Prudential Regulatory Authority, Bank of England, UK, reviewing complex portfolios and exotic risks of large globally systemic banks. Before that, she worked as a structurer for several years developing Structured Products and Payoffs for HNW clients at Citi.

Imir Arifi manages three operating units within Group Compliance at UBS spanning centralized AI development activities in US, model development activities in the Americas, and Global Model Governance (vendor model) activities.

Prior to joining UBS, he served in various leadership roles in model development & validation covering credit risk, market risk, operational risk, PPNR, and compliance modelling. Over the last five years he has focused on Artificial Intelligence and Machine Learning, executing use cases for banks, insurance companies, and institutional grade hedge funds. He holds a PhD from the Illinois Institute of Technology in Chicago where his research fused financial engineering with operations research, covering Credit Risk management and predicting CDS spreads.

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.

As Chief Product Officer. Mehdi is responsible for advancing ValidMind’s product portfolio as the company continues to scale its reach across financial services and insurance industries. Previously, Mehdi was VP of Product at Zenon.ai, a solution focused on Al-enabled automation for financial services, healthcare, and technology-focused B2B. Prior to founding ValidMind, he was Chief of Staff to the CDAO at AMEX and Analytics consultant at Booz Allen.

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.

Jos Gheerardyn is the co-founder and CEO of Yields.io, a company that provides a SaaS platform for financial institutions to streamline model risk management activities. Prior to his current role he worked as both a manager and an analyst in the field of quantitative finance. Over the past 15 years he has been working with leading international investment banks and start-up companies. Jos is the author of multiple patents which apply quantitative risk management techniques to imbalanced markets. Jos holds a PhD in superstring theory from the University of Leuven.

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 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 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.

Biography coming soon.

Nikolai Kukharkin is a Managing Director, Head of Quantitative Risk Control at MUFG. His team is responsible for MUFG Americas Model Risk Management program, including model validation, EUC testing, control, and model governance activities.
Nikolai has 25 years of experience in quantitative finance, focusing on model risk assessment and management. Before joining MUFG he was a Head of Model Risk Management at TIAA for three and a half years. Prior to that Nikolai spent 14 years with UBS, where he held various roles within Risk Control function, most notably serving as a Global Head of Model Risk Management & Control, where he led the design and implementation of a complete Model Risk Management framework. Previously, Nikolai also worked as a model risk officer at JPMorganChase Model Review Group for 5 years.

Nikolai holds a PhD in Plasma Physics from Moscow Institute of Physics and Technology and, prior to his career in finance, he worked as a research physicist in nuclear fusion and hydrodynamics in Russia and later in the Department of Mechanical and Aerospace Engineering at Princeton University.

Aleksey Leksanov has been leading Model Risk Management at Mizuho USA since December of 2022. Prior to the latest move he spent 8 year at Deutsche Bank where he lead Americas Model Validation Team and worked as an IB strat. Before joining DB Aleksey was a Portfolio Manager/ Investment Analyst and lead Model development at Apollo (via acquisition of Stone Tower Capital). Prior to his start on Wall Street in 2004 Aleksey worked at Hughes Network System as an embedded software engineer. He graduated from the Pennsylvania State University in 2000 with PhD in Physics.

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 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.

Sal Rehmetullah is a highly accomplished entrepreneur and business
leader, known for his innovative contributions to the payments
technology industry. He is currently the Founder and CEO of Worth AI,
an innovative fintech firm revolutionizing small business risk
underwriting management and onboarding by eliminating human biases.

Prior to this venture, Sal was the co-founder and president of Stax
Payments, leading the company to over $120M+ in ARR and to becoming a
leading provider of cloud-based payments technology solutions, serving
clients across a wide range of industries. Sal’s leadership was
instrumental in the rapid growth of Stax, which has achieved unicorn
status with a valuation of over $1 billion, and reported triple-digit
revenue growth year-over-year since its founding.

Sal has extensive experience in go to market development, product
management, and business strategy, having held leadership positions at
several technology companies prior to founding Stax. He has
demonstrated his business acumen outside of payments technology,
having served as a senior sales executive at Anaplan as well as
leading the customer success division globally for 4 years. Prior to
Anaplan, Sal led global transformation work at Deloitte Consulting
building sales teams and go-to-market motions globally for fortune 50
technology companies. Sal lived in over 30 countries leading the
transformations for companies such as Hewlett Packard, Symantec and
Dell.

Sal holds a bachelor’s degree in Finance from the University of
Florida. In his free time, Sal loves to spend time traveling the
world, golfing and attending as many sporting events as possible with
the ultimate goal of owning an NBA team one day.

Alberto is a Partner at Solytics Partners leading development of advanced analytics solutions global banks, insurers, and financial institutions. His expertise extends across in model governance, model risk management, actuarial sciences, and ESG and climate risk.

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 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 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’.

Dan serves as Head of Model Risk Management (MRM) at USAA and is responsible for leading all aspects of the MRM program. In this role, he chairs the Model Risk Committee and is accountable for Model Governance (Policy, Standards, Procedures, Inventory Management, and Risk Reporting) and Model Validation of all mathematical, financial, statistical, actuarial, AI/ML and qualitative models. Dan also leads program integrations with control testing and RCSA, third party risk management, privacy, compliance, and legal to ensure a comprehensive yet streamlined approach to managing model risk for the organization.

Dan joined USAA in June 2015. Prior to joining this, he worked as an academic and held many teaching roles across the California State University – Channel Islands, the University of California – Santa Barbara and the University of Kansas, teaching courses in microeconomics, macroeconomics, econometrics, corporate finance, probability and statistics, and mathematics. He holds a Ph.D. degree in Economics from the University of California – Santa Barbara, where he specialized in behavioral economics and finance.

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 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.

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 currently serves as Enterprise Model Risk Officer for Freddie Mac with overall responsibility for model risk management in the firm. Previously, he served as Managing Director, Risk Analytics for Barclays Bank in the UK, overseeing model development and analytics. He has also held leadership positions in the risk management/modelling/analytics space at Citigroup, General Electric and JP Morgan Chase. His interests primarily lie in model uncertainty measurement, model risk under extrapolation, machine learning methods and modelling for capital requirements.

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.

Dr. Rodanthy Tzani is a Vice President and Head of Model Risk Management in New York Life Insurance Company, where she joined in 2018 and successfully built the Model Risk Management function of the company. She is currently working on establishing a cross-functional, Responsible AI Governance Framework. From 2009 to 2017 she was a Supervising Examiner and Risk Analytics Manager in the Supervision Group of the Federal Reserve Bank of New York. During her tenure at the Fed, she led numerous examinations evaluating all types of models and approaches used by large domestic and foreign banks (Systemically Important Financial Institutions). Dr. Tzani oversaw model risk across the Systemically Important Insurance Companies while they were under the Fed’s supervision and established supervising standards for insurance model risk. She was instrumental in establishing supervisory standards, working with leaders within the Federal Reserve System, and led her team’s effort in testing a Large Language Model.
Before joining the Fed, Dr. Tzani was the Head of the Structured Finance Risk Management at ACA Capital, where she oversaw the restructuring and winding down of the company during the 2008 crisis. Prior to that she was a Vice President with the Derivatives Group of Moody’s Investors Service.
Dr. Tzani holds a Ph.D. in Theoretical Physics from the City College of CUNY and has spent time in academia conducting research in various universities in Europe and the USA before moving to finance in 2001. She has published numerous papers in refereed journals both in physics and finance.

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 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 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

Company biography coming soon.

Company biography coming soon.

The Worth AI’s Risk Management and Underwriting Platform is an innovative solution designed to revolutionize the underwriting and onboarding processes for financial institutions, fintech companies, high-tech firms, payment facilitators, ISVs, and insurance providers. The platform aims to address the current challenges and inefficiencies in the industry by offering a consolidated, AI-powered approach to underwriting and onboarding.

By eliminating manual tasks, providing comprehensive portfolio visibility, and leveraging advanced AI-driven risk modeling, Worth’s Platform seeks to deliver a superior user experience, consistent decision-making, and improved risk assessment for enterprise business owners. Visit us at www.worthai.com.

Solytics Partners is a RiskTech100 firm at the forefront of innovation in the global financial landscape. Solytics combines deep domain expertise in Risk, AML, data analytics and ESG along with strong technology and advanced analytics capabilities, to future-proof financial institutions in a dynamic regulatory and technology landscape. Our suite of advanced analytics solutions and a sophisticated “accelerated delivery” framework, speeds up the value creation for client across the spectrum of model development, model validation, model governance, and stress testing, essentially solving the complexities of model deployment and ensuring financial institutions remain resilient and competitive in an ever-evolving world.

ValidMind will be sponsoring CeFPro’s Advanced Model Risk Congress 2024