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Agenda Speakers

 
    Discussion Points:

• Use technology to bring model risk management strategies to life
• How to document model development decisions in one centralized platform
• How to establish and maintain a model inventory that supports your internal policies and procedures across all business units
• How to engage the board, senior management, and internal audit teams in the review and validation process
   

Speakers
		Paul Peeling Senior Technical Consultant, MathWorks Paul Peeling is a senior technical consultant at MathWorks, specializing in data analytics and signal processing. He works with customers to apply machine learning and data mining techniques to solve engineering problems, use robust software development techniques for writing code and graphical user interfaces; and optimize, verify, and deploy signal processing algorithms on embedded platforms. Prior to joining MathWorks in 2011, Paul worked at Featurespace, applying pattern recognition techniques to detect and combat online fraud. Paul has a Ph.D. in statistical signal processing from the University of Cambridge.
		Laurent-Olivier Valigny Global Head of Valuation Risks, HSBC Laurent-Olivier Valigny started as a consultant in a financial software company (Concept Banque et Finance); he moved to Societe Generale in 1991 as a trading floor manager in the Treasury Department; he then pursued various positions in the area of proprietary trading and market risk management in the fixed income and foreign exchange departments; Laurent-Olivier Valigny joined HSBC in 2005, in charge of market risk & valuation controls in Paris; He is now Global Head of Valuation Risks with the Global Product Control . Laurent-Olivier VALIGNY is a member of PRMIA Board, Paris Chapter and a regular lecturer in numerous French Universities and Forum.
		Christophe Drozo Head of Model Risk Management, NATIXIS I have a broad experience in Risk in Corporate and Investment Banking. I am currently heading Natixis Model Risk Management after I set up the Risk Models Independent Validation team, covering the risk models on capital markets activities. I previously worked as XVA Senior Project Manager for Natixis, in charge of accompanying the set-up of the XVA desk in terms of transversal coordination and models and processes design for the XVA management. For several years I have been heading the Global Risk Analytics department of Natixis in charge of defining and delivering the risk management models and tools for Natixis CIB.  Prior to this, I headed the Risk Analytics team of BNP Paribas Prime Brokerage platform after several years as a quantitative analyst on interest rates derivatives.
		Anne-Cécile Krieg Deputy Head of Model Risk Management, Societe Generale Anne-Cécile is currently Deputy Head of Model Risk Management at Société Générale; she supervises models’ governance and a Group  dedicated Program, which aims at deploying model risk culture and practices among the three lines of defense. Her diverse background in the banking industry as independent reviewer of regulatory models, CIB strategist and structuring engineer for institutional clients provides her a large view on the model life cycle, combined with a deep knowledge on various model types.

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