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Agenda

Speakers

Date:
TBD

Time:
5:00 p.m. - 7:15 p.m.

 
Location:
Société Générale

Speakers
		Benoit Genest, Partner, Chappuis Halder Benoit, Senior Partner within Chappuis Halder since 2013 and Board member, is also the Managing Director of both London and Budapest offices. Benoit is heading the Risk & Finance practice and the Analytics Team (30 people in total located in NYC, London, Paris, Budapest, NYC and Montreal). He has extensive experience in managing strategical, technical and quantitative wide-scope projects, especially those dealing with modelling in financial industries.  Leading the R&D department of Chappuis Halder since 2013, he also develops new original Risk management technics (Catastrophe bond pricing, Back testing automation …) using AI, machine learning technics. Previously, Benoit spent 17 years within consulting firms (EY & PwC) dedicated to Financial Services sector. He oversaw the Risk modelling team with which he has established and reviewed multiples aspects of bank strategic issues (Credit risk, Risk appetite ICAAP and economic capital, ALM, Stress testing, liquidity, Market activities including rogue trading, Operational risk …) for various international players.  Benoit has also extensive experience in strategic and business operations, including confidential “Deleveraging” operations on retail portfolios, Design of funding strategies (free up liquidity program), diversification of refinancing sources and impact calculation. Business portfolio reallocation Valuation and measurement of “NPL” portfolio. Eventually, Benoit publishes in several specialized magazines (Risk, Prmia, Garp …). He gives numerous conferences. As an expert, he is often consulted for advice and intervention in several international organizations (World Bank, Central Banks of Tunisia and Morocco, Caisse des Depots et Consignations in France, Autorité des marches financiers in Canada ...).
		Dr. Bernhard Hein, Partner, EY FSO Advisory Bernhard Hein is a Partner at EY and leads the Quantitative and Analytics Services group in Germany. He also occupies a senior leadership role in risk innovation within the EMEIA region, leveraging his vast experience in advanced and predictive analytics, quantitative modelling and applied mathematics to drive the build out of state-of-the-art risk solutions for EY’s financial services clients across the globe. With his strong quantitative and risk (credit, market, operational, liquidity, climate change and other emerging risk types) background, Dr. Hein has extensive experience in the automation of data provisioning and model-related tasks in the CRO space, including delivery of Validation-as-a-Service (VaaS) and fully automated validation reports production. He is part of EY’s global design team responsible for the development of a cloud-based Model Management platform, the driving force behind EY’s Model Risk Management solutions and their application to Artificial Intelligence and Machine Learning in the financial services sector. He has also helped banks prepare, conduct and post-process many supervisory inspections, including the Targeted Review of Internal Models (TRIM) missions of ECB in the wake of the IRB repair program, as mandated by the European Parliament and brought into regulation by the European Banking Authority. Dr. Hein is an acclaimed public speaker known for his pragmatic approach to solve complex problems and his ability to develop scalable solutions that enhance the quality and consistency of outputs and bring tangible cost savings. He holds a Ph.D. in Mathematics and has completed post-doctoral studies at the Max Planck Institute for Gravitational Physics.
		Pierre Osterrath, Chief Risk Officer, Société Générale CIB (‘SGCIB’) Americas Pierre Osterrath is the Chief Risk Officer for SG in the Americas, a position he has held since January 2016. In this capacity he is responsible for the oversight of all risks associated with Societe Generale activities in the US, Canada, and Latin America. Prior to this, he was appointed Deputy Head of Global Finance in the Americas in August of 2015 after returning from SG in Paris, where he had held the position of Global Chief Operating Officer for Global Finance since 2013. Before joining Global Finance, Pierre was Global Co-Head of Credit Risk for SG’s Investment Banking Division. Prior to moving to Paris, Pierre joined the Risk Division in New York in April 2008 as Head of the Credit Assessment Group, after having run the Credit Portfolio Management Team in New York for several years. Before joining Societe Generale in 1999, Pierre worked in a Canadian financial institution. Pierre is a graduate of HEC Montreal (MBA) and University of Montreal (LLB).
		Dorothee Nagy-Bucquet, Senior Risk Specialist for Data Management and Analytics, SGCIB Americas Dorothee Nagy-Bucquet is currently the Senior Risk Specialist for Data Management and Analytics in the Risk department of SG Americas. She joined SG in 2016 and managed various regulatory projects such as Basel 3 liquidity ratios; IFRS9; regulatory reporting, transfer pricing - in New York, Washington DC, Luxembourg and Paris.  Prior to joining SG, she worked in the ALM department of the insurance company of BNPP in Paris. She obtained a master’s degree in financial engineering awarded by Ecole Centrale Paris in 1996.
Moderator:
		Prof. Dr. Lourenco Miranda, Head of Risk in SGCIB Canada and Global Risk Manager for Artificial Intelligence at SGCIB Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management, Environmental & Social Risk Manager, Head of Risk in SG Canada and Global Risk Manager for Artificial Intelligence at Société Générale Corporate Investment Bank. He joined the Bank in New York in February 2016 as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 70 countries and regulatory jurisdictions in 5 regions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Risk Management and Financial Mathematics and has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, he is Adjunct Professor of Risk Management, Stress Testing, Machine Learning and Data Science at Fordham University in NYC. Besides that, Lourenco is a published author of academic and professional articles in peer-reviewed journals. He is also a reviewer of professional and academic Journals in Risk and Finance. Lourenco holds a PhD in Statistical Physics with link to Financial Risk Measurement.

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