FinTech Horizons

FinTech Horizons
Innovation & Business Model Risk Summit for Bank Execs, FinTechs, and VCs. Bridge the gap between your business and the FinTech ecosystem. Understand the real business model threats and how to stay ahead of the curve in this rapidly evolving space. Find the right vendors and partners for your future product releases, risk analytics and RegTech initiatives. Learn how to use alternative data for better credit and investment decisions. Join us for this immersive experience at the intersection of Financial Services, FinTech and Risk Management.


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Agenda Speakers



April 3, 2019


8:30am - 6:00pm

Google Launchpad
543 Howard St, Ground Floor
San Francisco, CA 94105

Top 5 Reasons to Attend:

  1. Hear directly from disruptive FinTechs about their vision for consumer and commercial banking
  2. Understand the new dimensions in Risk Management, RegTech and Risk Infrastructure
  3. Discover new business opportunities from emerging technologies for your bank's strategy
  4. High Impact networking with other Financial Services executives, innovators and investors in Silicon Valley
  5. Rebalance your innovation roadmap to match the rapidly changing reality of Blockchain, Alternative Data, AI & ML and Product Innovations


  Time   Event  
  Registration & Breakfast  
  Introductory Remarks   
  A Business Model Conversation   
  •  Technology Providers Ecosystem
  •  Incumbents
  •  New entrants - CAC barriers
  10:10am   ML/AI/NLP The New Alphabet Soup of Finance  
  10:30am   Augmented Intelligence: Turning Humans into Computational Superheroes  
  11:30am   New Dimensions in Risk Management
  • Alternative Data
  12:30pm   Lunch Break  
  1:30pm   FinTech Case Study: The Future of SME Banking  
  2:30pm   The Future of Capital Markets  
  • DLTs, Blockchain, etc.
  3:30pm   Coffee Break  
  4:00pm    Taming the Data: Complexities in Machine Learning and Digitalization  
  5:00pm   Mortgages Reinvented   
  5:45pm   Post Event Wrap-up  
  6:00pm   Cocktail Networking Reception  


  Marc Barrachin
MD Product Research and Innovation, S&P Global

Marc Barrachin, CFA, is currently Head of Product Research and Innovation within the Risk Services team of S&P Global Market Intelligence. Marc’s responsibilities include strategy and partnerships, exploring new trends and their potential impact on the business and looking for collaboration opportunities across the different S&P Global divisions. Prior to S&P Global Market Intelligence, Marc Barrachin was Managing Director at IHS Markit where he ran the index business and overviewed the rapid evolution of the credit business through the credit crisis and subsequent CDS market evolution; he was also at Interactive Data in a variety of roles from managing relationships with significant third party partners to fixed income product development. He holds the CFA Charter, has a MSF from Boston College, and a Bachelor’s degree from Northeastern University.

  Kaustav Das
Chief Risk Officer, Kabbage

  Sanjiv Das
Professor, Santa Clara University

Sanjiv Das is the William and Janice Terry Professor of Finance and Data Science at Santa Clara University's Leavey School of Business. He previously held faculty appointments as Associate Professor at Harvard Business School and UC Berkeley. 

He is a senior editor of The Journal of Investment Management, co-editor of The Journal of Derivatives and The Journal of Financial Services Research, and Associate Editor of other academic journals. Prior to being an academic, he worked in the derivatives business in the Asia-Pacific region as a Vice-President at Citibank. He currently also serves as a Senior Fellow at the FDIC Center for Financial Research.

His current research interests include: machine learning, social networks, derivatives pricing models, portfolio theory, the modeling of default risk, systemic risk, and venture capital. He has published over ninety articles in academic journals, and has won numerous awards for research and teaching. His recent book "Derivatives: Principles and Practice" was published in May 2010 (second edition 2016). 

  Tonko Gast
Co-Founder and Chief Investment Officer, Dynamic Credit & LoanClear

Mr. Tonko Gast is the Co-Founder and Chief Investment Officer at Dynamic Credit Partners, LLC. He has overall responsibility for the entire investment process. Mr. Gast has created all the quantitative systems and models for the analysis of collateralized debt obligations (CDO) positions and for the monitoring of the portfolios’ overall credit exposure. He also supervises collateral manager due diligence, foreign currency hedging, and trading. Prior to Dynamic, Mr. Gast was the Senior Portfolio Manager at Sumisei ABN Amro CDO Fund, from 2001 to 2003. Previously, he was a Quantitative Analyst at SNS Asset Management where he designed complex bond portfolio simulators, and analyzed CDOs. Mr. Gast received his M.Sc. in Economics from University of Groningen, advanced courses in Financial Engineering from University of Amsterdam, and Credit Risk Modeling from Stanford Business School. 


Jos Gheerardyn 

Jos is the co-founder and CEO of Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques to imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven (Belgium).

    Moody Hadi
Senior Financial Engineer, S&P Global

Moody is a Senior Financial Engineer at S&P Global – Market Intelligence Risk Services. As a group manager in Innovation & Product Research group within Risk Services, he leads a team focusing on applying modelling techniques, such as machine learning and data sciences to extract information value for risk management. Previously, he was Co-Head of Research and Development at Credit Market Analysis (CMA), where he lead the model development and research on Credit Default Swaps pricing and risk management. Prior to CMA, Moody was a Senior Quantitative Analyst at the Chicago Mercantile Exchange (CME) Group, where we worked on Over-The-Counter (OTC) Clearing of Interest Rate and Credit Derivatives and the SPAN Margining Algorithm. Prior to that he had several senior roles in analytical & technical consulting, spanning diverse areas from Asset-Liability Management (ALM) to Business Intelligence (BI). Moody holds a Bachelors of Science in Computer Science from Georgia Institute of Technology, Masters of Science in Operations Research from Columbia University and MBA from the University of Chicago – Booth School of Business.

  Torbjörn Jacobsson
CRO, Avida Finans
Guest lecturer and affiliated scholar, University of Gothenburg

Torbjörn Jacobsson, M.Sc, is the Chief Risk Officer (CRO) of Avida Finans and affiliated scholar to School of Business, Economics and Law at the University of Gothenburg. Previous has he been CFO/CIO/CRO at Marginalen Bank. He has over 20 years of experience in building and developing small Swedish/Nordic financial institutions regarding risk, finance and IT. He has also been a very active member in several committees within the Swedish Bankers´ Association with a focus on consultation paper reviews. This has given him a broad knowledge about the banking industry, its regulations and how an efficient risk management can give a competitive advantage and improved customer experience. Torbjörn has an Executive MBA from Stockholm Business School. He performs a yearly survey program within the Nordic banking industry on the effects of increased regulation. He is also speaking at conferences and giving guest lectures at several universities. In February 2017 Torbjörn was a finalist for the Swedish award: GRC profile of the year.

  Will Janensch
CEO, TruSet

Will has over 15 years of experience in market and reference data, having held senior roles in strategy, marketing, and operations at Thomson Reuters and First Data.

Will holds a BA from Yale University and a MBA from Stanford Graduate School of Business.

    Jack Kim
CRO, Data Capital Management

Jack Kim is a co-founder of Data Capital Management, a systematic, event-driven Hedge Fund based on "Big Data" Technologies and novel Data Feeds. He serves as the Chief Risk Officer and portfolio manager for the firm. 

Prior to DCM, Jack served as the core mathematical architect in designing the Monte Carlo simulation framework for bank-wide risk capital computations at JPMorgan Chase, covering all default-risky derivative positions. 

Jack earned his PhD in Quantitative Finance from Stanford University with a specialty in credit risk modeling, portfolio optimization, and stochastic processes.

    Stefan Loesch
Managing Partner, LexByte

Author of “A Guide to Financial Regulation for Fintech Executives” (Wiley 2018).

    Kimmo Soramäki
CEO, Financial Network Analytics

Kimmo Soramäki is the Founder of Financial Network Analytics (FNA) and the founding Editor-in-Chief of the Journal of Network Theory in Finance. Kimmo started his career as an economist at the Bank of Finland where he developed in 1997 the first simulation model for interbank payment systems. In 2004 while at the research department of the Federal Reserve Bank of New York, he was among the first to apply methods from network theory to improve our understanding of financial systems. 

During the financial crisis of 2007-2008 Kimmo advised several central banks, including the Bank of England and European Central Bank, in modeling interconnections and systemic risk. This work led him to found FNA in 2010 to develop software for solving important issues around financial risk and for exploring the complex financial networks that play a continually larger role in the world around us. 

FNA now helps regulators, hedge funds, asset managers and banks filter risk signals from big data. Kimmo holds a Doctor of Science in Operations Research and a Master of Science in Economics, both from Aalto University in Helsinki.

  Adrien Vanderlinden
Systemic Risk Executive, DTCC

Adrien leads the Systemic Risk Office of the Depository Trust & Clearing Corporation (DTCC), which is tasked with identifying, addressing and mitigating the systemic threats to DTCC, its clients and the financial industry at large. He heads DTCC’s interconnectedness risk program and is involved in several other initiatives that are designed to strengthen the resilience of DTCC’s Systemically Important Financial Market Utilities. He is also responsible for developing white papers and other educational materials on systemic risk issues.

A Belgian native, Mr. Vanderlinden holds a master’s degree in Economics from the University of Leuven (KU Leuven).

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Google Launchpad 543 Howard St Ground Floor San Francisco, CA 94105 UNITED STATES

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