Date: June 7, 2018
Time: 11:00 a.m. ET
Session Length: 1 Hour
About This Webinar
Over the past several years, financial institutions have increased their reliance on models, including introducing ever more complex and new methodologies for a variety of use cases, while facing evolving regulatory expectations across multiple jurisdictions. This coupled with cost pressures and a changing talent pool has challenged organizations to transform and evolve their existing model risk management and governance functions to be more efficient and effective. The webinar will focus on key drivers of change, its implications for institutions, and strategies being adopted to prepare for the future.
- Douglas Gardner, Head, Risk Independent Review and Control, BNPP Americas
- Arthur Maghakian, Managing Director, Model Risk Management, Goldman Sachs
- Sandeep Mangaraj, Principal, Financial Services Risk Management, Ernst & Young US LLP
- Ryan Moore, Senior Manager, Financial Services Risk Management, Ernst & Young US LLP
Douglas Gardner, Head, Risk Independent Review and Control, BNPP Americas
Doug leads the model risk management functions at BancWest and BNP Paribas - Americas. This role includes overseeing all model governance activities and the validation of a wide variety of models including those used for enterprise-wide stress testing, financial security, and liquidity and interest rate risk management. He serves as a member of the Bank of the West and BNP Paribas Americas Risk Executive Committees.
Doug holds degrees in Systems Design Engineering from the University of Waterloo, a PhD in Operations Research from the University of Toronto, and was a Post-Doctoral Fellow in Management Science at the Schulich School of Business, York University.
Arthur Maghakian, Managing Director, Model Risk Management, Goldman Sachs
Arthur is a managing director in the Model Risk Management Group of Goldman Sachs, which is responsible for the independent validation of models used across the firm’s business activities. Arthur has over 20 years of experience in the financial industry, focusing on market, credit, liquidity and model risks throughout his career. He joined Goldman Sachs in 1997 as an analyst and rejoined in 2016 as a managing director. Prior to rejoining the firm, Arthur was the head of risk and analytics at Silver Point Capital and the head of front office risk management at Natixis. Arthur earned a PhD in High Energy Physics from The Rockefeller University in 1996.
Sandeep Mangaraj, Principal, Financial Services Risk Management, Ernst & Young US LLP
Sandeep is a Principal in Ernst & Young's Financial Services Risk Management Advisory practice with more than fifteen years of experience assisting global banks and insurance companies in North America and Europe on risk and regulatory topics. He has worked on key topics emerging from the '07-'08 financial crisis including enterprise stress testing, model risk management, recovery and resolution planning and enhanced prudential standards applicable to foreign banking organizations (FBOs) in the United States. Sandeep has a MS in Applied Economics from the University of Minnesota and a Post Graduate Diploma in Management from the Indian Institute of Management, Lucknow.
Ryan Moore, Senior Manager, Financial Services Risk Management, Ernst & Young US LLP
Ryan is a Senior Manager in the Ernst & Young's Financial Services Risk Management Advisory practice. He has over 11 years of experience in the financial services industry providing advisory services to banking and capital markets, insurance, and asset management clients. Ryan has extensive experience in the areas of model risk governance, model development, and model validation. Ryan has a BS in Finance and Accounting from Georgetown University and an MBA from the Columbia Business School. Ryan holds the Chartered Financial Analyst (CFA) designation and is a Certified Public Accountant in the state of New York.
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