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PLEASE NOTE THIS IS THE 2019 AGENDA. CHECK BACK SOON FOR THE 2020 AGENDA. Main Conference Day 1

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PLEASE NOTE THIS IS THE 2019 AGENDA. CHECK BACK SOON FOR THE 2020 AGENDA. Main Conference Day 1

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7:35am - 8:30am55 mins
Registration and welcome coffee: Oval Room
    Setting the Scene: the geo-political and economic backdrop: Venetian Room
    8:30am - 8:50am20 mins
    Setting the scene: the geopolitical and economic backdrop
    Chairman's opening remarks
    • Aymeric Kalife - Associate Professor, Paris Dauphine University
    8:50am - 9:25am35 mins
    Setting the scene: the geopolitical and economic backdrop
    Are we heading towards the next downturn?
    • Megan Greene - Senior Fellow, Harvard Kennedy School
    9:25am - 10:00am35 mins
    Setting the scene: the geopolitical and economic backdrop
    Geopolitical briefing
    • Yascha Mounk - Keynote speaker, John Hopkins
    10:00am - 10:25am25 mins
    Morning coffee and networking break: Oval Room
      10:25am - 10:30am5 mins
      RiskMinds Americas: Venetian Room
      Chairman's opening remarks
      • Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
      10:25am - 10:30am5 mins
      QuantMinds Americas: State Suite A & B
      Chairman's opening remarks
      • Aymeric Kalife - Associate Professor, Paris Dauphine University
      10:30am - 11:10am40 mins
      QuantMinds Americas: State Suite A & B
      The past, present and future of FMIs
      • Alexander Lipton - CTO, Sila
      10:30am - 11:00am30 mins
      RiskMinds Americas: Venetian Room
      Is Libor transition a financial or non-financial risk?
      • Federico Galizia - Chief Risk Officer, Inter-American Development Bank (IDB)
      11:00am - 11:30am30 mins
      RiskMinds Americas: Venetian Room
      Looking Forward to backward-looking rates: A modeling framework for term rates replacing LIBOR
      • Andrei Lyashenko - Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.
      11:10am - 11:50am40 mins
      QuantMinds Americas: State Suite A & B
      How can quants find value in volatile markets?
      • Chris Kelliher - Quantitative Analyst, Global Asset Allocation team, Fidelity Investments
      • Greg Gurevich - Portfolio Manager and Founding Partner, Maritime Capital LLC
      • Aymeric Kalife - Associate Professor, Paris Dauphine University
      • George Mylnikov - Vice President, Head of Quantitative Research, Windhaven Investment Management
      11:30am - 12:00pm30 mins
      RiskMinds Americas: Venetian Room
      What are CROs afraid of?
      • Robert Kahn - Managing Director, Automated Financial Systems
      • Daniel Moore - Chief Risk Officer, Scotiabank
      • David Hernandez - Chief Risk Officer, BAC Florida Bank
      • Rodney Sunada-Wong - Chief Risk Officer, Morgan Stanley U.S. Broker Dealer and Swap Dealers
      • Lakshmi Shyam-Sunder - Vice President and Group Chief Risk Officer , World Bank Group
      11:50am - 12:20pm30 mins
      QuantMinds Americas: State Suite A & B
      The 7 reasons most econometric investments fail (and how ML can fix them)
      • Marcos López de Prado - CIO, True Positive Technologies and and Professor of Practice, Cornell University
      12:00pm - 12:30pm30 mins
      RiskMinds Americas: Venetian Room
      Innovation in risk management: An effective approach to enterprise data quality management
      • Udayan Dekhtawala - Associate Managing Director, Risk & Regulatory Strategy, Verisk Financial
      12:20pm - 1:00pm40 mins
      QuantMinds Americas: State Suite A & B
      Accessing new trends in quant finance
      • Gregory Pelts - Quant, Wells Fargo & Co
      • Benjamin Bowler - Managing Director & Global Head of Equity Derivatives Research, Bank of America Merrill Lynch
      • Murad Nayal - Global Head, Risk Informatics, Goldman Sachs
      • Rahim Esmailzadeh - Head of Portfolio Analytics, Magnetar Capital LLC
      • Aymeric Kalife - Associate Professor, Paris Dauphine University
      12:30pm - 1:00pm30 mins
      RiskMinds Americas: Venetian Room
      Recession readiness
      • Suzanne Smore - Chief Risk Operating Officer & Head of Counterparty Risk, State Street Global Advisors
      • Dan Lee - Chief Credit and Risk Officer, Coastal Community Bank
      • Renata Radlinska - CRO, MetLife Poland and Ukraine
      • Dmitry Green - Chief Risk Officer, Mariner Investment Group
      • Manish Nagar - Principal and Global Head of Investment Risk, Vanguard
      1:00pm - 2:00pm60 mins
      Lunch: Oval Room
        2:00pm - 2:05pm5 mins
        Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
        Chairman's opening remarks
        • Andrey Omeltchenko - Founder, Fortstone Research
        2:00pm - 2:05pm5 mins
        Stream B - Modelling credit, market & counterparty risk: Forum Room
        Chairman's opening remarks
        • Steve Lindo - Course Designer & Instructor, Financial Risk Management, Columbia University
        2:00pm - 2:05pm5 mins
        Stream A - Operational risk, cyber security & culture: Venetian Room
        Chairman's opening remarks
        • Marie Giangrande - Senior Director, Everbridge (EVBG)
        2:00pm - 2:05pm5 mins
        Stream D - Quantitative Techniques in Investment & Trading: State Suite B
        Chairman's opening remarks
        • Oksana Cherniavsky - Managing Director, Head of ALM Modeling and Analytics, Prudential Financial
        2:05pm - 2:40pm35 mins
        Stream A - Operational risk, cyber security & culture: Venetian Room
        Aligning non-financial risk assessments
        • Penny Cagan - Managing Director, Head of Operational Risk Governance, MUFG Union Bank
        2:05pm - 2:40pm35 mins
        Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
        Panel discussion: What is the future of AI, alternative data and ML?
        • Lisa Huang - Head AI Investment Management, Fidelity
        • Ali Nazari - Chief Investment Officer, Data Capital Management
        • Greg Gurevich - Portfolio Manager and Founding Partner, Maritime Capital LLC
        • Emil Matsakh - Chief Analytics Officer, Commonwealth Bank of Australia
        2:05pm - 2:40pm35 mins
        Stream B - Modelling credit, market & counterparty risk: Forum Room
        What's new in model risk management?
        • Jing Zou - Managing Director, Enterprise Model Risk Management, Royal Bank of Canada
        2:05pm - 2:40pm35 mins
        Stream D - Quantitative Techniques in Investment & Trading: State Suite B
        Portfolio management theory
        • Marat Molyboga - Chief Risk Officer, Director of Research, Efficient Capital Management
        2:40pm - 3:15pm35 mins
        Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
        Accessing and harnessing unstructured data: what's the potential for alpha?
        • Jonathan Berkow - Head of Alternative Data, AllianceBernstein
        2:40pm - 3:15pm35 mins
        Stream A - Operational risk, cyber security & culture: Venetian Room
        How to develop the ideal risk system
        • Murad Nayal - Global Head, Risk Informatics, Goldman Sachs
        2:40pm - 3:15pm35 mins
        Stream B - Modelling credit, market & counterparty risk: Forum Room
        The road to FRTB compliance
        • Valerie Fontaine-Aubry - FRTB practice lead, Murex NY
        • Hany Farag - Senior Director, Head of Methodology and Analytics, Capital Markets Risk Management, CIBC
        2:40pm - 3:15pm35 mins
        Stream D - Quantitative Techniques in Investment & Trading: State Suite B
        Pricing Convertible Bonds using a Partial Differential Equations approach
        • Pedro Ferreira - Product Manager, Convertible Bonds, ITO33
        3:15pm - 3:50pm35 mins
        Stream B - Modelling credit, market & counterparty risk: Forum Room
        Relating NII Sensitivity and EVE Analysis for Enhanced IRRBB Management
        • Sean Ryan - Americas Client Management Co-Lead, Quantitative Risk Management (QRM), Inc.
        3:15pm - 3:50pm35 mins
        Stream A - Operational risk, cyber security & culture: Venetian Room
        Diving with sharks - developing an active risk culture: a case study
        • John Grace - CRO, AgriBank
        3:15pm - 3:50pm35 mins
        Stream D - Quantitative Techniques in Investment & Trading: State Suite B
        Factor investing in China
        • Rohit Shrivastava - Director - Equity Senior Researcher, PanAgora Asset Management
        3:15pm - 3:50pm35 mins
        Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
        Achieving transformational outcomes: industry perspectives on data and analytics strategy
        • Emil Matsakh - Chief Analytics Officer, Commonwealth Bank of Australia
        3:50pm - 4:15pm25 mins
        Afternoon tea & networking break: Oval Room
          4:15pm - 4:50pm35 mins
          Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
          Generating alpha with consumer transaction data: A structured approach
          • Dawson Smith - VP, Head of Sales for the Equities Group, 1010data
          4:15pm - 4:50pm35 mins
          Stream D - Quantitative Techniques in Investment & Trading: State Suite B
          Crowd sourcing and building an investment strategy
          • David Sargent - Managing Director, Portfolio Management and Research, Quantopian
          4:15pm - 4:50pm35 mins
          Stream A - Operational risk, cyber security & culture: Venetian Room
          Third party/vendor Risk Management in Model Implementation
          • Alper Corlu - Senior Quantitative Analyst, Risk Architecture Group, Citizens Bank
          4:15pm - 4:50pm35 mins
          Stream B - Modelling credit, market & counterparty risk: Forum Room
          5 things you need to know about SA-CCR: Standardized Approach for Counterparty Credit Risk
          • Lisa Galletta - Director, Risk and Capital, International Swaps and Derivatives Association, Inc. (ISDA)
          4:50pm - 5:25pm35 mins
          Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
          Getting extreme VaR right: eliminating convexity and approximation biases from heavy-tailed, moderately-sized samples
          • J.D. Opdyke - Vice President, Enterprise Risk and Return Management, Allstate
          4:50pm - 5:25pm35 mins
          Stream D - Quantitative Techniques in Investment & Trading: State Suite B
          Machine Learning on Time Series, a Global Approach for Market Data and Numerical Alternative Data
          • Sylvain Forte - CEO & Founder, Sesamm
          4:50pm - 5:25pm35 mins
          Stream B - Modelling credit, market & counterparty risk: Forum Room
          How to use data to build effective models?
          • Stefan Platikanov - Sr. Quantitative Analyst, Vice President, Citizens Financial Group, Inc.
          4:50pm - 5:25pm35 mins
          Stream A - Operational risk, cyber security & culture: Venetian Room
          Going back to basics: focus on investors
          • Kristen Walters - Managing Director, Risk & Quantitative Analysis Group, BlackRock
          5:25pm - 6:00pm35 mins
          Stream B - Modelling credit, market & counterparty risk: Forum Room
          CECL Compliance Automation - Challenges & Solution
          • R. Venkata Subramani - Director - Compliance Automation Practice Head, Protominds
          5:25pm - 6:00pm35 mins
          Stream D - Quantitative Techniques in Investment & Trading: State Suite B
          Diversification of portfolio tail risk using the convexity of trend-following strategies
          • Artur Sepp - Director of Research, Quantica Capital AG
          5:25pm - 5:30pm5 mins
          Stream A - Operational risk, cyber security & culture: Venetian Room
          Chairman's closing remarks
            5:25pm - 6:00pm35 mins
            Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
            Common Pitfalls with Alternative Data: How to find them and how to fix them
            • Joshua Pantony - Chief Executive Officer and Co Founder, Boosted.ai
            6:00pm - 6:05pm5 mins
            Stream D - Quantitative Techniques in Investment & Trading: State Suite B
            Chairman's closing remarks
              6:00pm - 6:05pm5 mins
              Stream C - Innovation in Machine Learning, HFT, AI & Data: State Suite A
              Chairman's closing remarks
                6:00pm - 6:05pm5 mins
                Stream B - Modelling credit, market & counterparty risk: Forum Room
                Chairman's closing remarks
                  6:05pm - 7:00pm55 mins
                  Networking drinks reception: Oval Room & Champagne roundtable discussion groups: Forum Room
                  • Kristen Walters - Managing Director, Risk & Quantitative Analysis Group, BlackRock
                  • Federico Galizia - Chief Risk Officer, Inter-American Development Bank (IDB)
                  7:00pm - 7:05pm5 mins
                  End of main conference day one
                    PLEASE NOTE THIS IS THE 2019 AGENDA. CHECK BACK SOON FOR THE 2020 AGENDA. Finnovation summit
                    NextPLEASE NOTE THIS IS THE 2019 AGENDA. CHECK BACK SOON FOR THE 2020 AGENDA. Main Conference Day 2

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