Chris Heys

Partner, Banking Modelling and GenAI Validation Lead at PwC

Speaker

Chris Heys is a Partner at PwC, leading our Banking Modelling team which comprises 4 partners and over 180 data scientists, modellers, financial engineers and software developers. His team specialises in AI modelling, credit and traded risk modelling and financial instrument valuation.

With extensive experience working alongside many of the world's largest banks, Chris has worked with numerous CROs, front office leaders and Heads of Model Risk. His work has centred on key governance, modelling and transformation programmes such as Brexit, LIBOR transition, Traded Risk Transformation and Responsible AI.

More recently, Chris has created PwC’s Generative AI Testing and Validation offering. He has led the development of AI validation frameworks and overseen the deployment of Generative AI models for several major banks, responsible for working with CROs and Heads of Model Risk on the Model Validation of several use cases

Beyond client engagements, Chris has also contributed to thought leadership in the AI field: running workshops with Tier 1 UK banks and pioneering research into the use of large language models (LLMs) for evaluation of other LLMs.