Izelle KirstenModel Risk Governance Manager at Alberta Investment Management Corporation (AIMCo)Speaker
Profile
Izelle Kirsten is the Model Risk Governance Manager at Alberta Investment Management Corporation (AIMCo), where she is responsible for overseeing model risk governance and validation, ensuring alignment with internal standards and regulatory expectations.
In 2020, she served as the Analytics and Membership Executive at Global Credit Data (GCD) in the Netherlands, where she led analytics initiatives and managed strategic relationships with international clients across diverse sectors.
Before this, at Absa in South Africa, Izelle held the role of Manager for Wholesale Credit Risk and Model Development. There, she specialized in the development of Basel-compliant Probability of Default (PD) and Loss Given Default (LGD) models, led credit model validations, and conducted impairment analysis.
Earlier in her career, Izelle gained valuable experience as a Consultant at SunGard (now FIS), where she provided functional support and training for the Front Arena trading system. She also served as a Financial Risk Management Consultant at PwC, focusing on market risk valuations and credit risk models.
Izelle's career highlights her extensive expertise in model risk governance, credit risk management, and her ability to lead complex, multi-disciplinary projects. She holds a degree in Financial Engineering from the University of Pretoria.
Agenda Sessions
The evolution of model risk management and volatility
, 12:30View Session