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6 - 9 December 2021
Hotel ArtsBarcelona

Pedro J Silva
Knowledge Leader at Risk Dynamics, a McKinsey company

Profile

Pedro helps clients set up and enhance the model risk management, from the governance to the entire model lifecycle. He implements enhancements to accommodate new model types and its associated new model risks, (such as those associated with new digital trends like AI/ML, IoT, BigData, etc.), address regulatory feedback, and he helps streamline the model risk function to improve efficiency and effectiveness. Pedro’s most recent initiatives include developing risk management for artificial intelligence and machine learning models. He has developed approaches to performance model development, assurance and monitoring to support the entire model lifecycle. Design and development of specific tools to streamline and improve the model lifecycle are integrative part of his work. Pedro also leads large-scale model validation programs on advanced analytic, working in global teams of quantitative experts to help banks and corporates to assess the quality of their models, identify methodological and implementation issues, and improve performance. His work in AA covers a range of model types including stress testing, market risk, financial crime, and the internal ratings-based approach to capital requirements for credit risk and operational risk. Pedro holds a PhD in theoretical physics, two master’s degree in mathematics and physics from the University of Cambridge, Kings college London and Imperial college London. Work as researcher & lecture in mathematics and physics at the Universities of Columbia, Syracuse, Milan, Autonoma de Madrid, Autonoma de Barcelona, and CERN in Geneve.

Agenda Sessions

  • Networking and Open Lunch: Digital Trust - unleashing the full potential of digital transformation

    13:00