Veronika Sapriko

Pricing and Stress testing Framework implementation at Deutsche Bank

Speaker

Veronika is a highly experienced professional in the field of model risk management, currently overseeing the implementation of enhanced Model Risk Framework for Pricing and Stress testing models in Deutsche Bank.

Having embarked on her journey in model risk management in DB in early 2012, Veronika's expertise has flourished over the past decade. She initially became involved in the large scale remediation project for Model Risk Controls, serving as an interim project manager and focusing on the several crucial deliveries. Subsequently, she headed the Audit, Regulatory & Quality Assurance team within Model Risk, overseeing regulatory relationships, and after - moved to lead the Model Risk Governance team for an Investment Bank and Treasury, where responsibilities included defining risk appetite metrics, providing portfolio analysis, and conducting assessments of model risk for senior management.

Before diving into model risk, Veronika gained extensive auditing experience spanning over 15 years, working with diverse clients in Russia and the UK and getting involved in the specialized services like due diligence and fraud investigations. Notably, she gained valuable insights into trading activities and risk management during her internal audit tenures in JPMorgan and DB.