Model risk management

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. 

Jonathan is a Berkeley-trained physicist and Columbia mathematician/statistician. He has spent over a quarter century in financial services, working in a range of institutions including banks, asset management firms, of which big four firms. He is a regulatory quant and provides weekly global online trainings in financial risk management. He is co-author of first ever model risk management textbook. He has experience in a spectrum of derivatives, structured products, counterparty credit risk, correlation credit risk, VaR, PFE, xVA, operational risk, portfolio risk, artificial intelligence and machine learning risk. 

Grigoris has over 26 years of experience in predictive modelling and risk management. He is the president and founder of InfoAgora that provides risk management consulting and more to financial services organisations. He is an adjunct professor in the department of computer science at the University of Toronto. 

Prior to founding InfoAgora, Grigoris was working at CIBC as vice president of customer behavior analytics, responsible for customer decisioning and credit risk measurement solutions for adjudicating new customers and proactively managing existing ones. He has been a postdoctoral fellow in the Institute of Information Technology at the National Research Council. He is on the PRIMA subject matter boards for stress-testing and enterprise risk management and has published more than 40 papers in journals and conference proceedings. He holds a PhD in computer science.