Agenda

Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions.  His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.

Sid is a research director at Chartis Research with more than 20 years of experience in the financial, energy, and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development, and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL, and Cognizant.

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. He has an MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM), Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA Institute.

Ioana has a PhD in Atmospheric Sciences from University of Washington and is heavily involved with the Willis Research Network and the application of scientific findings within our industry. She actively researches, works and presents within the climate change arena. 

Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant. 

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. 

Veng Hoong Loh is currently Digital Propositions Lead in Corporate Solutions' Risk Data & Services (RDS).

Based in Singapore, Veng Hoong is actively building our datadriven risk management solutions in partnership with technology providers and digital ecosystems. Aside from pioneering innovative risk solutions, Veng Hoong is responsible for the delivery of our digital risk services in the Asia Pacific region.

Veng Hoong joined Swiss Re in 2011. In his tenure with Swiss Re he has held various positions in the areas of underwriting, structuring, and risk management in Singapore and Hong Kong. He graduated with a Bachelor of Actuarial Studies and Economics degree from the Australian National University. He is a CFA charterholder.

Dr. Ron Dembo is an academic, entrepreneur, author, and world-renowned expert in risk management. He has been an Associate Professor at Yale, a Visiting Professor at MIT, and a consultant to Goldman Sachs. In 1989, Dr. Dembo founded Algorithmics Inc., which he grew from a start-up to the largest supplier of enterprise financial risk systems, serving more than 350 clients, including 80% of the world's largest banks and insurers. Dr. Dembo has received many awards for his research in risk management, optimization, and climate change, and in 2007, he was named the Lifetime Fellow of the Fields Institute of Mathematics. Currently, he is the Founder and CEO of Riskthinking.AI, a climate risk data and technology company that built its Climate Earth Digital Twin platform to model the financial impacts of climate risks. Today, it is the only truly stochastic solution available for probabilistically measuring climate financial risk worldwide and into the future.  

Paul Russell is the Natural Hazards Research Lead at Beazley. He is responsible for evaluating and validating vendor and internally developed natural catastrophe models, including climate change models, for use on the Beazley Property team. Paul is also responsible for summarizing and communicating the latest climate and natural hazard research throughout the company, and working with a variety of stakeholders to ensure that Beazley has a consistent, scientifically supported approach to climate risk. He has worked in the industry for 6 years, and lives in NYC with his partner and two dogs.

Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant. 

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. 

Naimish Shah has close to 20 years experience in the financial industry and is currently Global Head of Risk Modelling for Fixed Income, Climate Risk, Economic Capital and Stress Testing at HSBC. He also double hats as the Chief of Staff to the Global Head of Traded Risk Modelling. He is responsible for developing and enhancing models that help in more accurate capture of risk in these areas. Prior to joining HSBC, Naimish held various roles in Risk Methodology at Barclays Investment bank. He is passionate about Climate Risk and the role financial industry can play towards a lower-carbon economy. He holds a MSc from LSE, MBA from IIM Ahmedabad and a B. Tech from IIT Bombay.

Pearl is a senior risk modeller at Sillion, a boutique ESG consultancy. She has facilitated LiDAR remote sensing flights for SAR missions, performed environmental risk assessments in Canada's mining and lumber industries, facilitated successful start-up exits, and carried out academic research in Polar regions. Most recently, she's worked with financial institutions, stock exchanges,  governments, and heads of state to launch a free and open climate disclosure platform. 

Pearl holds a BSc in Atmospheric Science from the University of British Columbia and an MPhil from the University of Cambridge where she researched glacial melt with the British Antarctic Survey. Pearl enjoys rainy day hikes, and aspires to join at least one hurricane hunter flight in her lifetime.

Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant. 

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. 

Rutang is an independent risk and sustainable finance practitioner. He has supported tens of institutions -- banks, asset managers, asset owners and international exchanges -- with embedding enhanced risk management and sustainability in their business practices. He specialises in bringing behavioural perspectives and incentive-based solutions to decarbonisation and risk management.

His prior experience has been Deloitte, Standard Chartered, HSBC and Fitch and a start-up. Rutang has a PhD in a quantitative discipline. A former Henry Grunfeld Research fellow, he is also currently a visiting fellow at the London Institute of Banking & Finance.

Maryam is a Senior Research Specialist at Chartis, focusing on quantitative methods in financial risk management – including Artificial Intelligence/Machine Learning. Maryam has been the lead analyst and author of a variety of industry and thought leadership reports, including insurance risk systems, asset and liability management and credit risk analytics. She also works on risk-aware accounting and governance risk and compliance (GRC) – focusing on model risk management (MRM). Maryam has been involved with a variety of Business - Technology strategy projects and other types of consulting work. Maryam has experience using statistical software, machine learning libraries, Python and MATLAB. She also specializes in graphics production and visualizations. Maryam holds a first-class BA Honours from the London School of Economics and an MSc in computation and cognition with distinction from Birkbeck, University of London. Maryam also has a certificate in Risk in Financial Services from the Chartered Institute for Securities & Investment.

Other areas of interest include computer vision research, rule-based symbol systems, neural computation and cognitive modeling.

Amy Thompson is the Head of Climate Risk and Disclosures at Nationwide Building Society, where she leads the organization's efforts in climate-related financial disclosures, science-based targets, net-zero transition planning, and climate change risk management. With over five years of experience in sustainability leadership roles at Nationwide, Amy also serves as the Head of Sustainability Disclosures, driving the development of core sustainability reporting. She has previously held positions in Treasury Sustainability and climate change risk management, playing a key role in developing strategies that align with regulatory standards and engaging stakeholders such as investors and rating agencies. Amy’s career at Nationwide spans over a decade, where she has consistently contributed to shaping strategy across various sectors, including digital banking and governance.

Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions.  His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.