RiskTech AI 50

Dr. Elliot Noma has worked on machine learning models for the past 10 years with a emphasis on natural language processing and generative AI at Dunn & Bradstreet, the Federal Reserve Bank of New York, the Royal Bank of Canada, and the Financial Industry Regulatory Authority.

Dr. Noma is also the founder of Garrett Asset Management, an investment firm that uses behavior models to trade in futures, ETFs, and currencies. Prior to founding Garrett Asset Management, Dr. Noma was a portfolio manager running a fund of hedge funds and was the Chief Risk Officer at Asset Alliance Corporation, a seeder of hedge funds.

Dr. Noma teaches risk management and machine learning in the Masters in Mathematical Finance program at Rutgers. He holds a Ph.D. in mathematical psychology for the University of Michigan and a B.A. in mathematics from Dartmouth College.

Dr. Noma's current research includes the application of generative AI to help agents answer questions about health, fitness and financial benefits available to employees of large corporations. He also applies statistical and natural language tools to better assess investor’s appetite for risk and willingness to invest in sustainable investments.

Nicole is a Data Scientist & Quantitative Researcher currently working as Chief AI Officer & Head of Quantitative Research at quantmate. Alongside her roles in this organization, she also serves as an AI consultant, leading workshops and guiding companies from AI concept to deployment. As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a frequent speaker at AI and Quantitative Finance conferences and events. She is the author of Mathematics for Machine Learning with NLP and Python and Transformers in Action with Manning Publications, and the author of the (forthcoming) book Transformers: The Definitive Guide by O’Reilly Media.

Dr Paul Dongha is a pioneering figure in the transformational potential of AI and stands at the forefront of integrating AI within Financial Services, championing an approach that harmonizes technological advancement with corporate integrity and the Responsible use of AI. With a career spanning over 30yrs, Paul has cultivated a reputation for visionary leadership, guiding organisations in seizing AI opportunities, whilst maintaining a steadfast commitment to ethical principles.

Paul is the first Bank-wide Head of Data & AI Ethics at the UKs largest bank, leading a dedicated team of ethics practitioners, and pioneering Responsible AI in the UK.

Paul’s influence extends beyond corporate boardrooms and into the global arena, where he actively participates in international forums, policy discussions and projects aimed at setting global standards for responsible AI.

As a deep technologist, Paul has extensive hands-on experience in building service-based, high-performance systems incorporating Big Data. He has research and lectureship experience in computer science and AI stretching back to the early 90s.

Paul has a PhD in Artificial Intelligence, MSc and BSc in Computer science. Research experience and University lecturer in Computer science, Natural Language processing, Object Oriented, Functional and Logic programming.
 

Sam Livingstone is the founder of Eco AI an engineering related scientific and technical start-up focusing on sustainable machine learning for ESG investing (in collaboration with UCL as part of his ongoing PhD studies).

Sam has held a number of senior buy-side roles, most recently as the Head of Data Science and Data Engineering at Jupiter Asset Management. Previously, he was a data scientist in Global Equities (now International Equities) at Citadel. Prior to that, he worked as a quant researcher sitting on the Quantitative Equity Products (QEP) investment desk at Schroders, as a quant analyst at Willis Towers Watson after beginning his career in trading at both IG Group and Ion Trading in 2010.

Sam holds a first-class honours degree in Economics & Business. Sam also holds a Master of Science degree in Economics, Accounting & Finance from the University of Bristol. Sam is also a Chartered Financial Analyst. Sam is currently studying for a PhD in sustainable machine learning (Faculty of Engineering, Department of Computer Science) at University College London (UCL).
 

With 17+ years of experience, I am currently working as Senior Vice President, Data Engineering at JPMorgan Chase. In my current role, I am responsible for defining, leading and evangelizing analytics solutions leveraging Data Science and ML offerings. I am directing end-to-end model development and deployment life cycle. My key expertise are NLP and am too passionate for Generative AI.  I am also actively involved in career mentoring, up-skilling and coaching students from reputed universities and working professionals. I am Google Women Tech Ambassador and part of IEEE ICWITE Organizing Committee

Mark 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. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.

With a background covering the front, middle and back office, Mark brings to Chartis 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 his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a 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.

Dr. Elliot Noma has worked on machine learning models for the past 10 years with a emphasis on natural language processing and generative AI at Dunn & Bradstreet, the Federal Reserve Bank of New York, the Royal Bank of Canada, and the Financial Industry Regulatory Authority.

Dr. Noma is also the founder of Garrett Asset Management, an investment firm that uses behavior models to trade in futures, ETFs, and currencies. Prior to founding Garrett Asset Management, Dr. Noma was a portfolio manager running a fund of hedge funds and was the Chief Risk Officer at Asset Alliance Corporation, a seeder of hedge funds.

Dr. Noma teaches risk management and machine learning in the Masters in Mathematical Finance program at Rutgers. He holds a Ph.D. in mathematical psychology for the University of Michigan and a B.A. in mathematics from Dartmouth College.

Dr. Noma's current research includes the application of generative AI to help agents answer questions about health, fitness and financial benefits available to employees of large corporations. He also applies statistical and natural language tools to better assess investor’s appetite for risk and willingness to invest in sustainable investments.

David Pacheco Aznar is the Chief of AI Research and Development at RavenRisk AI, where he is leading the development of a custom pipeline for the application of Large Language Models in corporate credit risk in the US market. He is also a faculty member at the AI in Finance Institute, where he has given multiple conferences on Generative Models and Reinforcement Learning, in addition to having published two papers with AIFI on those topics. He also developed a custom deep reinforcement learning architecture for equities portfolio management which he presented at QuantMinds International and other conferences.

Finally, in the academic realm, he was a teaching fellow at Columbia University on Big Data and Recommender Systems. He is co-author of two upcoming books: "AI in Finance" for Risk Editoriala and "Large Language Models" for Springer Nature, and he studied Computational Mathematics and Data Science at the A

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.

Nicole is a Data Scientist & Quantitative Researcher currently working as Chief AI Officer & Head of Quantitative Research at quantmate. Alongside her roles in this organization, she also serves as an AI consultant, leading workshops and guiding companies from AI concept to deployment. As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a frequent speaker at AI and Quantitative Finance conferences and events. She is the author of Mathematics for Machine Learning with NLP and Python and Transformers in Action with Manning Publications, and the author of the (forthcoming) book Transformers: The Definitive Guide by O’Reilly Media.

Miquel is a co-founder at Artificial Intelligence Finance Institute. He is a financial markets practitioner with more than 20 years of experience in asset management. Additionally to his role at AIFI, he is currently Head of Development at Global AI (Big Data Artificial Intelligence in Finance company) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director for the last 10 years and previously worked as a Chief Investment Officer and CIO for Andbank from 2000 to 2006.

He is a professor of Big Data in Finance at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE (1993).

In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).

Nirav Shah is a distinguished technology executive with extensive experience in leading engineering teams and driving innovation in the financial services industry. He currently serves as the Senior Executive Director of Quant & ESG Engineering at J.P. Morgan Asset Management in London, a role he has held since November 2022. In this position, Nirav leads a global team of engineers to advance J.P. Morgan Asset Management’s Quant and Sustainable Investing objectives, leveraging data, analytics, and cloud-native technologies, particularly AWS.

Before joining J.P. Morgan, Nirav was the Head of ESG Analytics at M&G plc, where he was instrumental in creating the company's strategic ESG Analytics & Data infrastructure. From November 2020 to January 2023, he focused on integrating ESG, Climate, and Impact Analytics across M&G’s asset management and asset owner businesses. His work helped transition £300 billion of assets under management to sustainable investments using cutting-edge data and machine learning techniques.

Nirav’s career also includes a significant tenure at Commerzbank AG, where he served as the Engineering Lead for the Murex FICC & Equity Platforms from January 2017 to October 2020. He led the development and delivery of major initiatives across the bank’s trading business lines and spearheaded digital and operational transformations using agile, DevOps, and automation principles.

Earlier in his career, Nirav held the role of Team Lead for the Client Money Platform at Goldman Sachs, from September 2013 to December 2016. He managed technology projects related to regulatory compliance for listed derivatives and OTC derivatives, and led global teams in implementing key regulatory changes.

Nirav began his professional journey as a Software Engineer at Wall Street Systems, followed by a Software Developer role at NetDev Ltd, and started as a Programmer Analyst at Infosys Technologies Limited. His technical expertise spans Java, Kubernetes, Python, and AWS, among other technologies, and he has a proven track record in solution architecture, climate risk, and team leadership.

With 17+ years of experience, I am currently working as Senior Vice President, Data Engineering at JPMorgan Chase. In my current role, I am responsible for defining, leading and evangelizing analytics solutions leveraging Data Science and ML offerings. I am directing end-to-end model development and deployment life cycle. My key expertise are NLP and am too passionate for Generative AI.  I am also actively involved in career mentoring, up-skilling and coaching students from reputed universities and working professionals. I am Google Women Tech Ambassador and part of IEEE ICWITE Organizing Committee

Darren leads the S&P Global Market Intelligence Networks businesses, which includes our Capital Markets, Brokerage Research, Sales & Trading, Counterparty Manager, Loan Platforms, KYC & Managed Services offerings.

In his role, Darren is responsible for designing and innovating our networks strategy that customers rely on for the proper functioning of their businesses and as a critical partner for the future. During his tenure at S&P Global, Darren has launched several new products and innovations over the past few years, including CLM Pro for Client Onboarding and Regulatory compliance, Outreach360 for client and regulatory outreach, Tax form validation utility, KYC services, Onboarding Accelerator for custody and markets onboarding, and legal document digitization and automation. He has over 20 years of experience in driving technology change and helping firms efficiently adapt to global regulations.

Prior to joining the company, Darren worked at both Barclays and UBS where he ran technology and operations across OTC, Futures, FX and regulatory change programs. He began his career as a management consultant at PwC focusing on Manufacturing & Pharmaceuticals. He has been active in industry organizations and previously co-headed the ISDA Credit Derivatives Implementation Working Group during the global financial crisis.

Darren holds a bachelor's degree in Mechanical and Aeronautical Engineering from Cornell University and received his MBA from the University of Georgia, both United States.

Sergio Pereira has been building technology for the past 15 years and has served as a Startup CTO since 2014. He is passionate about startups and enjoys collaborating with founders to transform their promising business ideas into products that fulfill market opportunities. Sergio helps these startups grow from nimble operations into fully-fledged companies poised for scale. Over his 8-year tenure as a Startup CTO, he has twice been a co-founder and has worked with more than 10 startups as a Fractional CTO.

In recent years, Sergio has focused on Fintech, launching Income Share Agreements for the first time in Europe and deploying a successful solution to alleviate the student debt burden in the US. As a Fractional CTO, he has worked with companies in payments, lending APIs, KYC/AML funnels, NFTs, and other Fintech use cases. Additionally, he has experience with startups in eCommerce, HR, legal, and other fields, despite his primary focus on Fintech.

Sergio is "stack agnostic" when it comes to technology, having worked with various stacks (Javascript, Java, Python, Ruby, PHP, Solidity), cloud providers (AWS, Azure, GCP, Heroku), and tools. He evaluates constraints and trade-offs to determine the best stack for each specific company context and situation.

A strong advocate for remote work, Sergio has worked remotely since 2017 and has been building remote teams since then. Hiring and managing engineers is one of his specialties, and finding the best talent worldwide has become a passion. Embracing a global talent pool has been a key competitive advantage for him as a Startup CTO, and he has developed asynchronous processes to make his teams more performant and inclusive.

Seasoned Executive with experience crafting product vision, creating product strategy, and delivering product experiences used by customers across global markets. Passionate about solving customer needs and driving rapid business growth. Creative problem solver with expertise in delivering great customer experiences across multiple customer touchpoints and growing teams.​
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Successful track record of delivering results, thinking big, innovating, and steering consensus across multiple technologies, business, and customer experience teams. Change agent known to challenge the status quo and traditional approach. Balanced judgment with technology and business perspective, strong problem-solving and analytical skills, global experience, and a customer-obsessed, entrepreneurial approach.

Joe is responsible for the vision, strategy and delivery of solutions across Ripjar’s technology stack. He has been an integral part of the Ripjar team since the company’s inception, scaling our technology and engineering team to counter evolving threats. Prior to Ripjar, Joe worked in a number of technology, research and analytical roles in national security. He specialises in developing scalable AI systems to derive insights from structured and unstructured data.

Phil is the Research Principal for Chartis’ Financial Crime Risk Management pillar, focusing on anti-money laundering, anti-fraud, Know Your Customer, trade-based money laundering, trade surveillance and related areas. He is also one of the primary analysts on Chartis’ RiskTech100, has managed vendor-selection projects in international financial institutions, and has produced market analysis and return on investment projects, as well as leading Chartis’ Risk IT Expenditure report.

Kieran is responsible for the technology roadmap and functional direction of the EDM platform in the public and private asset management verticals. He oversees a global team of subject matter experts and business analysts who develop new vertical solutions for the data aggregation, quality management and information distribution functions. Prior to assuming the product management role for EDM, Kieran ran the solution engineering teams at CoreOne Technologies and DST Global Solutions.

He holds a Bachelor of Arts in Political Science from the University of Connecticut, US.

David is dedicated to refining interactions between humans and machines to produce high-quality analysis. To this end, David leads various product development and data analysis initiatives at Kharon. David previously worked at Innovations for Scaling Impact, where he analyzed efforts by multilateral institutions to address international security, global supply chains, and the environment. David holds an M.A. from Johns Hopkins University School of Advanced International Studies and a B.A. from Occidental College.

Marcelo Labre is CEO and co-founder of Viridios AI, a financial technology company applying AI and data analytics to climate markets. He has over 20 years AI, technology and financial markets experience across multiple markets and continents. As a pioneer in the carbon markets, he has worked on some of the most innovative solutions in this carbon market to date. Marcelo is also a subject matter expert and thought leader on applications of AI in finance. An engineer by training, he has a Masters in Finance from London Business School and PhD in Mathematical Finance from Imperial College London.

Massimo is a professional with a two-decade experience in Financial Services and Technology, an academic who authored several books and papers on maths and tech for markets, and a passionate innovator on the cutting edge of transformation in markets and financial technology.

He has beeen the Chief Economist of the Algorand foundation for more than 3 years. Algorand is an open blockhain platform focused on decentralization and security through cryptography and economic automation. Previously, he headed the fixed income (interest rates, credit, cross-currency and inflation) Quants in the Financial Engeneering at ISP, a top ten European bank, for more than a decade. In this role he led the design and implementation of mathematical and technological solutions for structuring, trading and risk management of financial products. He became a regular keynote speaker in the largest quant finance and risk management conferences. In the same years he advised several global financial insitutions, from the World Bank (2012-2020) to the Monetary Authority of Singapore (2017-2019).

Through scientific papers and books, his research has given core contributions to the solution of several financial problems, such as the management of Credit, Funding and Capital pricing adjustments, the modelling of the Interest Rate multi term structure and basis emerged with the financial crisis, and the management of Model Risk.

Since 2015, Massimo has pioneered the digitization and decentralizatio of Finance through blockchain technology. He was a Board Member of R3, the international consortium of largest banks for blockchain application, and one of the first contributors to the CORDA platform. He authored the first articles that described decentralized financial products and derivatives with smart contracts managing collateral and risk management (as happening in current DeFi), designing then a test implementation on Ethereum. His work on blockchain has been featured on CoinDesk, Risk Magazine, Bitcoin Magazine, Harvard Business Review and has been quoted by CFTC and US Senate. 

In 2019, realizing that innovation was proceeding very slowly in traditional finance, he joined Algorand blockchain founded by Turing Prize and MIT Professor Silvio Micali, helping as Chief Economist the growth of the decentralized market, the decentralization of governance, and the growth of the DeFi sector. He believes that the jouney continues, since the open and tumultuous growth of the cryptocurrencies sector needs now to trigger innovation in regulated financial institutions.​

Matt Wilkins is Product Manager in the SymphonyAI Financial Services team with responsibility for Fraud products. He has more than 30 years of experience working in the financial technology sector: most of this time has been dedicated to creating anti-Fincrime systems and delivering them to customers.

Raghu Mahadev is a Consulting partner with the risk and compliance practice - BFSI focusing on partnerships across risk management capabilities, transformation solutions, risktech and regtech programs.

Gareth Davies has worked within the Allianz Group since 2012 during which time he has established several high performing anti-fraud units and acted as the technical lead on a number of high profile cross industry counter-fraud investigations.  Gareth has developed a reputation within the industry as an expert on insurance fraud – winning the inaugural Allianz Claims High Flyer Award in 2015 and having been shortlisted for Young Fraud Investigator of the Year at The Insurance Fraud Awards in 2016.  Since 2019, Gareth has worked as the Head of Fraud at Allianz Global, Corporate and Specialty where the work that he and his team have done in detecting and preventing international insurance fraud in the complex specialty marketplace was recognised with the team being awarded Counter-Fraud Team of the Year 2021 at last year’s Insurance Claims and Fraud Awards

Yota is a software engineer-turned-coach, and the founder of Together in tech, a tech community with over 6000 members. She has worked in tech for over 15 years, leading teams at Amazon and Yahoo before getting her MSc in Applied Positive Psychology & Coaching, and becoming an ICF accredited coach. As a UN Women UK Delegate to the United Nations Commission on the Status of Women, Yota is a powerful advocate for gender diversity and inclusion in the tech industry.

Her mission to help people in tech unlock their inner confidence and become inspiring leaders has brought her to work with some of Europe's biggest tech companies, including Sky, Booking.com, Delivery Hero, Amazon, and Google. She is also a guest lecturer at UCL, and speaks widely about leadership, confidence, imposter syndrome, and women in tech. In 2022 she was awarded with the Leading with Purpose Award from the Reframe Women in Tech Awards.