Credit risk model management

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. 

Daniel is a data scientist specialising in financial modelling, risk methodologies and treasury analytics. He also has project management experience in banking and insurance. His background includes studying health sciences before moving towards actuarial science and mathematical finance. He is currently leading a team of credit risk modellers mandated with both the development and implementation of models used in management and regulatory reporting. He also looks after the research, documentation and deployment of state-of-the-art model methodologies and predictive analytics. 

Christian has a long experience as a leading consultant in the quantitative risk management modelling space, working in collaboration with primary financial and non-financial institutions as well as public companies, including local and central Banks. His expertise includes both technical knowledge in the development of credit risk methodologies and credit risk architecture systems, as well as commercial acumen gained in developing international markets within the risk management space.

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.