Agenda

Navin is an independent risk director with over 16 years’ experience in advising the sell side on front to back risk and regulatory matters. Navin also specialises in the delivery of Risk Methodologies, Models & Governance for Tier One and Tier Two investment banks; whilst spearheading the analysis for IBOR Transition, FRTB, IRRBB, Basel IV, CRR 2 and CRD V offerings. He most recently worked as a Senior Manager at a leading global advisory firm where he led the analysis of the impact of the LIBOR Transition on financial institutions. 

Prior to this, Navin spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, CRO and Operations. Navin is a member of the Professional Risk Managers Association and sits on the London Chapter Steering Committee. Navin supports the CRO community via mentoring of risk professionals and the organisation of risk, regulatory & leadership events. 

Louis Brown heads up the Credit Risk Modelling team for the Investec Bank PLC. His primary focus is the development of Credit Risk model for IFRS 9. Before joining Investec, Louis worked at Barclays in the model validation team and before this at RBS in a number of Credit Risk modelling and analytics roles. Louis holds an MSc in Machine Learning and a BSc in Physics with Computer Science.

FRM certified Risk Management specialist with strong analytical mindset and finance background. By combining my 10+ years of Risk Management experience with SAS Analytical and Risk & Finance Solutions I am uniquely positioned to provide the leading financial institutions with valuable advice for addressing their Risk & Finance management challenges.

My main Finance & Risk Management competency areas include:
- Finance and Risk Management technology;
- Risk regulations ( Basels /CRDs, ICAAP, ILAAP, Solvency II, ORSA);
- Accounting standards: IFRS 9 ;
- Enterprise Risk Management;
- Model Risk Management;
- Financial Risk Management and Asset Liability Management;
- Risk data / analytics;
- Planning, Forecasting, Stress Testing, Scenario analysis and Capital management.
- Risk and Finance integration

I am passionate about helping companies to improve their existing risk and finance processes, providing advice, educating and driving business development in the areas above.

Jesús Calderón advises Canadian and international clients in the financial services and energy industries on the implementation of data-driven solutions for risk management in  banking, insurance, capital markets, and energy trading, as well as anti-money laundering and regulatory activities. Jesús has over twelve years of experience in risk management, internal audit, and fraud investigations, where he has specialized in the application of data science and machine learning methods to optimize risk control activities and examinations.

Naveen Nagarajan, a Director at Capital One, is responsible for oversight of  all credit loss forecasts related to the commercial bank.  Naveen joined Capital One in 2011 and has since worked in various roles including Commercial portfolio risk analytics, credit underwriting and modeling of commercial portfolios, Counterparty credit risk of commercial capital markets and treasury, and quantitative research for asset management.

Prior to joining Capital One, Naveen worked in credit portfolio analytics at BNY Mellon. Naveen has a bachelor’s degree in Computer Science and Engineering from University of Madras, India, and a Master’s degree in Computational Finance from Carnegie Mellon’s Tepper School of Business. Naveen is also a CFA® charter holder.

Maria Kostova has over 16 years of experience in Regulatory Risk with specific focus on Expected Credit Loss Methodologies and Internal Ratings Based Approach Valuation techniques.

Her significant focus of expertise resides in Model Development, Validation, Risk Governance, Capital Allocation mechanisms and Financial Stability Frameworks across Pillar 2A and 2B types of risk- Credit, Market, Liquidity, Concentration, Interest Rate Risk in the Banking Book /IRRBB/ and Model Risk Management. During her career, she has been predominantly engaged in top tier Banking Groups in the United Kingdom, the Netherlands and Spain, allowing her to acquire a comprehensive IFRS9 and A-IRB Credit Risk Modelling expertise in PiT/TTC PD, LGD, EAD Development and excellent understanding of Internal Capital Adequacy requirements (ICAAP/ ILAAP) alongside Risk Weighted Asset adjustments, Liquidity Restructurings and Stress-testing techniques. She is specialized in Banking and Finance with strong emphasis on Statistics and Microeconomics in the United States, where this substantial exposure on logistic and linear regression methodologies in statistics for retail and corporate portfolios has been developed and practiced in accordance with Basel/ BIS/ ECB/EBA Regulatory Frameworks and the PRA Requirements in the UK.