speakers for the two day course
head of balance sheet modeling
Armel R. KOUASSI is an experienced financial professional with global and broad-based asset liability management and treasury portfolio management experience in the most respected financial institution in the world GE Capital, Merrill Lynch, Citi Bank, HSBC Asset Management, State Street Corporation and Northern Trust. Armel has a proven ability to develop strategic plans to optimize the balance sheet and successfully manage risk, resulting in improved earnings. Recognized in the industry for his ability to develop strong predictive analytical models made possible by well-honed skills in data science. Armel has demonstrated with his 15+ years’ experience in banking competency with all Banking regulations, including Dodd-Frank. Armel is certified Financial Risk Professional and aa member of Global Association of Risk Professional. Armel is passionate of Classical music and is member of the Board of Directors of the Ridgefield Symphony Orchestra. Armel received a MBA from the University of Pennsylvania Wharton School, a Master in Finance from ESCP Europe, Paris, France and a Master of Applied Economics and Statistics from ENSEA Cote d’Ivoire.
Currently Armel is overseeing $120Bn Bank’s Balance sheet and heading Northern Trust’s Asset Liability Management and Balance sheet
lecturer, UCONN and former chief risk officer
Ms. Howe is a banker, risk management and finance professional with more than 25 years industry experience in the global financial services sector, including roles in Canada, Europe and Mexico. With the rare ability of combining high-level quantitative skills with qualitative management excellence she has held a variety of senior risk management roles in some of the world’s most established banks including Deutsche Bank, UBS, ABN AMRO, and Santander.
She is an expert is managing emerging risks and those that cross multiple domains, such as operational risks. A proponent of measuring what you want to manage, she continually strives for Best Practice in the design of KRIs/KPIs and other Internal Control metrics and workflows. As technology is an enabler to both taking and managing risks of all sorts she has emphasized the roles played by business process management and vendor use in cyber risk vulnerability, and the techniques of RPA and Blockchain on risk exposures. As a long-time financial modeler, she understands the impact of techniques including machine learning and the continuum of AI methods on both risk and front office exposures. Well-known within the risk community she served for more than 10 years on the Board of the Global Association of Risk Professionals (GARP).
Offering deep knowledge in capital markets and investments across a broad range of corporate strategies and client segments ranging from high yield to high net worth, she also has a passion for education. Between consulting and corporate training projects, she teaches at several major universities in the US Northeast on an adjunct basis. In today’s environment, this is a help in managing talent and growing staff capabilities.
managing director and head of market risk
Yujush Saksena is currently the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GE Capital Americas and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework
Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.
Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He is also holds CFA and FRM certifications.
David Green Advisors
Dr. Green’s expertise in risk and profitability management derives from lessons learned in a 20-plus-year career spanning banking, bank regulation, consulting and software development. Prior to consulting with firms around the globe for the last decade, he served as the Treasurer at BankUnited, the largest bank headquartered in Florida, where he was responsible for ALM, FTP, the investment portfolio, funding and derivatives, as well as secondary marketing. Prior to this, he was the ALM Manager at SunTrust Bank in Atlanta; there he built and managed all the static and stochastic interest rate risk models for the bank and worked to align a number of business functions including budgeting/forecasting, funds transfer pricing and strategic balance sheet management. At SunTrust, he developed the first of many behavioral models for non-maturity deposits.
Dr. Green is a former Chairman of the Georgia Bankers Association’s A/L Management Committee. He served as a Bank Examiner at the Federal Reserve Bank of Atlanta, where he also spent two years in Research while completing his PhD. He was also Chairman of SunGard/Bancware’s US Client Advisory Council for many years.
Dr. Green holds a PhD in Economics from Georgia State University, a BS in Applied Mathematics from Georgia Tech and is a CFA charter holder. He is a frequent speaker at banking and risk management conferences.
Dr. Green has created and delivered an extensive array of live content on risk and profitability management, including over 100 multi-day lectures around the globe on ALM, FTP and Deposit Modeling.