Dr. Yaping Jiang
JW Matrix Inc
Dr. Yaping Jiang is currently a managing director in JW Matrix Inc., a consulting company that provides a wide range of services in financial modeling, derivatives valuation and risk analysis, end-to-end risk management structures and practices including market, credit, operational, and model risk management; model validation, independent price verification, economic capital and regulatory capital calculation, compliance assessment against regulatory requirements including Basel II and III requirements and regulatory guidelines over model risk management.
Dr. Jiang has a Ph.D degree in Mathematics and is a certified financial risk manager (FRM). She has been worked in major Canadian Banks for over 20 years and has in-depth knowledge and intensive experience in the following areas:
- Model validation and model risk management over the model life-cycle process
- Valuation of various derivatives products
- Advanced models for market risk (Value-at-Risk or IMA, FRTB), counterparty credit risk (IMM), operational risk models (AMA), internal risk rating for whole sale and commercial portfolios, non-retail and retail credit risk parameters (PD, LGD, and EAD)
- Trading market risk management and counterparty credit risk management
- Independent price verification for trading products
- Enterprise risk management and operational risk management
- Back testing and stress testing
- Economic capital and regulatory capita calculation and modeling
- Expected credit loss (ECL) estimation
- Compliance assessment against various regulatory requirements including Basel II and III, ICAAP, SR 11-7, OSFI E-23
- Internal Audit processes and practices for all aspects of quantitative areas
Export Development Canada
President & Founder
Grigoris Karakoulas is the president and founder of InfoAgora Inc. that has provided risk management consulting, prescriptive analytics, RegTech solutions (CECL/ IFRS9/IRRBB/Basel III) and model risk management services to Fortune-500 financial institutions with multi-million dollar benefits. He is also Adjunct Professor in the Department of Computer Science at the University of Toronto. Grigoris has published more than 40 papers in journals and conference proceedings in the areas of machine learning, risk management and predictive modelling in banking. He is on the PRMIA subject matter boards for Stress Testing and Enterprise Risk Management. He holds a PhD in Computer Science (Artificial Intelligence).
Greg is Senior Director in Enterprise Model Risk Management at RBC. He has a decade of experience in market and model risk management, with specialization in enterprise and retail risk. In his present role, Greg is leading efforts related to responsible AI practices, as well as development of validation techniques both for AI and using AI.
Senior Manager, AI Research
Ali is Senior Manager Ai Research at RBC Enterprise Model Risk Management Group. His focus is on ML research and testing methodology development.