Speakers

Speakers

Course speakers

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Dr. Yaping Jiang

Managing director

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
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Olga Streltchenko

Director

Export Development Canada

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Grigoris Karakoulas

President & founder

InfoAgora Inc

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).

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Greg Kirczenow

Senior director, enterprise model risk management

RBC

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.

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Ali Fathi

Senior manager, AI research and methodology, enterprise model risk management

RBC

Ali is Senior Manager Ai Research at RBC Enterprise Model Risk Management Group. His focus is on ML research and testing methodology development.

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Alex Shipilov

President

iGRC Advisors

Dr. Alex Shipilov is a Managing Director and practice leader of Risk and Compliance Practice of Protiviti in Canada. He has over 25 years of experience gained inside the financial services industry. Alex held executive positions with banking, insurance and accounting firms where he led risk management and internal audit functions, and quantitative risk advisory practices. He consulted financial institutions and corporate treasuries in Canada, the U.S., the U.K., Spain and Russia. Alex was responsible for advising clients in dealing with enterprise wide risk management and compliance challenges, financial models, risk measurement, simulation, and derivatives valuation issues.

His specific area of expertise includes implementation, review and audit of risk and capital management functions, including the development, review and audit of model risk management framework. Dr. Shipilov co-founded the Professional Risk Managers’ International Association (PRMIA.ORG), sat on its Board of Directors, strategized PRMIA’s development and the global chapter network by leading the treasury and finance functions.

Vathy Kamulete

Senior manager AI research - enterprise model risk management

RBC