Speakers

Speakers

Speakers

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Frederic Bertholon-Lampiris

Executive Director, Financial Risk

Deloitte

Frederic is a Partner in Deloitte Risk Advisory practice based in Singapore, covering the Financial and Regulatory Risk advisory services. He has more than 20 years of multidisciplinary experience in risk management, regulatory compliance and internal/external audit in the banking and asset management industry. Frederic also leads the Model Risk Management services in Singapore for the Financial Industry.

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Dishell Gokaldas

Head of Model Validation & Risk Methodology

Australia & New Zealand Banking Group (ANZ)

Dishell has over 15 years’ experience in Model Validation & Market Risk. In his most recent role at ANZ, he was the Head of the Model Validation & Market Risk Methodology team. The team focuses on the validation of cross-asset Pricing & XVA models; primarily in Interest Rates, Foreign Exchange & Commodity derivatives asset classes. Other responsibilities included formulating Risk Methodology for Counterparty Credit Risk, Traded Market Risk (VaR) & Interest Rate Risk in the Banking Book (IRRBB) as well as development of the Counterparty Credit Risk Analytics platform. Dishell also has experience in managing the XVA Markets Risk team, assisting the business in initiatives such as recognising FVA, developments with CVA and playing a leading role in regulatory reform initiatives, including the roll-out of the Standardised Initial Margin Model (SIMM) and Standardised Approach to Counterparty Credit Risk (SA-CCR).

Prior to ANZ, Dishell has held a number of Senior Model Validation and Market Risk Management roles at other financial institutions including BNP Paribas, Lazard Asset Management and Dresdner Kleinwort Wasserstein. He’s also had the opportunity to work in various cities across the globe including London, New York, San Francisco, Frankfurt and he is currently based in Singapore.

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Anca Maria Alvirescu

Senior Data Scientist, Financial Risk

Deloitte

Anca Maria Alvirescu is a senior data scientist in Deloitte Risk Advisory and Financial Risk practice with many years of experience in France and UK. Her work consists in applying innovative techniques to credit risk management, notably for credit risk measurement and quantification topics. She also leads the research around the quantification of model risk using Machine Learning techniques.

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Amandeep Singh Sidhu

Machine Learning Quant

STANDARD CHARTERED BANK

Amandeep currently works as a machine learning quant at the Standard Chartered Bank (Singapore), where he is involved in predictive time series modelling for the entire group. Prior to this, he undertook roles in derivative pricing and risk management at Murex and OCBC Bank (Singapore). Publications authored under his name primarily span the research area of reinforcement learning.

Amandeep graduated with B.Eng (Hons) in Computer Engineering from the Nanyang Technological University. Thereafter, he attended University of Chicago as a Monetary Authority of Singapore scholar where he graduated with a M.S. in Financial Mathematics.

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Dr Simon Goo

Executive Director – Head, Group Risk Analytics

UOB

Simon leads a multi-disciplinary risk analytics team that oversees enterprise-wide risk management models at United Overseas Bank. The team validates a wide range of risks and measurement models. Those models can be used to assess and manage credit, market and balance sheet risks across the bank’s global business.

Prior to joining the bank, Simon held senior corporate positions in technology and finance related companies in areas such as strategic planning, private equity investments and mergers and acquisitions. He has also worked with promising enterprises to assess the potential of their technologies for product commercialization and strategic investment.

Simon holds a PhD in the field of decision control systems from the University of Newcastle- upon-Tyne (UK). He received an IChemE Jubilee prize for his research applying Statistical and Artificial Intelligence Methodologies for on-line fault detection and diagnosis in 1997.

Simon was part of the banks’ Innovation Workgroup member to bring The Finlab to launch and he had been a mentor in The FinLab. He was part of the judging panel in the Global Fintech Hackcelerator. Simon serves as a member in the Product Program Committee and the Alt-Chair person in the Valuation Adjustments working group in the bank.