Sjoerd works in the Financial Risk team of Deloitte, with over 10 years of experience in the financial sector. He has worked on numerous assignments in the areas of model risk management, model development and validation within the financial services industry, including banks, insurers and investment managers.
His focus is on the development of model risk management frameworks, model risk management tooling and on the model development and validation of regulatory and non-regulatory market risk models.
Koen Dessens leads the Financial Risk team at Deloitte and has over 17 year of experience in the financial sector. With that experience he brings insights across a wide range of model types, with a focus on credit, market and economic capital methodologies. He is responsible for the model risk management initiative at Deloitte and has assisted numerous financial institutions with building a leading model risk management framework.
Director | financial services risk consulting
Head, portfolio quantitative research
Lloyds Banking Group
Suman Datta heads up the Portfolio Quantitative Research function within Lloyds Banking Group Markets division and is responsible for strategic cross-asset portfolio analytics covering FRTB, Prudential Valuation, Initial Margin, PnL Attribution and Stress Testing.
Suman also acts as the business/IT partner for architecting the next-generation risk and valuation platform to be used by trading, risk and finance functions. His background is in quantitative finance, technology and business strategy and key areas of interest are in bank regulation, digitisation and application of quantitative methods in new areas within finance
Manager | Financial Services Risk Consulting
Global head of algorithmic trading model risk management
Fabien Choujaa is a senior leader in Algorithmic Trading and Artificial Intelligence with over 15 years of experience in both areas around the world. Fabien joined the Institutional Equity Division of Morgan Stanley as a Desk Strategist in 2014 and currently heads Algorithmic Trading Model Risk Management for all asset classes globally. Prior to this, Fabien was a Desk Quantitative Analyst at UBS headquarters and held research positions in Artificial Intelligence at IBM and Imperial College London.
Fabien Choujaa has a PhD in Machine Learning from Imperial College London for which he received the EPSRC PhD+ Doctoral Prize.
Head of Americas model risk management
Manan N. Rawal, EVP and Head of Model Risk Management of HNAH since September 2017. He joined HSBC in 2008 and has held positions in client risk management, market risk, and stress testing. Prior to joining HSBC in 2008, Mr. Rawal has held trading and asset management roles at DKR Capital, Advent Capital, Swiss Re and Deutsche Bank spanning a period from 1994 – 2007.
He has an international executive MBA (Trium – HEC Paris, NYU, and the London School of Economics), M.Sc. in Economics (London School of Economics) and a B.S. in Finance from the Wharton School (University of Pennsylvania). He is also an adjunct faculty member of the New York Institute of Finance (https://www.nyif.com/).
His interests include thinking about the impact of technology / data / analytics on society, wine, traveling, and focusing on the positive.
Philipp is a Senior Manager in PwC Germany‘s Quantitative Risk Advisory team and is coordinating the PwC offering for FRTB Internal Models throughout Continental Europe. He works primarily in the areas of market risk internal models and quantitative risk management. He has assisted a number of clients on projects related to the introduction and validation of FRTB models or model components.
Before joining PwC Philipp was working with a German based consultancy which specializes in quantitative risk management. His clients include various international commercial banks. His latest engagements focus on Market Risk and Counterparty Risk Model validations and policy frameworks.
previously global co-head of model risk, BIA
Matt is the former Barclays Global Co-Head of Model Risk (BIA) and previously held senior roles within PwC’s Risk Modelling Services division and served as the Head of ALM Modelling for the Barclays Corporate & Investment Banks.
He has broad experience in model risk management & governance across the full model life cycle, including:
- Design, implementation and review of model risk frameworks & governance processes for start-ups and multinational financial services firms.
- Development and validation of risk, treasury, stress testing, trading, optimisation, planning & forecasting models.
- Model risk audit and assurance reporting to boards, risk committees and audit committees.
- Regulatory engagement & compliance including managing model risk exams, regulatory reporting, obtaining regulatory approval for new models and providing advisory services.
Matt is also an active member of various working groups focussed on model risk management & governance of machine learning models in the financial services industry.
Prior to moving into model risk management, Matt held various roles within risk, treasury and front office markets, where he gained deep experience in managing risk exposures during periods of stress, including being one of the lead members of the London Clearing House (LCH) team responsible for hedging, unwinding & managing the risk of the $9 trillion Lehman Brothers swap, bond & repo portfolios post the banks’ default and the subsequent enhancement of default management strategies & models.
Matt holds degrees in accounting and finance and is a qualified CFA Charterholder.