Managing Director, Model Risk Management
Royal Bank of Canada
As Managing Director in Enterprise Model Risk Management (EMRM), Jing Zou is responsible for validating models in Securitized Products, Pre-Provision Net Revenue, Retail Credit models, and interest rate derivatives models. She also developed Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which identifies the impact of model uncertainty on capital ratios. She is an invited speaker for many industry model risk management training courses.
Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible of engaging the business about model risks. Later on, she was promoted to Senior Director and then Managing Director and has expanded the scope to cover the validation of 40% of CCAR models. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles covering front office quant, market risk, and model risk areas.
Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a B.S. and M.S. in Computational Mathematics in Xi’an Jiaotong University.
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).
Ryan Moore is a Senior Manager in the Ernst & Young’s Financial Services Risk Management Advisory practice. He has over 11 years of experience in the financial services industry providing advisory services to banking and capital markets, insurance, and asset management clients. Ryan has extensive experience supporting leading financial institutions in the areas of model risk governance, model development, and model validation. Ryan has a BS in Finance and Accounting from Georgetown University and an MBA from the Columbia Business School. Ryan holds the Chartered Financial Analyst (CFA) designation and is a Certified Public Accountant in the state of New York.
Rushabh Mehta is a Senior Manager in the Advisory Services practice of Ernst & Young LLP. He has over fourteen years of experience in the financial services industry serving banking and capital markets and asset management clients. He has led multiple projects at various investment and commercial banking clients, assessing the Model Risk Management requirements as per Supervisory and Regulation letter (SR 11-7), “Guidance on Model Risk Management” and helped respond to and address matters requiring immediate attention (MRIA) from the regulatory (FED / OCC) examinations and now focusses on designing governance and control frameworks over emerging technologies.
Senior Quantitative Specialist, OTC Derivatives
National Futures Association
Antonina Harden is a Senior Quantitative Specialist of OTC Derivatives at National Futures Association. Antonina joined NFA in May 2016 to work on the approval of Initial Margin models for NFA member firms.
Antonina brings more than 10 years of experience in financial services, with a focus on quantitative finance. Prior to joining NFA, Antonina held various quantitative roles within Citigroup across market, counterparty, and model risk management, respectively.
Antonina holds a PhD in Physics from Rutgers University and a MS in Theoretical Physics from Moscow State University, Russia.
Managing Director, Head of Model Risk Management
Nikolai Kukharkin is Managing Director, Head of Model Risk Management at TIAA. His team is responsible for TIAA’s Model Risk Management program, including model validation, control, and governance activities such as risk rating of models, model performance review, front-to-back model governance and controls, and reporting and oversight of model risk.
Mr. Kukharkin has over 20 years of experience in risk management, focusing on model risk assessment and management. He joined TIAA in 2017 after 14 years with UBS, where he held various roles within Risk Control function. Since 2014 Mr. Kukharkin was the Global Head of Model Risk Management & Control at UBS, where he led the design and implementation of a complete Model Risk Management framework. Previously, Mr. Kukharkin served as Vice President, Model Risk Officer at JPMorganChase Model Review Group for 5 years.
Mr. Kukharkin holds PhD in Plasma Physics from Moscow Institute of Physics and Technology (Russia) and started his career in 1990s as a research physicist at the National Research Center “Kurchatov Institute” in Moscow, Russia, and later in the Department of Mechanical and Aerospace Engineering at Princeton University.
Senior Principal Consultant
Vice President, Hedge Fund Analytics