ALM analyst, cfa
Managing director and head of market risk
Yujush Saksena is currently the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GE Capital Americas and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework
Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.
Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He is also holds CFA and FRM certifications.
Senior director audit, finance and treasury
IBSM Solutions Inc.
Karl Rubach is the Managing Director and founder of Integrated Balance Sheet Management Solutions, Inc. in Toronto, Canada. He has over 20 years of international Treasury, Balance Sheet and Capital Management experience. He has lead the implementation of Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds and Transfer Pricing (FTP) and Economic Capital allocation.
He is a frequent speaker at industry events. He holds a master’s degree in finance as well as a bachelor’s degree in economics from ITAM Mexico. He is also a CFA charter holder.
Founder and president
Hovik Tumasyan is the Founder and President of FinRisk Solutions. With over 20 years of combined banking and advisory services he has advised financial institutions in North America, EU and Asia that range from investment and commercial banks to government owned and multilateral banks. Hovik assists financial institutions in design and implementation of capital and liquidity management frameworks and implementation of post-crisis changes for Capital Markets businesses.
Hovik holds a PhD degree in Physics from University of Miami and a degree in Mathematical Finance from University of Oxford.