Below is the latest edition of the speaker lineup, but this is just the beginning. As we approach the event, we will be adding more speakers and sessions to enhance your experience. To stay informed about these exciting updates, please register your interest using the form on the side.
Alexandros Doukas
Director, Model Risk
Barclays
Biography coming soon…
Anu Magon
Head of Model Risk & Validation
Investec
Anu Magon is Head of UK Model Risk & Validation at Investec, where she leads model risk management and independent validation across the bank’s model landscape. With nearly 15 years’ experience spanning credit risk model development, model validation and model risk management, she has worked across a range of UK banks and specialist lenders. Anu has extensive experience strengthening model oversight across the model lifecycle and helping firms navigate an evolving regulatory landscape. Her focus is on translating regulatory expectations into practical, proportionate and sustainable model risk practices that strengthen governance while supporting innovation and growth.
Bernardo Veiga
Director – AI Model Risk
UBS
Biography coming soon…
David Hookings
MD, Global Head, Models & Predictive Analytics
Standard Chartered
Biography coming soon…
Eleimon Gonis
Head of Credit Model Risk
Nationwide
Eleimon has a rich and diverse background. He began his career in academia teaching and researching credit risk management. Later he transitioned to the financial sector where he led second-line teams in banks and building societies. His work involved independent validation of various model and risk types including IRB IFRS 9 stress testing AI/ML fraud AML and even climate change modelling.
In addition to his banking experience Eleimon contributed to regulatory oversight. He worked for the PRA reviewing a multitude of IRB models across different asset classes. As a Big-4 consultant he focused on delivering diverse projects within the broader realm of model risk management.
Currently Eleimon holds the position of Head of Independent Model Validation at Virgin Money. In this role he not only ensures that the bank’s model risk is appropriately managed but also fosters the development of his team in all aspects related to model risk.
Filippo Macaluso
Head of Market Risk Model Validation
Standard Chartered
Filippo Macaluso heads Market Risk Model Validation at Standard Chartered. Before he was at HSBC and State Street holding quantitative roles in model validation. Filippo is also a lecturer at University of Florence where he teaches an introductory Machine Learning class with applications to Finance. He holds a BSc in Economics from University of Pisa and a MSc in Statistics from University of Florence.
Jacob Henry
Head of Transformation Risk Governance
Morgan Stanley
Biography coming soon…
Jean-Pierre Marshall
Head of Model Risk Management
Handelsbanken
Jean-Pierre (JP) Marshall is Head of Model Risk Management at Handelsbanken Plc in London, where he leads a team of risk specialists responsible for Model Validation, Risk, Control and Governance.
With more than 20 years of experience in financial services, JP has developed broad expertise across model development, model validation and model risk management, spanning multiple areas of the risk taxonomy. His career across banking and consulting has provided him with a well-rounded perspective, combining technical modelling expertise with practical risk management and governance experience.
JP’s academic background in mathematical statistics has been central to his approach to understanding and challenging complex modelling methodologies, development approaches and validation techniques. His areas of expertise include advanced and technically complex modelling, stress testing, statistical and macroeconomic modelling, IFRS 9 provisioning, machine learning and artificial intelligence.
JP holds an MSc in Statistics from the University of Johannesburg, South Africa, and has a particular interest in the evolution of advanced Machine Learning and AI within financial services. He is also Chair of the AI Risk Committee at Handelsbanken Plc, where he contributes to the development of approaches for understanding, assessing and managing the risks associated with AI and emerging modelling technologies.
Katarina Ocokoljic
Head of Model Risk
NatWest Commercial and Institutional
Biography coming soon…
Madiha Jami
Group Head of Model Risk Management
Admiral Group Plc
Biography coming soon…
Michal Wojciechowski
Head of Business and Legal Entity Model Advisory
BNY
Biography coming soon…
Odile Hounkpatin
Head of Markets Model Validation
Lloyds Banking Group
Odile Hounkpatin has over 25 years experience in the financial industry, during which she has held various leadership positions including Head of Model Development and Model Validation. Her expertise spanned Complex Derivatives Pricing, Traded and Banking Book Valuation and Risk models, Stress Testing, Capital as well as AI/ML/GenAI models. She has worked with various institutions in Paris and London including Natixis, ABN AMRO, Nomura and Santander UK.
Odile holds a PhD in Mathematical Finance from University Paris 6 and an Executive MBA from TRIUM (LSE, NYU & HEC), and is fervent about bridging the gap between innovation and oversight, helping financial institutions navigate increasing regulatory scrutiny while accelerating responsible technology adoption.
Peter Quell
Head of Portfolio Analytics for Market and Credit Risk
DZ Bank AG
Biography coming soon…
Peyman Khorsand
Head of Algo Trading Model AI Validation
Deutsche Bank
Biography coming soon…
Philip Preuss
Global Head of Wholesale IRB Validation
HSBC
Biography coming soon…
Pieter Boer
Head of ALM & Markets Modelling
ABN AMRO Bank N.V
Biography coming soon…
Satish Raghavan
Director, Head of Market Model Validation
Citi
Biography coming soon…
Shehryar Humayun
Managing Director – Models, Data & AI Audit
Lloyds Banking Group
Biography coming soon…
Ying Poikonen
Head of Modelling Group
SMBC
As the head of the Modelling Group at SMBC for the EMEA region, my primary focus is to oversee the quantification and management of a spectrum of financial risks including credit，operational & market risks etc. My team’s dedication to establishing robust Model Risk Management Framework and advancing Stress Testing methodologies has been a cornerstone of our strategic approach to risk assessment..
My responsibility extends to developing Climate Change Risk Assessment and scenario analysis models, ensuring SMBC stays at the forefront of climate change risk evaluation. An advocate for precision and analytical depth, I am committed to fostering robust discussions with regulatory bodies and steering our risk management practices towards excellence.
Before joining SMBC, I worked in Deutsche Bank also in Risk Analytics.