Webinar: Model Risk Management for Information Security Models by MRMIA

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About This Webinar

This session explores issues in managing the risks in information security models.

Presenters

Joseph Breeden

Dr. Breeden has been designing and deploying risk management systems for loan portfolios since 1996. He founded Deep Future Analytics in 2011, which focuses on portfolio and loan-level forecasting solutions for pricing, account management, stress testing, and CECL; serving credit unions, banks, and finance companies. He is also the owner of auctionforecast.com, which predicts the values of fine wines using a proprietary database with over 2.5 million auction prices.

He is member of the board of directors of Upgrade, a San Francisco-based FinTech; an Associate Editor for the Journal of Credit Risk, the Journal of Risk Model Validation, and the Journal of Risk and Financial Management; and President of the Model Risk Managers’ International Association (mrmia.org).

Dr. Breeden earned a Ph.D. in physics, and has published over 80 academic articles, 8 patents, and 4 books. His upcoming book, Creating Artificial General Intelligence and Preventing the AI Apocalypse, will be published in Summer 2022.

Liming Brotcke

Model Validation Executive at Ally Bank

Liming Brotcke leads the Model Validation Group at Ally since February 2019. Before joining Ally Liming worked at the Federal Reserve Bank of Chicago as the head of MRM for the 7th district and also led the Risk Modeling and Analytics team. She co-led the quantitative review of the CCAR Credit Card and was a key member of the LISCC supervision retail team. Prior to Chicago Fed, Liming developed extensive modelling skills and business knowledge between Discover and Citi Group. Liming holds a Ph.D. degree in Econom

Thomas Dahlin

Director of Model Risk Management at Centennial Bank

Tom Dahlin is a risk practitioner with over 25 years of experience - managing within both large and smaller bank institutions, including JP Morgan Chase, HSBC, RBS/Citizens, and most recently, Centennial Bank in Little Rock, Arkansas. His quantitative experience includes credit, market, operational, and model risk, with a specialization in stress testing, reserves, and economic capital. Tom has authored multiple research publications on U.S. demographics and retail sales. He strives to adopt risk initiatives with pragmatism and simplicity, whenever possible. Tom holds a Masters degree in Economics from University of Hartford, and he resides in Little Rock, Arkansas, with his family.

Chris Smigielski

Director of Model Risk Management at Arvest Bank

Director of Model Risk Management at Arvest Bank with over 30 years of financial services industry experience, Chris has an in-depth knowledge of model risk management, model governance, model validation, financial model development, Asset Liability Management, and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously Vice President, Director of Model Risk Management at TIAA Bank for five years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks.

Jessica Jiang

SVP, Sr Manager Model Risk at Texas Capital Bank

Jessica Jiang - is an SVP, Sr. Manager Model Risk at Texas Capital Bank. She leads a team of professionals managing the Bank’s Model and EUC Risk Management programs. Jessica has close to 20 years of experience in the financial industry. Most recently at Texas Capital Bank, Jessica leads the Model Risk Management functions of model validation, model governance, committee reporting, regulatory reporting and overall Model and EUC life-cycle management. She also has leadership responsibility of directing independent validation on key bank models, including DFAST, Capital Stress Testing, CECL, ALM, Credit Underwriting, Fraud, BSA/AML, Broker/Dealer and Market Risk models. Prior to joining Texas Capital Bank, Jessica worked at Goldman Sachs for 10 years primarily in the Insurance Risk and Market Risk areas. Jessica received both her bachelor’s and master’s degrees from University of California at Davis in Applied Economics and Agricultural and Resource Economics. She resides in Dallas Texas with her family.

Raman Mandapaka

Financial Services Advisory Practice Lead Senior Vice President and Financial Services practice lead at Nathan Associates, Inc

Dr. Raman Mandapaka is a Senior Vice President and Financial Services practice lead at Nathan Associates, Inc. As a 75+year old firm, Nathan is well known for its impactful work in economic development, financial services, and assistance to donor and government agencies. He is an accomplished leader with experience in Banking and Capital Markets. His practice area covers a wide range of analytical applications including Model Risk, Model Development, and Data Governance. His modeling and validation expertise includes areas of AML/BSA, CECL, Stress Testing, ALM, and Cybersecurity. In 25+ years of consulting career, Dr. Mandapaka has worked with Large and Regional banks, Fannie Mae, Freddie Mac, Investment Banks, and Credit Unions. Dr. Mandapaka obtained his Ph.D. in Economics with specialization in Econometrics and Macro Economics from SUNY Stony Brook, NY. Prior to joining Nathan, he worked at Northeastern University (Boston), PwC, Deloitte, and Navigant Consulting.