Webinar: Practice Session for MRM Cost-Benefit Panel by MRMIA

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About This Webinar

Boston Consulting Group (BCG) is leading this panel discussion exploring how we make the processes of model risk management efficient and scaled to the risks. We all want MRM to be an ally of the business, not an obstacle, so we need the right balance in the types and level of scrutiny.

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.

Rafic Fahs

Chief Model Risk Officer at Fifth Third Bank

Seasoned credit risk executive with global experience optimizing risk/reward trade-offs across economic cycles. In-depth knowledge of all aspects of consumer credit risk management. Hands-on and practical expertise in developing and validating credit risk models under Basel II, and CCAR regulations/ Economic Capital models.

Kirill Katsov

Partner & AD, Risk & Analytics at Boston Consulting Group (BCG)

Jos Gheerardyn

CEO of Yields.io

Building the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale

- Passionate about algorithm monitoring, testing & validation
- Co-founder and CEO of Yields.io
- Zealous proponent of model risk governance & strategy
- Experienced ML & statistics model developer

Jodi Blomberg

Senior Director of Data Science at Waste Management

Always having fun with data. Experienced data science executive with wide track record in creating products that embed NLP, computer vision, machine learning, statistical modeling, and optimization to create demonstrable value. Expert in translation between stakeholders and data scientists.