Speakers

Jodi Richard is vice chair and chief risk officer of U.S. Bancorp, a well-respected financial services holding company with businesses across the United States, Canada and Europe. U.S. Bancorp is headquartered in Minneapolis and is the parent company of U.S. Bank, which is the fifth-largest commercial bank in the United States. U.S. Bancorp is also the parent company of Elavon, a leader in the payment processing industry. Jodi oversees all aspects of the company’s risk management activities, including operational risk, credit risk, market risk, model risk, compliance, AML/BSA, independent risk review and regulatory services. She became vice chair and chief risk officer in 2018 and is a member of the company’s Managing Committee, the highest-ranking executives within the organization.

Jodi’s financial career spans nearly 30 years. She joined U.S. Bancorp in 2014 as executive vice president and chief operational risk officer, managing the company’s operational risk management activities.

Before joining U.S. Bancorp, Jodi was executive vice president and head of operational risk and internal control for HSBC North America. She was there for 11 years, serving in enterprise risk roles including head of risk governance and administration and director of regulatory compliance.

Jodi also spent 12 years at the Office of the Comptroller of the Currency (OCC), where she served as national bank examiner, specializing in retail credit and credit card bank supervision. Between two periods with the OCC, she was chief compliance officer for Sears National Bank.

At U.S. Bancorp, Jodi is executive sponsor of Business Resource Group Board. She also is the executive sponsor of U.S. Bank Spectrum LGBTQ BRG and Women of Risk chapter of the U.S. Bank Women BRG.

Jodi serves on the boards of Fairview Health Services and Catholic Charities of St. Paul and Minneapolis. She is active in the financial service industry, serving as chair of the board of directors of the Risk Management Association. She also is  on the Advisory Committee for Minnesota Center for Financial and Actuarial Mathematics. She is a frequent speaker at risk industry events.

Jodi is a graduate of the Leading Women’s Executive program and was part of American Banker’s Most Powerful Women in Banking Top Team Award in 2013, 2015, 2019 and 2020. She was named Best Technology Executive in 2017 by Waters Technology. In 2017, U.S. Bank was named Operational Risk Bank of the Year by Risk.net.

Jodi holds a bachelor of arts degree in finance from the University of Northern Iowa.

Kristen has 25+ years of experience in risk management and analytics at large buy- and sell-side firms.  Currently serving as CRO for The Canada Pension Plan Investment Board.  Kristen also served as CRO of Natixis Investment Managers from 2020-2022.

Prior to Natixis, she was the Chief Operating Officer of BlackRock's Risk and Quantitative Analysis (RQA) Group from 2012-2020. Kristen reported to the firm's Chief Risk Officer (CRO) and is a member of RQA's EXCO. Her responsibilities included ensuring RQA effectively manages market, counterparty credit, liquidity and operational risk on behalf of BlackRock and fiduciary clients.  She was also responsible for RQA’s strategic technology, analytics and reporting initiatives partnering with BlackRock’s financial modeling and application development teams.  Kristen has been a member of the Commodities Futures Trading Commission’s (CFTC) Market Risk Advisory Committee since 2014 and worked closely with BlackRock’s Vice Chairman / Head of Government Relations on risk-related regulatory issues. 
Kristen previously worked for BlackRock’s CRO when he was co-heading BlackRock Solutions and focused on developing analytics for fixed income bonds and derivatives as well as portfolio risk analytics, such as VaR and stress testing.  She also worked with BlackRock’s Institutional Client Business and Sovereign Wealth clients on risk measurement for AUM managed by BlackRock. 
Kristen has also held senior positions in risk management at Goldman Sachs, PIMCO and Barclays Capital. Many of her risk roles have also involved addressing regulatory issues pertaining to risk management, including managing the Federal Reserve's initial stress testing exercise for Goldman Sachs during 2009. She has also done significant work developing analytics for market, credit and liquidity risk across cash and derivatives markets. 
Kristen started her career in Supervision and Regulation at the Federal Reserve Bank of Boston and holds a MBA from Babson College and an undergraduate degree in accounting from the University of Massachusetts at Amherst.

Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction.

Dr. Ratcliffe's service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis.

Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.

Ms. Garcia joined Apollo in 2021 as the Head of Market Risk.  Prior to joining Apollo, Ms. Garcia was an Executive Vice President and Portfolio Risk Manager at PIMCO from 2007-2021.  While at PIMCO she served on various management committees, oversaw investment and counterparty risk, and led firm planning for LIBOR transition.  Prior to PIMCO, Ms. Garcia was employed by Barclays Capital within the CDO Structuring group.  She graduated from University of California, Berkeley with a Masters of Financial Engineering and Columbia University with a BS in Applied Mathematics.

Melissa Sexton is the Chief Risk Officer for BNY Mellon Wealth Management and BNY Mellon N.A. Bank, responsible for independent risk oversight of risks inherent to business activities, including investment, fiduciary, operational, reputational, credit, market, liquidity, and strategic risks.

Melissa joined BNY Mellon in May 2021 from Morgan Stanley where she was Co-Head of Field Risk and Supervision, responsible for risk management oversight of Wealth Management Financial Advisors. At Morgan Stanley, she also served as Head of Investment Risk, responsible for risk management oversight of the fee-based Investment Advisory business. Prior to Morgan Stanley, she was Chief Risk Officer at hedge fund Concordia Advisors. Earlier, she held multiple senior risk management and trading roles at Bank of America and hedge funds Ore Hill Partners and Lotsoff Capital Management.

Melissa holds a B.A. in Mathematics and Economics from Boston University and is a CFA Charter holder.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.

He was previously in charge of the market risk cross-asset team overseeing regional limit framework, Market Risk Stress Testing and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms.

Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at Natixis-NY in charge of Trading Risk Management on a U.S Agency MBS portfolio.  Prior to Natixis, Mr. Fiol was a Vice President at the reinsurance company SwissRe-NY where he was initially in charge of front-office quantitative pricing and subsequently joined the U.S Rates Derivative Desk trading.

He graduated from ENSAE (National School of Statistics and Economics) in 1998 and holds a Degree (DEA) from Paris VII University. 

Fabrice Fiol has participated as a speaker and panelist at various risk conferences (Bloomberg,Risk.Net,Cefpro) and has co-authored an article in the RMA Journal in 2017 “Risk Appetite: How Banks are responding to risk in a new regulatory environment”

Professional Affiliations

• Member, RMA Risk Management Association (2012– Present)

Dennis Sadak is Senior Vice President of Product Management for Numerix and oversees risk product offerings, market risk, counterparty risk, xVA and capital.  Prior to Numerix, he held several positions at MetLife, portfolio management and derivative trading units, where he implemented numerous derivatives overlay strategies for their General Account portfolio and built out pricing and risk analytics for active derivatives hedging of their variable annuity program. Mr. Sadak earned a dual degree in Mathematics and Finance from Rutgers University and is a CFA charter holder.

Dharrini Gadiyaram is the Global Head of Enterprise Risk Products for Bloomberg, responsible for developing the business strategy across risk solutions including market risk, credit & counterparty risk and collateral management that are used by the sell-side and buy-side. Ms Gadiyaram joined Bloomberg in 2014 and has held various roles including product management for front office risk solutions and FX/commodity derivatives across the terminal, enterprise data and risk solutions. Prior to joining Bloomberg, Ms Gadiyaram led oil refined products and exotic derivatives trading for Credit Suisse, and has held roles in commodities quantitative research and risk technology at Credit Suisse and Lehman Brothers. She graduated in Computer Science and Engineering from the Indian Institute of Technology Madras.

Joseph Simonian is Senior Investment Strategist at Scientific Beta. Over the last 17 years Joseph has held senior portfolio management and research positions in several asset management firms, including PIMCO, Fidelity, Natixis Investment Managers, and JP Morgan Asset Management. He is also the founder and CIO of Autonomous Investment Technologies LLC.

Joseph is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. He is currently the co-editor of the Journal of Financial Data Science, on the editorial board for The Journal of Portfolio Management, and advisory board member for the Financial Data Professional Institute. Joseph is the author of over 40 academic publications. 

Joseph also has vast experience in teaching both in academia and industry. 

He holds a Ph.D. from the University of California, Santa Barbara; an M.A. from Columbia University; as well as a B.A. from the University of California, Los Angeles.

Giuseppe ("gappy") Paleologo is head of risk management at Hudson River Trading (HRT), one of the largest principal trading firm in the world, where he is responsible for all risk facets across the firm. Before HRT, he was Head of Enterprise Risk at Millennium, and Director of Quantitative Research at Citadel, and a director at Axioma (not Qontigo). He spent several blissfully short years in the Mathematical Sciences department at IBM Research, and a long but eventful summer at Enron. He has a PhD in Management Science and Engineering from Stanford, and MS in Statistics, Operations Research, and Physics, from Stanford and the University of Rome.

Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
 
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.

David is the founder and CEO of Sapiat, a modern technology platform for long-term scenario forecasting, helping investors and policymakers plan decisions that meet the desired financial, social and environmental objectives. His career spans 22 years across Europe (London based) and Asia (Tokyo based) in the development of next generation predictive analytics and financial technology. Having collaborated with prominent world academics and practitioners, he is a thought leader in decision-making for investment portfolios and a frequent speaker at quantitative finance events globally.

Chris Callies has partnered with senior officers of major financial institutions to address growing complexity in the nature of financial risk and its propagation across geographic, asset class, market structure, and operational boundaries. After initially working with institutional asset managers, commercial and investment banks, and multi-family offices through the financial crisis that began in 2007–08, her professional domain later expanded to alternatives managers, insurance firms, non-bank lenders and regulators. Callies has advanced through a series of senior roles at Credit Suisse, Merrill Lynch and Bessemer Trust, including chief investment strategist, chief strategist, head of market risk strategy, and acting chief investment officer, with oversight of more than $40 billion in traditional and alternative assets. She is a dedicated advocate for fully integrated, flexible, proactive risk analytics as a vital tool for effective capital planning, product development and sustainable returns. Callies holds a bachelors degree from Northwestern University in Evanston, Illinois, with a sub-specialty in advanced applied mathematics.

Alessio de Longis is a senior portfolio manager and head of global tactical asset allocation at Invesco Investment Solutions. He heads the group's global tactical asset allocation and multi-asset factor rotation efforts, focusing on the development, implementation and management of macro regime-based investment strategies across asset classes, risk premia and factors. De Longis develops and manages active currency overlay strategies and solutions for multi-asset portfolios. He joined Invesco in 2019 when the firm combined with OppenheimerFunds, where he was team leader and senior portfolio manager of the global multi-asset team. Between 2004 and 2013, he was a member of the OppenheimerFunds Global Debt team, where he served as currency portfolio manager and global macro strategist. De Longis earned a masters of science degree in financial economics and econometrics from the University of Essex, and masters and bachelors degrees in economics from the University of Rome Tor Vergata. He is a Chartered Financial Analyst Institute charterholder.

Rahul Ajmera is a Senior Risk leader at Liberty Mutual Investments and spearheads risk management for global fixed income portfolios at LMI, overseeing all aspects of portfolio oversight, risk management, modeling and analytics processes, relative value analysis, and stress testing techniques used for asset allocation, portfolio management and reporting purposes.

Rahul is a seasoned Investment professional with over 15 years of experience on both buy and sell side, He specializes in Risk management across public and private markets, his expertise spans Portfolio construction and Asset allocation, Hedging strategies, Research and Modeling, and cross-asset exposure (Fixed Income, Equities, Derivatives, Private Equity/Debt, and Hard Assets).

Theo provides strategic direction for global risk management programs in the investment management group (IMG) through design, governance of operational risk management strategies and is responsible for the leadership and oversight of the IMG operational risk function across multiple disciplines for Asia-Pacific.

Prior to joining Vanguard in November 2011, Theo's held the role of head of risk at ANZ Private Wealth. Theo has extensive experience within operational risk, regulatory compliance and credit risk across mortgage lending, insurance, asset finance, asset management, margin lending and stockbroking with the ANZ Banking Group.

Theo holds a Bachelor of Business (Banking and Finance) degree from Monash University.

Kamyar Moud is a Director in Asset Liability Management and Investment Strategy function at New York Life Insurance. Mr. Moud focuses on Net Interest Income(NII) projection across whole life, universal life, long term care, retail and institutional annuities, and surplus management accounts for ~250B portfolios of investments.

Before joining New York Life, Mr. Moud served as Managing Director and global head of the Investment Risk Solutions (Investment Risk Analytics) at AIG. During his time at AIG, he focused on investment risk analytics (Credit, Market, Operational and Model Risks), construction of economic capital framework, portfolio optimization, portfolio replication strategies for ALM, aggregated ALM reporting across all lines of business (Life and Retirement, Property and Causality), and developing stress testing models for ~400B portfolios of investments. Prior to his role at AIG, Kamyar’s experience focused on data analytics, quantitative investment research and model development for over 25 Insurance and Financial Services institutions globally.

Mr. Moud is an adjunct faculty with Columbia University in New York City, where he teaches graduate-level courses in investment risk management, and sustainable and impact investing. Mr. Moud is a Climate Reality Leader™, in The Climate Reality Project (non-profit) founded by former Vice President Al Gore. Mr. Moud earned four university degrees in Electrical Engineering, Digital Signal Processing and Information Theory, Finance, and Organizational Social Psychology from four countries.

Murad Nayal is head of risk architecture and informatics at Millennium. Before joining Millennium, he was global head of the risk informatics group at Goldman Sachs and global head of market risk analytics and reporting, and market risk core technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles at Goldman Sachs, Nayal managed the market risk modelling team in the Americas, driving the development of market risk, the Comprehensive Capital Analysis and Review, and capital models. He also managed the corporate treasury modelling team developing models of liquidity risk. Having joined Goldman Sachs in 2005 as an associate in market risk technology, Nayal was named managing director in 2017.

Previously, he has worked as a research scientist in computational biology at Howard Hughes Medical Institute and Columbia University in New York, where he used physical and statistical models, and machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad holds a doctor of medicine degree from Damascus University, a PhD in biophysics from Washington University in St. Louis and a masters degree in mathematical finance from the Courant Institute, NYU.

Professor Berner served as the first director of the Office of Financial Research (OFR) from 2013 until 2017. The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 established the OFR to support the Financial Stability Oversight Council, the Council’s member organizations and the public. The OFR’s mission is to promote financial stability by delivering high-quality financial data, standards and analysis.

He was counselor to the Secretary of the Treasury from April 2011 to 2013. His principal responsibilities included advising the Secretary on financial and regulatory issues and starting up the Office of Financial Research.

Professor Berner was a managing director, chief US economist at Morgan Stanley from 1999 to 2011 and co-head of Global Economics from 2008 to 2011.

He was executive vice president and chief economist at Mellon Bank, and a member of Mellon's Senior Management Committee (1992-99). Previously, he served as a principal and senior economist for Morgan Stanley, as a director and senior economist for Salomon Brothers (1985-91), as economist for Morgan Guaranty Trust Company (1982-85) and as director of the Washington, DC, office of Wharton Econometrics (1980-82).

Professor Berner served on the research staff of the Federal Reserve in Washington, where he co-directed the Fed’s model-based forecast and was a member of the team that developed the Fed’s first multi-country model used for international policy analysis (1972-80). He has been an adjunct professor of economics at Carnegie-Mellon University and at George Washington University.

He is an advisor to FinRegLab, an innovation center that tests new technologies and data to inform public policy and promote a responsible and inclusive financial marketplace. He is a member of the Milken Fintech initiative, led by former OCC head Tom Curry and former Treasury official Melissa Koide. He is a senior advisor to MacroPolicy Perspectives, an economic consulting firm. He is a member of the Board of Advisors of HData, which helps data companies involved in RegTech and Legal Tech solutions. He is a member of the IMF panel of experts for financial stability.

Professor Berner has been a member of the Economic Advisory Panel of the Federal Reserve Bank of New York, a member of the Panel of Economic Advisers of the Congressional Budget Office, a member of the Executive Committee of the Board of Directors of the National Bureau of Economic Research, a member of the Advisory Committee of the Bureau of Economic Analysis, Department of Commerce, a member of the Board of Directors of the Penn Institute for Economic Research and a member of the Board of Advisors of Macroeconomic Advisers, LLC. He served as an associate for the Counterparty Risk Management Policy Group II. He is a Past President and Fellow of the National Association for Business Economics and is the past chair of the Economic Advisory Panel of the Bond Market Association. He is the winner of forecasting awards from Market News and the National Association for Business Economics, the 2007 recipient of the William Butler Award for Excellence in Business Economics and has been a member of Time’s Board of Economists.

He received his bachelor’s degree magna cum laude in Economics from Harvard College in 1968, and his PhD in Economics from the University of Pennsylvania in 1976. He researched his dissertation under the supervision of Professor Lawrence Klein, and was funded by SSRC-Ford Foundation grants at both the University of Louvain, Belgium, and at the University of Bologna, Italy, from 1971-72.

Lisa Wang is a Senior Vice President and Head of Investment Risk at AB. She oversees investment risk management of a wide range of strategies in Multi-Asset, Equities and Fixed Income Management. Wang's responsibilities include advising senior management on enterprise risk exposures, advising investment teams on portfolio construction and leading the development of enterprise risk infrastructure. Prior to joining AB in 2015, she was a director of investment risk management at Ally Financial, in charge of portfolio analytics and research of multi-asset portfolios. Previously, Wang was a fixed-income portfolio manager at Royal Bank of Canada, overseeing multibillion-dollar fixed-income portfolios, and was a member of the firm's asset-liability management committee. She holds a BASc in electrical engineering from the University of Toronto and an MBA from York University, and she is a CFA charterholder. 

Yakov Shenkman is a director and head of the risk and quantitative analysis team for fundamental equity, the Americas, at BlackRock. His team provides independent risk oversight on behalf of BlackRock and its clients – and partners with portfolio managers in their portfolio construction process – to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled. Prior to joining BlackRock in 2013, Shenkman was a senior risk manager of global portfolio strategies at Bank of America, where he was responsible for constructing, optimising and hedging the bank's commercial credit loan portfolio. He started his career in 2006 at Morgan Stanley, where he was an equity risk manager, later transitioning to a sell-side risk manager role covering the structured credit products trading desk. Shenkman holds a masters degree in operations research and financial engineering from Columbia University and an undergraduate degree in economics from the Wharton School at the University of Pennsylvania. He is a Chartered Financial Analyst (CFA) Institute, Financial Risk Management and Chartered Alternative Investment Analyst Association charterholder and a member of the Global Association of Risk Professionals.

Racim Allouani is head of portfolio construction and risk management across KKR's public credit, private credit and special situations businesses. Prior to begining his current role, he had a similar responsibility in the hedge funds business. Prior to joining KKR, Allouani spent five years at Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he worked at Arden Asset Management in the portfolio optimisation and risk management group. Allouani has held previous positions at Deutsche Bank in equity research and WestLB in fixed income research. He earned masters degrees in international economics from Sciences Po, Paris, in financial engineering from Cornell University, and a bachelors degree in applied mathematics and computer science from Ecole Nationale des Ponts Et Chaussees.

Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK

Stefano Pasquali Managing Director, is the Head of Liquidity Research Group at BlackRock Solutions. As Head of Liquidity Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles. His responsibilities include defining cross asset class models, leveraging available trade data and developing innovative machine learning based approaches to better estimate market liquidity. Mr. Pasquali is heavily involved in developing methodologies to estimate funding liquidity and better estimate funds flows. These models include: the cost of position or portfolio liquidation, time to liquidation, redemption estimation, and investor behavior modelling utilizing a big data approach. Stefano is a member of the Government Relations Steering Committee within BlackRock.

Previous to Blackrock, Mr. Pasquali oversaw product development and research for Bloomberg's liquidity solution, introducing a big data approach to their financial analytics. His team designed and implemented models to estimate liquidity and risk across different asset classes with a particular focus on OTC markets. Before this he lead business development and research for fixed income evaluated pricing.
Mr. Pasquali has more than 15 years of experience examining and implementing innovative approaches to calculating risk and market impact. He regularly speaks at industry events about the complexity and challenges of liquidity evaluation ̶ particularly in the OTC marketplace. His approach to risk and liquidity evaluation is strongly influenced by over 20 years of experience working with big data, data mining, machine learning and data base management.

Prior to moving to New York in 2010, Mr. Pasquali held senior positions at several European banks and asset management firms where he oversaw risk management, portfolio risk analysis, model development and risk management committees. These accomplishments include the construction of a risk management process for a global asset management firm with over 100 Billion AUM. This involved driving projects from data acquisition and normalization to model development and portfolio management support.

Mr. Pasquali, a strong believer in academic contribution to the industry, has engaged in various conversations and collaborations with universities from the US, UK, and Italy. He also participates as a supervisor in the Experiential Learning Program and Masters of Quantitative Finance Program based at Rutgers University, along with tutoring students in research activities.

Before his career in finance, Mr. Pasquali was a researcher in Theoretical and Computational Physics (in particular Monte Carlo Simulation, Solid State physics, Environment Science, Acoustic Optimization). Originally from Carrara (Tuscany, Italy), he grew up in Parma. Mr. Pasquali is a graduate of Parma University and holds a master's degree in Theoretical Physics, as well as research fellowships in Computational Physics at Parma University and Reading University (UK).

Jack Sarkissian is an asset manager currently overseeing quantitative trading as the Managing Partner of Algostox Trading. Prior to Algostox, Jack worked as the Chief Investment Officer of EG Capital Partners managing $3 billion in assets of pension funds, HNWIs, and corporate accounts. Prior to EGCP Jack ran a risk management department and held senior quantitative analytic positions in investment banks.

Physicist by background, Jack Sarkissian is known for demonstrating the quantum nature of price formation on microstructural level and developing the Quantum Pricing Theory, a microstructural framework for modeling liquidity, bid-ask spread, trade execution, and trade negotiation.

Jack's expertise includes portfolio management, high-frequency trading, risk management, and quantum decision-making algorithms.

Sudipto is the head of investment risk for Principal Asset Management. Sudipto joined Principal in April 2022. Prior to this, he was the Deputy Head of Investment Risk at Lord, Abbett & Co. LLC, an independent, privately held investment management company, where he spent six years developing and executing the investment risk management program across all asset classes.

Before Lord Abbett, Sudipto spent seven years at Goldman Sachs as a fixed income quantitative strategist focusing on asset backed securities, commercial and residential mortgage-backed securities and real estate. Sudipto has a PhD degree in Mechanical Engineering from the University of Illinois at Urbana-Champaign, IL, USA and is also a CFA charter holder.

Max Yu is a Vice President of Group and Multi-Asset Solutions Strategist at T. Rowe Price. He works with global clients on strategic asset allocation design, custom strategy development and multi-asset portfolio management. In addition, he also serves as in-house investment risk specialist overseeing multi-asset risk and analytics projects, including stress testing and scenarios analysis modeling, ESG integration into portfolio construction, and quantitative data strategy development.

Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers. He oversees the quantitative research and risk management team and its partnership with SAI Portfolio Management to advance asset allocation solutions for both retail and institutional clients. Nielsen's team also contributes to thought leadership and research innovation initiatives. Prior to joining Fidelity, he was an executive director and co-head of applied research at MSCI Barra. Previously, Nielsen was vice-president and head of risk management solutions at Barra. He has been in the investments industry since 1993. Nielsen holds a masters of business administration degree from Hamburg University and is also a Chartered Financial Analyst Institute charterholder.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Dianne O’Boyle | BD & Sales Executive

Dianne is currently Symbiont's Lead Business Development and Sales Executive and oversees the company’s strategic sales outreach and client relationships. Prior to joining Symbiont, she headed the Americas Sales team at CLS Bank International. She was responsible for the sales, relationship and strategic management of the region generating USD150mm in annual revenue.

Having spent over 20 years at JP Morgan prior to her role at CLS Bank International,, Dianne has an expertise in banking and asset management. At JPMorgan, she was responsible for sales and relationship management for US Large Corporate Diversified Industrial clients supporting USD120mm in annual revenue.  She also held various product roles throughout her career..

She is currently a member of Boston Women in Finance, Canadian Women in Capital Markets, the Financial Women's Association, Women in Payments  and NYC FinTech Women. Dianne also serves as a Co-Chair for The International Trade Communication (ISITC)

Zane Van Dusen is the Global Head of Risk & Investment Analytics Products at Bloomberg. Zane began this role in 2019 and under his leadership, the group has become one of the industry's top data analytics providers, supplying innovative risk metrics, such as Bloomberg's award-winning Liquidity Assessment solution (LQA), based on Bloomberg's vast database of market data. Zane works with quants and engineers to build data-driven analytics that address a wide range of client needs from investment research to portfolio construction to regulatory reporting.

Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups for over a decade.

Zane holds a BS from Rensselaer Polytechnic Institute in Computer Science.

zvandusen@bloomberg.net

Mark Patrick is Head of the Macro & Country Risk Team (M&CR) within TIAA Financial Risk and Capital Management.  He also manages the firm’s Emerging Risks process. 

Mark’s international career spans three decades of public and private service.  Prior to joining TIAA in 2016, he was Head of Asia Pacific Country Risk at JP Morgan in Hong Kong from 2014-2016.  From 2011 to 2014, Mark was Head of Developed Markets and Latin America Country Risk at JP Morgan in New York.  Mark designed the firm’s country stress methodology, enforced country limits, rated sovereign jurisdictions and performed sovereign rating advisory services for foreign government clients. 

From 2008 to 2011, Mark was a Lead Derivatives Negotiator for the LAMCO (Leham Brothers) bankruptcy estate and faced off against big bank, sovereign and muni derivatives creditors. 

Mark joined Lehman Brothers in 2000 and founded the Sovereign Risk function.  He built and managed country limits, country stress, reporting and sovereign ratings frameworks.  He remained in that role until Lehman’s bankruptcy in 2008. 

Mark joined the State Department in 1991 and served as a career US diplomat in Peru (1992-94), Singapore (1994-96) and Washington (1996-2000).   He was awarded State’s Superior Honor Award for his management of the Asian Fianancial Crisis in 1997-98. 

Mark lives in Chatham, New Jersey with his family.  He enjoys cycling, painting and traveling, as well as weekends at the Jersey Shore. 

Michael Paterakis is the data and benchmarking editor at Risk.net and its sister titles. Prior to joining Infopro Digital, he served as investment editor across Pageant Media’s asset management publications. Michael has a master’s degree from the Craig Newmark Graduate School of Journalism at CUNY. He is based in New York and can be reached at michael.paterakis@infopro-digital.com.