Group Head of Operational Risk Management & Business Continuity
Aengus Hallinan is Managing Director, Group Head of Operational Risk Management at Credit Suisse, based in New York. Key areas of focus include global business line / Divisional operational risk, 3rd party risk, technology risk (including cyber), strategic change risk and operational risk capital modelling and scenarios. He is also globally responsible for Business Continuity Management, ensuring preparedness and rapid recovery in the event of business disruption.
Prior to this, he was Head of Operational Risk Management for the Americas as well as for the Global Markets (GM) and Investment Banking & Capital Markets (IBCM) Divisions at CS.
Mr. Hallinan joined CS in May 2014 following 19 years at UBS in a variety of roles in Equities, most recently as Managing Director and Chief Operating Officer for Global Equity Derivatives. He has substantial international experience having worked in London, Tokyo, Hong Kong and New York.
Director of Op Risk Quantification & Scenario Analysis
Michael Barton is the Director of Operational Risk Quantification and Scenario Analysis at AIG. In his role, he leads the development and implementation of operational risk stress testing, economic capital estimation, and allocation of those estimates to the business lines, as well as supporting the development of and quantification of operational loss scenarios for the organization. In this role, Michael has worked extensively with cyber and business professionals around identifying and quantifying cyber risk. Before working at AIG, Michael was the Head of the Regulatory Solutions Quantification group in U.S. Bank’s Corporate Treasury department. In this role, he was responsible for CCAR/DFAST and Regulatory Capital modeling for Operational Risk as well as setting up a governance framework for models and analytical tools in the Corporate Treasury department. Previous to those roles, Michael worked in an actuarial capacity at Sun Life Financial in Boston handling variable annuity reserving, fixed and variable annuity lapse study estimations, and retirement product pricing. He held a similar variable annuity reserving role in Security Benefit Corporation in Topeka, KS before that. Michael has a Bachelor’s Degree in Mathematics with an Actuarial Emphasis, and a Master’s Degree in Theology.
EVP, Head of US Model Risk Management
Manan is currently a Senior Vice President at HSBC where he focuses on stress testing and enterprise wide risk management. Previously, he was Regional Manager of OTC Derivatives Pricing and Risk for HSBC's securities services division which involved evaluating client portfolios across multiple asset classes and strategies in the alternative investment space. Manan also worked at Deutsche Bank, Swiss Re and DKR Capital. At DKR, he ran a portfolio focusing on global volatility trading across convertible bonds and equity derivatives. His experience covers portfolio management for derivative products as well. He is also an adjunct faculty member at the New York Institute of Finance. Manan specializes in courses related to the trading and risk management of derivatives across asset classes, including equity, fixed income, foreign exchange and credit. His course offerings have also included stress testing, Asian capital markets, and structured products.
Manan has a B.S. Finance from the Wharton School at the University of Pennsylvania, M.Sc. in Economics from the London School of Economics and an executive MBA from the Trium program.
Risk Consultant and Head of Training
David Musselwhite is a risk consultant and head of training for RiskLens, the leading provider of cyber risk quantification software and professional services. David is an expert FAIR practitioner and helped to create and lead a completely FAIR-based Enterprise Risk Management program at one of the nation's largest financial services firms. Prior to entering the world of quantitative risk management he taught high school math in Detroit Public Schools. When not talking risk David can be found reading, petting every dog in sight, or pursuing his semi-professional side career in music and theatre.
FEDERAL RESERVE BOARD
Ashish Dev is Principal Economist at the Federal Reserve Board. Prior to that Ashish was a Managing Director at JP Morgan Chase Risk Management. He has over 20 years' experience in enterprise risk management. Ashish is listed as one of the most published authors by Risk in its 20th anniversary issue. He has been recognized as one of the top faces of Operational Risk for making the field what it is today. Ashish has a PhD in Economics & Finance and holds the CFA professional designation.
Global Leader, Cyber Resilience Services
Stroz Friedberg, an Aon company
Rocco Grillo is an Executive Managing Director serving on Stroz Friedberg’s Executive Management team. Mr. Grillo has more than 25 years of experience providing organizations with security and risk management services. He is an internationally-recognized expert in the field of information security and incident response investigations and has assisted Fortune 500 corporations, law enforcement agencies, major law firms, industry threat intelligence organizations, as well as industry regulators with all matters involving cybersecurity, incident response and computer forensics, in addition to other security threat services.
Model Risk Managers International Association
CEO at Model Risk Manager's International Association (MRMIA) https://www.mrmia.org
Model Risk Managers’ International Association (MRMIA.ORG). This is the global organization for the Model Risk Managment profession. The goal of MRMIA is to promote Model Risk Managment as an independent profession within the banking, finance, consulting and technology industries. MRMIA will provide knowledge-sharing, education, and certification of model risk managers. MRMIA is incorporated in Delaware, USA as a Non-Profit Corporation.
Linked in group: https://www.linkedin.com/groups/8668461/