Risk USA 2020

Risk.net's award-winning conference, 25th annual Risk USA, is the eminent risk management event for North America's top tier banks, buy-side participants and industry regulators.

Risk USA 2020

Book with confidence

Our commitment to you

Buy With Confidence

As the unprecedented COVID-19 situation changes every day, we remain watchful but also focused on delivering this much anticipated conference. We want you to feel confident about booking with us, so our commitment to you is:

  • If we need to reschedule the event, we will automatically transfer your ticket to the new date. We will make your booking transferable, so if you are unable to make the new date you can pass the ticket to somebody else in your organization.

  • If we are unable to run the same event within a 12 month period, you can either:

    • transfer your ticket to another Risk.net event

    • request a full refund.

Risk USA returns on October 21-22

Risk USA 2020 gives market experts the information and insights needed to cope with a period of radical change in risk management and risk transfer markets, ensuring attendees leave Risk USA 2020 with a thorough understanding of what’s changing, how others are adapting, and how you and your business can get ahead.

By bringing over 450 industry front-runners together in one place, with over 350 being c-suite and senior influencers from banks, pension funds, asset managers, life insurers, hedge funds, private equity, academic institutions and regulators, and focusing on the critical market issues and trends at the heart of our leading publication Risk.net – this premium industry event comprehensively explores the direction of risk covering market, credit, liquidity and investment risk as well as the challenges and opportunities presented by the disruption of new technologies and new ways of working and the disintermediation of old business models.

Risk management lessons from Covid - 19
Spotlight on Libor transition efforts
Vendor resiliency & third party reliance during the pandemic
Rethinking portfolio strategies in volatile markets
Etical AI in finance
Effective processes and models to manage climate risk
Innovations and regulatory development in credit risk management
Assessing cyber resilience during the pandemic
Rewriting the playbook for the business continuity management
The economic fallout of the Covid-19 and outlook for markets
The new shape of liquidity in the markets
Effective tools to measure market risk
Winners and losers in the fintech space
Managing model risk in rapidly changing markets
Spotlight on data quality and when it becomes a risk
Decoding the ESG investing

Michael Patchen

CRO & principal

AQR Capital Management

Michael Patchen is a Principal and Chief Risk Officer at AQR Capital Management. In this role, Michael oversees AQR's risk function, which is responsible for the identification, measurement, monitoring and management of all financial and non-financial risks across the firm. Mike is the chair of AQR’s Enterprise Risk Committee and Market and Liquidity Risk Committee. Previously, Michael was the Head of Market and Liquidity Risk and oversaw all aspects of market risk across the firm’s portfolios. Prior to joining AQR, Michael was a Managing Director and senior risk manager at Carlson Capital. Earlier in his career, he was a portfolio manager at SAC Capital and Deutsche Bank. Michael was also part of the original AQR team that left Goldman Sachs Asset Management to found AQR in 1998. Michael earned a B.S. in economics from the Wharton School at the University of Pennsylvania and a B.A.S. in computer science from the University of Pennsylvania’s School of Engineering and Applied Science, graduating summa cum laude in both.

Jodi Richard

Vice chairman, CRO

U.S. Bank

 

 

Charles Elkan

Global head of machine learning and managing director

Goldman Sachs

Charles Elkan is a managing director and the global head of machine learning at Goldman Sachs in New York, and also an adjunct professor at the University of California, San Diego (UCSD). Previously, he was the first Amazon Fellow and the leader of Amazon's central machine learning team in the US; before that, he was a professor of computer science at UCSD for many years, with leaves that included being a visiting associate professor at Harvard. 

Thumbnail
Andrew Chin

CRO and head of quantitative research

AllianceBernstein

Rajesh Krishnamachari

Global head of data science

Bank of America Merrill Lynch

Rajesh T. Krishnamachari, Ph.D. is responsible for leading Data Science initiatives within the Global Markets division of Bank of America. Prior to joining the firm in 2018, he was an investment strategist at JP Morgan, where he served on the Quant Council for Research and specialized on the application of machine learning algorithms to cross-asset systematic investing. He also serves as adjunct faculty for machine learning at New York University. Dr. Krishnamachari is a widely cited researcher with 2 books and 25 refereed publications across quantitative finance, applied mathematics and the social sciences. 

Thumbnail
Tatiana Segal

CRO

Morgan Stanley Investment Management

Tatiana Segal is a Managing Director and a Chief Risk Officer at Morgan Stanley Investment Management, where she covers both public and private businesses and is a member of the Investment Committee. Prior to joining MSIM in August of 2019, Tatiana was a partner and a Head of Risk Management at SkyBridge, a global alternative investment firm, where she was also a member of the Manager Selection, Portfolio Allocation and Real Estate Investment committees. Prior to joining SkyBridge, she was a Managing Director and Chief Risk Officer at Cerberus Capital Management, LLC. Before joining Cerberus, she held a Chief Risk Officer position with Diamond Lake Investment Group and previously worked at Citigroup Alternative Investments, where she was responsible for an independent risk oversight of a multi-billion hedge fund and fund of funds portfolio. Mrs. Segal is a Co-Chair of Risk PAG NY for 100 Women in Finance, as well as a contributing member of DCRO council. She serves as a board member of the Tenement Museum and NY Landmark Conservancy. Mrs. Segal holds a Bachelor Degree in Economics from Columbia University

Ellen Koebler

SEVP & deputy CRO

Truist (formerly SunTrust)

Ellen Koebler is deputy chief risk officer at Truist Financial Corporation, the nation’s premier financial services company serving approximately 10 million households.  In this role, Koebler is responsible for the execution and oversight of enterprise risk for Truist. She is also a member of the company’s executive management team.  

Prior to the merger of equals between BB&T Corporation and SunTrust Banks, Inc., she was chief risk officer for SunTrust.

After beginning her career as a senior chemical engineer for Shell Oil in New Orleans, she joined the financial services industry in the investment banking division of J.P. Morgan in Chicago where she focused on client coverage, originations and collateralized loan obligation structuring. She first joined SunTrust in 2004 as managing director for corporate investment bank portfolio strategies.  In subsequent years, Koebler held numerous positions in corporate risk management, including chief market risk and corporate analytics officer.

She was named chief risk officer for E*TRADE in 2016, and then returned to SunTrust in 2017 to serve as the consumer solutions executive, where she had responsibility for fintech partnerships and all direct lending and consumer deposit products.  She was named chief risk officer for SunTrust in January 2019.

Koebler has a bachelor’s in Chemical Engineering from Vanderbilt University and an MBA from the Kellogg Graduate School of Management at Northwestern University and holds a chartered financial analyst (CFA) designation.  She is a member of the TransUnion Consumer Lending Advisory Council and served as a board member of the Consumer Bankers Association through 2019.

Mahi Dontamsetti

SVP, chief technology risk officer

State Street

Rodney Sunada-Wong

Former CRO, U.S. broker-dealer and U.S. & Mexican swaps dealers

Morgan Stanley

 

 

 

Thumbnail
Michelle Beck

CRO

TIAA Financial Solutions

Michelle McCarthy Beck is CRO for the TIAA Financial Solutions division of TIAA, which provides retirement, wealth management and banking services to the institutions and individuals that TIAA serves. Her previous role at TIAA was as CRO of its asset management subsidiary, Nuveen. 

Before joining Nuveen in 2010 she had prior roles including CRO at Russell Investments, and Chief Market and Operational Risk Officer at Washington Mutual Bank. From 1986-2003 she worked at Bankers Trust and then Deutsche Bank in roles including derivatives portfolio manager, head of market risk management for Europe/Middle East/Africa in London, and head of risk management for the bank’s asset management division. 

Michelle holds a bachelor’s degree from the University of Washington and a master’s degree in Government from Harvard University.  She serves on the board of trustees of the Global Association of Risk Professionals (GARP), and is a member of GARP’s Buy Side Risk Managers Forum.

Michelle’s publications include “Measuring and Managing Market Risk,” co-authored with Don Chance, Ph.D., published by the CFA Institute in 2016, and “Utilizing Downside Risk Measures,” CFA Institute Conference Proceedings, Third Quarter 2014.

Thumbnail
Sven Sandow

Global head of credit and operational risk analytics

Morgan Stanley

Sven Sandow is the Global Head of Credit and Operational Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor’s. Before he joined the financial industry, Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-University Halle-Wittenberg in Germany.

Thumbnail
Prasanna Someshwar 

CRO, global wealth management

J.P. Morgan Private Bank

Prasanna Someshwar is Chief Risk Officer for Wealth Management and a member of the  Wealth Management Operating Committee. As CRO, Mr. Someshwar oversees the credit, reputation, fiduciary, market & investments, and operational risk practices of the Wealth Management business, composed of J.P. Morgan Private Bank and J.P. Morgan Securities.

Before becoming Chief Risk Officer in 2017, Mr. Someshwar  was Head of Global Credit Risk &

U.S. Regional Risk for Wealth Management, where he played a key role in building the Private Bank’s credit book, and led the overhaul of the business’s risk policies and procedures, applying a more quantitative and consistent approach.

Mr. Someshwar joined Wealth Management in 2014 from the Corporate & Investment Bank, where he was the Regional Credit Executive for Greater China, South Asia, Asia-Pacific Commodities and had management oversight of the Credit Analysis unit. He began his career with the firm 18 years ago, covering South and Southeast Asian Financial Institutions for Chase Manhattan Bank in Mumbai. Mr. Someshwar led numerous key risk initiatives during his time in Asia, including the launch of J.P. Morgan’s Global Corporate Banking initiative, risk acceptance criteria in China, appropriateness for derivative transactions, the Global Commodities Group Credit restructure and Country Chief Risk Officer. 

Mr. Someshwar earned his bachelor’s degree in Technology from the Indian Institute of Technology and an MBA from the Indian Institute of Management. He lives in New York City with his wife and daughter. 

Thumbnail
Flora Sah

CRO, data technology and enterprise initiatives

Bank of America

Flora Sah is the Chief Risk Officer for Global Risk Management at Bank of America. She is the lead risk partner and central delivery conduit, responsible for driving ownership, execution, and oversight between the technology teams and the horizontal risk functions to provide a holistic view of all risks and create robust future state strategy and implementation roadmap.

Before joining Bank of America, Flora was the executive advisory council at Gerson Lehrman Group, responsible for business advisory and technology consulting. Prior to that, Flora held multiple leadership roles at State Street Corporation, including COO of Enterprise Risk Management, Head of Risk & Regulatory Technology, and CTO & Head of Vendor Risk Management. Before joining State Street Corporation, Flora spent several years at Cambridge Technology Partners where she led consulting practices in financial services, retail, and healthcare industry.

Flora holds a M.S. in Engineering Management from Northeastern University and a B.S. in Industrial Engineering and Information Systems from the University of Massachusetts at Amherst.

Thumbnail
Stephanie Bontemps

CRO, executive vice president

First Republic Bank

As Chief Risk Officer, Ms. Bontemps is responsible for maintaining a robust enterprise risk management program that supports the strategic goals of the Bank and builds upon its longstanding conservative risk culture and client service focused business model.  At First Republic, she previously served as an Executive Loan Committee Member and Director of Credit Administration.  

Prior to joining First Republic, Ms. Bontemps worked for Citibank in corporate and investment banking in New York and San Francisco where she held leadership positions in both relationship management and credit risk management.  

Ms. Bontemps graduated from the Anderson School at UCLA (MBA) and UCLA (BA, Economics).    

Thumbnail
Steven Boras

EVP, head of risk architecture

Citizens Bank

Thumbnail
Kris Devasabai

editor-in-chief

Risk.net

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.

Thumbnail
Duncan Wood

Global editorial director

Risk.net

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.

Conference Awards