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World Business StrategiesServing the Global Financial Community since 2000

Tuesday 16th March: Day 2

Climate Risk Models and Methodologies

EST: 08.00
GMT: 13.00
CET: 14.00

  • How to model Climate Risk?
  • Sourcing & interpreting climate change data
  • Inputs to modelling methodologies
    • Temperature alignment scenarios
    • Pacta methodology
    • Climate change inputs for credit risk

Navin Rauniar:

Partner & Director PRMIA

Navin Rauniar: Partner & Director PRMIA

Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.

Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.

Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.

The Role of Machine Learning in Tackling Climate Emergency

EST: 09.00
GMT: 14.00
CET: 15.00

  • Climate emergency by numbers: costs, consequences, time scales
  • Mapping machine learning techniques to climate change solution domains
  • Examples of machine learning applications
  • Big data & ICT sector carbon footprint

Anya Rumyantseva:

Senior Data Scientist, Hitachi Vantara

Anya Rumyantseva: Senior Data Scientist, Hitachi Vantara

Dr. Anya Rumyantseva is a Senior Data Scientist at Hitachi Vantara. Anya received a Ph.D. degree from the University of Southampton and BS/MS degree in Physics from Lomonosov Moscow State University. Anya is also a fellow of the Nippon Foundation (Japan). In 2017, Anya was also shortlisted for the Women in IT Excellence Awards in the Rising Star nomination.
Her publications on using IoT technologies in climate research were featured in Nature and were one of the top read papers in Global Biogeochemical Cycles journal. At Hitachi Vantara, Anya is working on projects that use IoT and machine learning techniques to improve business operations across different industries.

Data Management for Climate Risk

EST: 10.00
GMT: 15.00
CET: 16.00

  • Data collection: Financial vs. Non-financial data
  • External vs. internal data that can be leveraged
  • Market data sources
  • Current industry challenges

Presenter to be confirmed

PANEL: Climate Change & Climate Risk

EST: 11.00
GMT: 16.00
CET: 17.00

Moderator

Navin Rauniar:

Partner & Director PRMIA

Navin Rauniar: Partner & Director PRMIA

Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.

Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.

Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.

Anya Rumyantseva:

Senior Data Scientist, Hitachi Vantara

Anya Rumyantseva: Senior Data Scientist, Hitachi Vantara

Dr. Anya Rumyantseva is a Senior Data Scientist at Hitachi Vantara. Anya received a Ph.D. degree from the University of Southampton and BS/MS degree in Physics from Lomonosov Moscow State University. Anya is also a fellow of the Nippon Foundation (Japan). In 2017, Anya was also shortlisted for the Women in IT Excellence Awards in the Rising Star nomination.
Her publications on using IoT technologies in climate research were featured in Nature and were one of the top read papers in Global Biogeochemical Cycles journal. At Hitachi Vantara, Anya is working on projects that use IoT and machine learning techniques to improve business operations across different industries.

Jan De Spiegeleer:

Visiting Professor, KU Leuven

Jan De Spiegeleer – Visiting Professor, KU Leuven

Graduated in 1988 from the Royal Military Academy with a Msc. in Civil Engineering. After a 10 year stint as an officer in the army, Jan accumulated over 20 years of experience in the financial markets. He holds both an MBA and a PhD from KU Leuven University (Belgium). Before founding RiskConcile in 2015, he was based both in London and Brussels, where he was a managing director at KBC Financial Products. He was responsible for the equity derivatives desk (trading and structuring). After that he took an assignment as a risk manager and became in 2007 head of risk management at Jabre Capital Partners, a Geneva-based hedge fund. Since 2015, he combines his role as CEO of RiskConcile, a FinTech company, with his teaching assignment at KU Leuven. He is a visiting professor at KU Leuven where he teaches courses in Stochastic Processes, Data-Analytics, Probability Theory and Statistics. Together with Prof. Schoutens, he does research on Hybrid Securities and their application into the Green Bonds landscape.

  • Discount Structure
  • Super early bird discount
    30% until 15th January 2021

  • Early bird discount
    15% until 12th February 2021

  • Special Offer
    When two colleagues attend the 3rd goes free!

  • 70% Academic Discount
    (FULL-TIME Students Only)

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