Day 2: Friday 17th May
08.30 – 09.00
Morning Welcome Coffee
09.00 – 09.45: Navigating the Environmental, Social, and Governance (ESG) landscape: Constructing a robust and reliable scoring engine
Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein: Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein is a distinguished Data Scientist and Quantitative Researcher, currently working as Data Science and Technology Lead at impactvise, an ESG analytics company, and as Head of AI and Quantitative Research at Quantmate, an innovative FinTech startup focused on alternative data in predictive modeling. Alongside her roles in these organizations, she serves as an AI consultant across diverse industries, leading workshops and guiding companies from the conceptual stages of AI implementation through to final deployment.
As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a regular speaker at renowned AI and Data Science conferences, where she conducts workshops and educational sessions. In addition, she is an influential voice in the data science community, regularly reviewing books in her field and offering her insights and critiques. Nicole is also the author of the well-received online course, “Math for Machine Learning.
09.45 – 10.30: Climate Risk Implementation: Current Status for Banks and Insurances
Managing Director, Rima Consulting
Diana Ouamar: Managing Director, Rima Consulting
Diana is the Managing Director of Rima Consulting Limited. She has more than 14 years’ experience in risk management developed in rating agencies, investment banking, consulting, and private equity.
As a Senior Regulatory Risk consultant, she follows closely and interprets the banking regulations focusing on Market Risk, Counterpart Credit Risk and Climate Risk. She has participated in numerous strategic programs to comply with the regulatory requirements and has a proven track record in delivering high profile regulatory driven change projects within the Risk Management and Operations functions across the US & European Tier-1 Investment Banks.
Diana began her career at Calyon Investment Bank in Paris and Fitch Ratings Agency in London as a corporate credit analyst. She developed her risk management experience at Moody’s Investors Services in London, and then at Rule Financial (GFT) as a Regulatory Risk Consultant.
Diana holds a Msc in Finance from the University of London and an Msc in Economics from University of Paris-Panthéon-Sorbonne. She recently received the Certificate of Achievement on “Climate Change: Financial risks and opportunities” from Imperial College Business School and she is currently attending courses on “Sustainable Finance” from University of Cambridge.
10.30 – 11.00: Morning Break and Networking Opportunities
11.00 – 11.45: Generate, Gather and Utilise Effective Data for Sustainability Analytics and Modelling
- Identify and collect the data types necessary to explore a firm’s sustainability processes
- Diversify established climate modelling techniques to strengthen broader ESG analytics
- Overcome the challenges associated with a lack of reliable ESG-related data availability
Topic and Presenter to be confirmed.
11.45 – 12.30: Topic and Presenter to be confirmed.
Risk Lead Benelux, SAS
Maurits Bakker: Risk Lead Benelux, SAS
12.30 – 13.30: Lunch
13.30 – 15.00: Climate Risk Stress Testing: Creating tangible scenarios
The impact of climate change on the financial system is a concern to banks and to regulators alike, given its potential impact on the long-term quality of assets and collateral in the portfolio of banks. Given the longer-term nature of impact and constraints in modelling ability for climate risk impact, stress testing has been the first weapon of choice in quantifying impact. During recent years, industry practices have evolved, and fora such as the CFRF start collecting proven industry practices, which will sooner or later translate into a normative footprint.
Director, Risk Transform
Thomas Obitz: Director, Risk Transform
Thomas Obitz is a management consultant and senior advisor on risk and regulatory driven change. He has designed the operating model transformation in the FRTB implementation of a major global bank and worked on various both operational and quantitative aspects of the regulation.
Thomas has more than 20 years of experience in the Financial Services industry in roles including organizational change, operating model transformation and IT transformation, working as a consultant, project manager and business architect. He has a background in Mathematics, worked for a Big 4 consultancy, is certified as a Financial Risk Manager (GARP FRM) and holds a TOGAF 9 certification. He is founder of RiskTransform, a niche consultancy supporting banks in integrating risk, operating model and IT change, and based in London.
Thomas has published on various aspects of the FRTB and on broader topics of risk change. Special areas of interest are the operational changes required to manage the impact of the regulation, and the data and data quality implications.
15.00 – 15.15: Afternoon Break and Networking Opportunities
15.15 – 16.00: Topic and Presenter to be confirmed.
David Pacheco Aznar:
Founding Partner & Chief of AI Research and Development, Raven Risk AI
David Pacheco Aznar: Founding Partner & Chief of AI Research and Development, Raven Risk AI