World Business StrategiesServing the Global Financial Community since 2000

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

Nicole Königstein:

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

Diana Ouamar:

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.

 

Maurits Bakker:

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.

Thomas Obitz:

Director, Risk Transform

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

  • Discount Structure
  • Super early bird discount
    20% until 15th March 2024

  • Early bird discount
    10% until 19th April 2024

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

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

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