Below is the latest edition of the speaker lineup, but this is just the beginning. As we approach the event, we will be adding more speakers and sessions to enhance your experience. To stay informed about these exciting updates, please register your interest using the form on the side.
Ali Jouka
SVP Model Risk Management
Citi
Ali Joukar is a Senior Vice President in Model Risk Management at Citi, where he leads the independent validation of the firm’s unsecured credit loss forecasting suite across, including the machine learning and AI use cases embedded in loss forecasting and strategic decisioning. He has more than a decade of experience across model development, validation, and governance, and has built AI&ML, as well as Loss Forecasting & PPNR validation frameworks at two large U.S. banks. His current focus is on AI risk & governance. Ali holds a Ph.D. in Engineering Science with a focus on statistics and quantitative methods, and degrees in economics.
Arnold Pashi
Senior Director, Head of Model Governance
First Citizens Bank
Biography coming soon…
Caroline Sitarz
Director, Head of CUSO Model Risk Governance
Credit Agricole CIB
Biography coming soon…
Cristophe Rougeaux
Head of AI Risk Management
TD Bank
Christophe is an expert in analytics expert who helped global organizations ensure effective and sustainable management of their analytics, through robust oversight governance.
Christophe previously co-led McKinsey’s Model Risk Management service line. Since 2024, he is a Model Risk Management Executive at TD Bank Group. He is leading globally the Model and AI Risk Governance.
Christopher Smigielski
Model Risk Management Director
Arvest Bank
Chris Smigielski Director of Model Risk Management – Arvest Bank
With over 30 years of experience in the financial services industry, Chris is a recognized leader in model risk management, model governance, and team development. He currently serves as the Director of Model Risk Management at Arvest Bank, where he also plays a pivotal role as a member of the AI Center of Excellence, overseeing the ethical and strategic deployment of artificial intelligence across the organization. Prior to Arvest, Chris led Model Risk Management at TIAA Bank and held senior leadership roles at global organizations including Diebold and Fiserv. His career is marked by a deep expertise in Asset Liability Management (ALM) and a proven track record of consulting with financial institutions to implement growth-oriented financial strategies. Chris is a thought leader, frequent presenter and panelist at conferences and webinars, speaking on evolving model risk management and enterprise risk management (ERM) topics.
Joe Breeden
Chair
Model Risk Managers’ International Association
Biography coming soon…
Joseph Godwin
Head of Model Risk Management
Regions Bank
Joseph Godwin, PhD, FRM, is Senior Vice President and Head of Model Risk Management at Regions Bank, where he leads the bank’s model risk management function. He has more than a decade of experience in model risk, quantitative analysis, and financial risk management, with expertise spanning capital planning, credit risk, asset-liability management, and valuation. Joe regularly works with senior management, regulators, auditors, and governance committees on complex model-risk issues. He holds a PhD in Applied Economics from Auburn University, an MBA with a concentration in Finance and BA in Economics from UAB, and is a certified Financial Risk Manager.
Lee Medoff
Head of Model Governance
Fifth Third Bank
Lee Medoff is an AI and Analytics leader with 20 years of experience developing and implementing data-driven, advanced analytical solutions across the financial services industry. He began his career as a desk quant at JPMorgan Chase before joining the Bank Supervision Group at the Federal Reserve Bank of New York. He has significant additional experience in financial services risk management consulting, beginning with Moody’s Analytics, where he managed analytics delivery teams in both New York and India, and then as a senior manager within EY’s Quantitative Advisory Services Group. Until recently, he was the Head of Model and AI Governance at Fifth Third Bank.
Mahee Srinivasan
Executive Director, Corporate Model Risk
Wells Fargo
Biography coming soon…
Morgan Boyce
Executive Director – Head of Model Risk
Ally
Biography coming soon…
Rama Subramanian
Executive Vice President | Head of Enterprise Model Risk Management
M&T Bank
Biography coming soon…
Riten Dixit
Head of Financial Risk
Federal Home Loan Bank of Cincinnati
Riten M. Dixit is the Head of Financial Risk Management, leading market, liquidity, and credit risk. His work centers on advanced analytics across IRRBB and ALM, counterparty credit risk, fixed income valuation, and mortgage risk. He advises executive management and board forums, and speaks on Treasury analytics, AI/ML applications in financial risk, stress testing, and model risk management.
Sam Henkel
Executive Director, Model Development
UBS
Sam James Henkel is an Executive Director at UBS, specializing in stress testing model development, with a current focus on advancing AI applications for both model development and validation.
With a background spanning academic forecasting research and semiconductor engineering, Sam brings a multidisciplinary perspective to financial modeling. He is a GARP-certified Financial Risk Manager (FRM) and holds a PhD in Finance from the University of Melbourne. His work has been published in leading journals, including the Journal of Financial Economics, and he has served in editorial roles for the Review of Financial Studies at Yale University.
Satish Nandapurkar
Head of Model Governance – US
Mizuho
Biography coming soon…
Sumit Gupta
VP, Quantitative Risk Model Development Lead
Citi
Sumit Kumar Gupta is a Quantitative Risk Model Development Lead with a decade of experience designing and deploying Default Risk and Loss Severity credit risk models—Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD)—for wholesale banking portfolios, which Underwriting and Risk Management depend on under U.S. regulatory frameworks including CCAR, CECL. His work sits at the intersection of traditional quantitative credit risk modeling, Federal Reserve SR 11-7 model risk governance, and the applied use of AI/ML in highly regulated environments.
Based in Tampa, Florida, Sumit has led model development and remediation across multiple CCAR/CECL submission cycles, engaged with Federal Reserve examiners and internal model validation teams, and authored regulatory model documentation across wholesale credit loss forecasting and commercial real estate models. He is actively engaged with the evolving model risk management landscape for Generative AI and agentic AI systems in financial services, including the implications of the recently issued SR 26-2 guidance.
Sumit holds an M.S. in Industrial Engineering with a major in Data Science from Northeastern University, Boston.
Tarun Joshi
Head of Enterprise GenAI & Agentic AI Model Risk Management
Wells Fargo
Tarun Joshi is responsible for the validation of all NLP models including Generative AI models at Wells Fargo. Previously Tarun was responsible for the research & development of cutting edge methods required for NLP model validations. Tarun has a bachelors and PhD in Computer Science.
Wei Ma
Managing Director, Head of Risk Modeling Centre of Excellence
SMBC
Wei Ma is Managing Director and Head of Risk Modelling Center of Excellence at SMBC U.S., leading enterprise risk analytics, model development, and AI-enabled risk management initiatives. With more than 20 years of experience in banking and financial risk management, Wei focuses on applying AI and advanced analytics to modernize how financial institutions identify, measure, and manage risk. Before joining SMBC, Wei held senior quantitative and structured finance roles at AIG, Merrill Lynch, and PwC. He also teaches graduate-level courses in risk management and analytics at Rutgers University, helping develop the next generation of risk and AI professionals.
Before joining SMBC in 2013, Wei worked for five years at AIG where he managed structured product portfolios composed of CDO, RMBS, and CMBS assets with a notional amount of over $60 billion. He also led the development of structured product risk analytic capabilities at AIG Asset Management and led work streams in stress testing and model risk management initiatives.
William Longstreth
Director, Model Validation Head
MUFG
Biography coming soon…
Ximena Zambrano
Managing Director – Model Development Operations
Bank of America
Biography coming soon…