Join us at the SAS Model Risk & AI Governance Connection
Is your organisation looking at you to ensure AI is being enabled responsibly? Be part of this exclusive in-person event where you'll hear from leading AI Governance experts and regulators on emerging challenges and best practices. Discover how financial services can adapt and thrive amidst emerging trends, new regulations like SS1/23 and the AI Act, and the growing importance of responsible AI.
We'll delve into cutting-edge conversations that organisations are having as they define the foundational concepts needed to properly govern foundational AI, model tuning, complex AI systems, and use-cases. Learn how to harness innovation while mitigating risks. Don't miss this opportunity to gain valuable insights and network with your peers from across the industry.
Secure your spot today by completing the registration form below!
Sessions
- 10.00am – 11.00am:
Registration, Tea, Coffee & Pastries
- 11.00am – 11.10am:
Welcome & Introductions
Terisa Roberts, Global Head of Risk Modelling, Decisioning & Governance, SAS
- 11.10am – 11.50am:
Keynote: NSS1/23 a Year On: MRM Regulation Insight from the Bank of England.
The Bank of England join us to provide perspective on what’s happened since SS1/23 landed and provide invaluable guidance for attendees navigating these important regulatory expectations.
Catarina Souza, Head of Model Development and Review, Bank of England & PRA
- 11.50am – 12.20pm:
Implementing AI Governance in Pharma
Oliver Patel, Head of Enterprise AI Governance, AstraZeneca
- 12.25pm – 1.25pm:
Networking Lunch
- 1.30pm – 2.15pm:
Panel: Navigating AI Governance
As AI reshapes the financial services industry, the need for robust governance frameworks is more critical than ever. This panel will focus on four pillars of AI Governance—Oversight, Operations, Culture, and Compliance—and their application.
Moderator: Iain Brown, Head of Data Science, SAS
Panellists: Oliver Patel, Head of Enterprise AI Governance, AstraZeneca
Grazia Rapisarda, Former Global Head of Model Risk Audit, Barclays
- 2.15pm – 3pm:
Interactive session: The State of AI Governance: Expert Insights and Key Findings
Steven Tiell, SAS Global Head of AI Governance Advisory and Nonresident Senior Fellow at the Atlantic Council GeoTech Center, will explore emerging global AI governance trends and share key insights from working with organizations worldwide. In this interactive session, participants will assess their AI governance maturity, engage in a hands-on exercise, and gain practical strategies to strengthen governance. The discussion will focus on how robust AI governance can drive responsible innovation while ensuring compliance, trust, and strategic alignment.
Steven Tiell, Global Head of AI Governance Advisory, SAS
- 3pm – 3.15pm:
Afternoon Break
- 3.15pm – 4pm:
Panel: Smart Risk, Smarter AI: Unlocking Innovation with Governance
How can cutting-edge innovations be effectively integrated into MRM Frameworks to enhance model accuracy, reliability & compliance. This panel will discuss strategies for balancing innovation with robust risk management practices, ensuring your models remain both innovative and secure.
Moderator: Johnny Steele, Director of Banking, SAS
Panellists: Nidhi Agarwal, Chief Model Risk Officer, Virgin Money
Andy Weller, Chief Model Risk Officer, LBG
- 4pm – 4.30pm:
SAS Session: The SAS Model Risk & AI Governance Framework.
David Asermely - Global Head of MRM and AI Governance, SAS
- 4.30pm – 4.40pm:
Closing Remarks
David Asermely - Global Head of MRM and AI Governance, SAS
- 4.45pm – 7.00pm:
Networking Drinks & Nibbles
Speakers
David Asermely, Global Head of MRM and AI Governance, SAS
David Asermely is the Global Head of MRM and AI Governance at SAS, responsible for product design, support, partner strategy and more. Passionate about translating data into actionable intelligence, David combines the best technologies and design principles to help financial services organisations improve modelling efficiency and quality.
David holds two master’s degrees from the University of Massachusetts Amherst. Prior to joining SAS, he managed the Bank of New York Mellon’s Global Performance and Risk Analytics product set.
Catarina Souza, Head of Model Development and Review Division, Bank of England, Prudential Regulation Authority (PRA)
Catarina Souza is the Head of Model Development and Review Division at the Bank of England, Prudential Regulation Authority (PRA). Prior to joining the PRA, Catarina was a Senior Expert for Model Risk Management at ING, where she led the implementation of the model risk management framework globally for the bank, with a significant focus on the adoption of Artificial Intelligence (AI) technology.
Catarina has over 17 years of working experience, including leading multicultural international teams successfully delivering cross-border projects in the areas of credit risk and model risk management. Prior to joining ING, Catarina worked with S&P Global Market Intelligence, overseeing numerous clients across EMEA and the Americas, managing the development, implementation, maintenance, and validation of credit risk models.
Grazia Rapisarda, Former Global Head of Model Risk Audit, Barclays
Grazia Rapisarda is a professional with almost 25 years of experience in model risk management across banking and asset management. She started off at the UK regulator for financial services working on Basel implementation and subsequently moved to the banking sector, developing credit risk models for both Credit Suisse and Royal Bank of Scotland.
She also held leadership positions in model risk management and governance at both Fidelity International and Barclays before taking up the role of Global Head of Model Risk Audit at Barclays. Grazia holds a MSc and a PhD in Economics from Southampton University, she has worked as a research fellow at University College Oxford and has recently obtained a Professional Certificate in AI from Imperial College.
Dr. Iain Brown, Head of Data Science, SAS
Dr. Iain Brown is the Head of Data Science for Northern Europe and Adjunct Professor of Marketing Data Science at University of Southampton. Over the past decade he has worked across all sectors, providing thought leadership on the topics of Risk, AI and Machine Learning and their ethical applications. During his time at SAS he has delivered numerous projects and driven innovation in the fields of AI and the corresponding fields of machine learning, deep learning and natural language understanding.
Steven Tiell, Global Head of AI Governance Advisory, SAS
Tiell helps SAS Institute customers adopt and integrate AI Governance, accelerating innovation. He is a pioneer in Data Ethics and AI Governance. Tiell coined the use of the term “Responsible Innovation” for AI in 2018 when he founded Accenture’s global Data Ethics and Responsible Innovation practice, leading AI initiatives at nearly 50 organizations across 10 industries globally. Tiell has published dozens of papers that have advanced the field and helped to build global AI policy for the Monetary Authority of Singapore.
Before SAS, Tiell was Vice President for AI Strategy at DataStax. He holds patents for data trusts and his leadership is recognized by the Atlantic Council GeoTech Center where he serves as Nonresident Senior Fellow and by OpenAI where he is a Forum participant. He’s also held fellowships at the World Economic Forum for both Digital Trust and Metaverse Governance.
Tiell lives with his family and pets in San Francisco where he plays and coaches underwater hockey. He holds a Bachelor of Science in Computer Science Engineering, Information Systems and an MBA in Sustainable Management.
Nidhi Agarwal, Chief Model Risk Officer, Virgin Money
Nidhi Agarwal is the Chief Model Risk Officer at Virgin Money. In this role, she leads a team responsible for development and ongoing maintenance of credit risk models for credit decisioning, capital and credit risk measurement purposes (eg: PDs/LGD/EAD model, early warning systems) as well as macroeconsomic scenario models, IFRS9 models and credit stress testing models addressing regulatory and capital planning requirements. Her role also includes data and reporting, building internal capability of AI/GenAI and management of the model risk framework.
Prior to joining Virgin money, Nidhi was at HSBC for more than 12 years, more recently as the Global Head of Model Risk Evaluation and Oversight covering HSBC’s wholesale portfolio. NIdho has a double Masters’ degree in Mathematics form the Universities of Delhi and Warwick. Aside from work, Nidhi runs a UK Registered charity working towards the rehabilitation of stress children and has authored the award-winning novel called “Life Simply Moves On.”
Oliver Patel, Head of Enterprise AI Governance, AstraZeneca