Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
Session Focus:
Tune into IIQF 2024 BFSI quants & analytics practitioner’s know-how series sharing insights into below focus topics of specialised interests -
Session Coverage:
- AI & ML Model Inherent Risks & Resilience Issues
- AI & ML Model Risk Controlling & Validation Strategy
- AI & ML Model Regulatory Oversight & Review Requirements
- AI & ML Model Focus Areas For Adoption & Compliance
Speaker: Sanjay Bhatia
Sanjay has done his MBA-Finance & MSc in Machine Learning & Artificial Intelligence from Liverpool John Moores University (LJMU) and Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore. He is currently working as a Director with UBS - Risk Modelling & Analytics, Model Risk Management & Control, and Chief Risk Office (CRO) Function.
Sanjay is a Risk Management & Analytics professional with 15 years of mainstay experience in risk models & methodology space encompassing BASEL Advanced AIRB, IFRS-9, IMM & SACCR Exposure, XVA, FRTB, OTC Deri Pricing & other advanced modelling topics. Previously worked with various foreign banks (Barclays, RBS, Citi, Credit Suisse) and in Risk Consulting.
He is also very passionate about imparting practical model understanding & insights and has been a professional trainer for Corporate & Investment Banks. His areas of interest are Credit & Counterparty Credit Risk, Market Risk, Stress Testing, Stochastic Modelling, Quantitative Finance and Machine Learning.