Speakers
Keynote Speakers
Prof. Dr. Svetlozar (Zari) Todorov Rachev
Prof. Dr. Svetlozar (Zari) Todorov Rachev
Department of Mathematics and Statistics, Texas Tech University, Lubbock, USA
Prof. and Frey Family Endowed Chair Stan Uryasev
Prof. and Frey Family Endowed Chair Stan Uryasev
Department of Applied Math. & Statistics, Stony Brook University, United States
Prof. Dr. Julien Chevallier
Prof. Dr. Julien Chevallier
Laboratoire d'Économie Dionysien (LED), University Paris 8, Saint-Denis, France
Invited Speakers
Dr. Alexis Montecinos
Dr. Alexis Montecinos
Harvard University, Cambridge, Massachusetts, United States; Member of the Forbes Business Council. Expert in applied AI
Dr. Yiqing Wang
Dr. Yiqing Wang
Vice President, Model Risk Management Citigroup
Assoc. Prof. Xiankui (Bill) Hu
Assoc. Prof. Xiankui (Bill) Hu
Chair of Department of Finance and International Business, School of Business, Howard University, Washington, USA
Prof. Dr. Ahmet Faruk Aysan
Prof. Dr. Ahmet Faruk Aysan
College of Islamic Studies, Hamad Bin Khalifa University, Qatar Foundation, Doha, Qatar
Prof. Dr. Adrian Cantemir Calin
Prof. Dr. Adrian Cantemir Calin
Department of International Business and Economics, Bucharest University of Economic Studies, Bucharest, Romania,; Institute for Economic Forecasting, Romanian Academy, Bucharest, Romania
Invited Industry Speaker
Name: Mr. Sarthak Gupta
Affiliation: Data Scientist II, Finance Models, Risk Management, Amazon, Seattle, United States
Talk: Designing Oversight In: Governing Agentic AI in Financial Institutions
Bio: Sarthak Gupta is an AI and quantitative-finance practitioner and a Data Scientist II on the Finance Models team within Risk Management at Amazon, where he builds multi-agent AI systems for finance. A financial engineer by training, with an MS in Financial Engineering from Claremont Graduate University and an MSc from King's College London, he has worked across the full range of quantitative risk: market-risk methods such as Value at Risk, derivative pricing and stochastic interest-rate modeling, asset-liability management, and credit-risk modeling. With more than six years of experience across quantitative finance and AI, he now focuses on applied machine learning, agentic systems, and the governance and validation questions that come with putting them to work in risk management and finance. He also writes and publishes in the field, mentors early-career professionals, and contributes to the research and conference community.
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