Schedule
9:00 to 9:10 Welcome and Introductions
9:10 to 10:00 Panel Discussion and Questions
10:00 to 10:30 Discussions with Panelists in Breakout Rooms
All times are in the morning, EST.
Panelists Information
Alyson Bailey-Flynn is a member of the Enterprise Risk team within Global Risk Management, with key responsibilities for Risk Oversight and Reporting. As a part of Enterprise Risk, she oversees the risk lifecycle from risk identification, top & emerging risks, risk management framework, risk appetite and reporting to the Risk Committee, including the Enterprise Risk Management Report to the Board, which provides the Board with a consolidated view of all risks across the Bank. Alyson also has oversight for reputational risk, insurance risk, policy governance and wholesale portfolio and provisioning including, including management, statutory, regulatory and financial reporting. She also has oversight for risk data aggregation and risk reporting (BCBS 239) ongoing compliance, and has quality assurance teams for OSFI regulatory review processes. Alyson joined the Bank in the Global Banking and Markets division in 1999, and has worked on new business and technology initiatives for Securities Finance, Interest Rate Derivatives and helped to design the Credit Derivatives trading infrastructure for Global Banking and Markets. She also managed the Counterparty Credit Risk (CCR) and Credit Value Adjustment (CVA) projects and analytics for the trading floor and was responsible for the roll-out of a new counterparty credit risk system across the Bank for Potential Future Exposure (PFE), CVA and Capital. From 2013 to 2016 Ms. Bailey-Flynn was the Regional Chief Auditor for the UK, Ireland and the rest of Europe and the Middle East. In Internal Audit she built out a team of local auditors that provided coverage to the Global Banking and Markets and Group Treasury activities within the region. She holds a Master’s of Mathematical Finance from the University of Toronto, and a BSC in Physics & Math from Saint Mary’s University.
Jeanine Kwong is the Global Head of Investment Risk Oversight at Manulife Investment Management. She has over 15 years of industry experience with current responsibilities include leading the development of a robust investment risk governance framework, spearheading large-scale risk analytics infrastructure transformation project, and enabling independent oversight of market, liquidity and counterparty risks across Manulife’s Global Wealth and Asset Management businesses servicing retail, institutional and retirement clients. Prior to her current role, she oversaw Manulife’s General Accounts’ Public Equity investment risks. She spent 7 years at ING Life Insurance as Head of Financial Engineering for their Japan closed-block variable annuity hedging. Jeanine holds a Master’s degree in Mathematics/Statistics (Quantitative Finance) and a Bachelor degree in Mathematics/Business Administration from the University of Waterloo. She also holds the professional designations of Professional Risk Manager (PRM) and Certified Management Accountant (CMA).
Samaneh Samavi is a mathematician by training, Samaneh Samavi started her banking career after obtaining her second Master's degree in Financial Mathematics from Western University in 2010. Her quant role in Risk Management started as Model Risk Specialist in Model Validation group of Bank of Montreal where she worked mainly on wholesale credit risk models. She moved up to the Model Development team as Manager in modeling Operational Risk using advanced measurement approaches. After that, she joined TD bank's Quantitative Models Audit team. As a Senior Audit Group Manager she led key audits in the capital models and stress testing in both retail and wholesale businesses as well as testing of regulatory issues on models with exposure on both sides of the border. Having 8+ years of experience in the so called three lines of defense in the banking model risk management groups, she now works in the Model Risk Division of the Office of Superintendent of Financial Institutions where she reviews models used in the banks for regulatory purposes. In her spare time Samaneh loves to spend time in nature, practice yoga and play with her super cute cat.
Jennifer Page VP, Treasury Modelling & Stress Testing, Treasury and Balance Sheet Management, TD Bank Jennifer has over 20 years of experience in banking and finance. Since joining TD Bank in 2000, she has held a number of diverse and increasingly senior roles. She is presently VP and Head of Treasury Modelling and Stress Testing where she is responsible for the development of quantitative financial models and advanced data-driven analytics used in support of asset/liability management, hedging strategies, funds transfer pricing, liquidity and stress testing. Jennifer holds an M.A. in Economics-Finance with specialization in Quantitative Finance from the University of Waterloo and a B.A. in Economics from the University of Manitoba. Outside of her core treasury responsibilities, Jennifer actively seeks out opportunities to contribute to the personal development of aspiring leaders in banking and finance. At TD she is a member of the Finance Diversity Leadership Council representing Indigenous Employees and long-standing participant in the Indigenous Employee Circle. Outside of the office, she advocates for and participates in industry-academic collaborative initiatives through her position as a University of Waterloo Master of Quantitative Finance Advisory Board member and guest lecturer at University of Toronto Master in Mathematical Finance program and McMaster University Master in Financial Mathematics program.
Dr. Carol Alexander, is Professor of Finance at Sussex and Co-Editor of the Journal of Banking and Finance. Carol has been back at Sussex (her Alma Mater) since 2012. She was appointed the John von Neumann Chair at TU Munich for the year 2018 and in January 2019 she became visiting professor at the Oxford campus of Peking University Business School. Prior academic appointments were as Chair of Financial Risk Management at the ICMA Centre in the Henley Business School at Reading (1999 – 2012) and lecturer in Mathematics and Economics at the University of Sussex (1985 - 1998). She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She also has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania. Carol has also held several positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager's International Association). She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject. Her latest interests focus on Blockchain and Cryptocurrencies and her recent edited book (with Douglas Cumming, FAU -- Wileys, May 2020) has over 600 pages about Corruption and Fraud in Financial Markets.
