Trends in AI Application and Emerging Practices for Managing AI Risk

Christina Fernandes-D’Souza is currently Director of Data Science at Three Arc Advisory, guiding startups, established companies and their Boards on how to drive positive business impact from analytics and AI while managing risk. Previously, as a Director of Data Science at Spencer Stuart, Christina co-led the development of a global Analytics Function, focusing on analytics product development and digital transformation.  

Christina has over 15 years of global, cross-industry experience combining strategy, data, analytics, machine learning, artificial intelligence and technology, in both the private and public sectors, delivering business opportunities and competitive advantage.  

Joe is the North America Lead for Finance & Risk at Accenture, focusing on companywide forecasting, AI & Data Analytics and risk management that covers Integrated Forecasting, Stress Testing & Scenario Analysis, Balance Sheet Management, Credit, Liquidity, Financial Risk & Analytics and Enterprise Risk Management. His primary areas of focus are Quantitative and Qualitative forecasting, CCAR Stress Testing and Loss Forecasting including Credit Risk Management & CECL and Basel-3 Liquidity. Thought leader on CECL, Model Risk Management, Modeling Data, Liquidity Risk Management, Interest Rate Risk, Risk ID and Risk Appetite Development and Board & Regulatory reporting.  

Joe is a Commissioned Federal Bank Examiner, Certified Treasury Professional (CTP), and holds a Credit Risk Certification (CRC) and has completed the Executive Risk Management Program at Harvard Business School.

Sandeep Maira is founder and CTO of Raven Risk Intelligence, an artificial intelligence startup that seeks to revolutionize and optimize commercial credit lending and risk management through the use of machine learning.  

Prior to Raven Risk Intelligence, Sandeep served as Managing Director of Strategic Systems at Options Clearing Corporation. He designed a framework replacing all processing with a new highly scalable, flexible, and resilient cloud native technology stack. Previously he was Head of Risk and Compliance technology for BNY Mellon, leading a successful transformation effort and was Head of Risk Technology for various businesses in JP Morgan.  

As a Senior Vice President in the firm’s Cyber Practice, Stefanie works closely with practitioners to provide support for organizations and high-profile clients ranging from Fortune 100 corporations to boutique consulting firms.  

Stefanie has also been an active proponent of cybersecurity awareness, having hosted and participated in many panel discussions, webinars, and presentations about online safety and good digital hygiene, as well as the role of women in the security and cybersecurity fields. In 2019, she was recognized by the European Risk Policy Institute as one of the year’s Cyber Risk Communicators for “outstanding contribution to global knowledge sharing in the area of cybersecurity and risk policy.” Stefanie holds the Certified Cybersecurity Awareness Professional (CCAP) certification. 

Cary Lyne is the President and Managing Principal Consultant for CJL Risk Enterprises. Mr. Lyne is also Co-Director of GARP’s Chicago Chapter and served as the President of GARP’s Buy Side Risk Managers Forum Roundtable of Executive Risk Officers from the Asset Management Industry. He has over 25 years of experience in leadership roles at Chicago-based financial services companies including Northern Trust Corporation where he was the first Global Head of Risk for Northern Trust Global Investments. He was also a member of the Northern Trust Corporation’s Executive Risk Council, Operational Risk Committee and Investment Policy Committee.

Mr. Lyne has held senior market and credit risk positions at JP Morgan Chase’s legacy banks including Bank One NA, First Chicago NBD and the First National Bank of Chicago. His last role at Bank One was Senior Market Risk Officer for Bank One’s global trading and capital markets businesses. He also served a two-year term appointment as a Senior Quantitative Risk Analyst in the Large Bank Section of the Division of Supervision & Consumer Protection at the Federal Deposit Insurance Corporation (FDIC) in Washington DC. Before he left the agency, he worked on an inter-agency effort to develop the ALM Model Lab at the Federal Reserve Bank of Chicago to train regulatory agency staff. Over his career, he has developed a wide range of expertise across both Enterprise Risk Management (ERM) and Financial Risk Management disciplines.

Mr. Lyne holds a BS in Business Administration from Illinois Wesleyan University and an MBA in Finance from DePaul University’s Charles H. Kellstadt Graduate School of Business. He is currently pursuing a Chartered Investment Management Analyst (CIMA) Certification through the University of Chicago’s Booth School of Business.