GARP’s London Chapter is hosting a virtual meeting to discuss climate risk at financial institutions. This webcast will show you how firms can use artificial intelligence (AI) and machine learning (ML) to assess, quantify, and forecast climate change and the associated risks for financial firms.
A panel of industry experts will share practical perspectives on how AI and ML are becoming key tools in managing climate financial risk. Among the topics discussed will be:
•How AI/ML can help assess climate change and the associated risks
•Quantitative techniques to use
•The role played by data
•Key challenges you’ll face
•What risk managers can do right now
Senior Audit Manager - Market, Credit and Model Risk, Lloyds Banking Group
Maurizio Garro works as a Senior Audit Manager for Group Internal Audit at Lloyds Banking Group, where he is involved in providing assurance as SME on market and credit models. His background is in Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing. He has a long standing experience as consultant and banker in model risk management and previously work in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and U.K. for over 15 years.
Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management from GARP.
Founder of Kepos Capital
Robert Bruce Litterman is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Before joining Ketos, Litterman spent 23 years at Goldman Sachs, where he was head of the Quantitative Resources Group at Goldman Sachs Asset Management for 11 years. Earlier he headed Goldman’s firm-wide risk department and was co-head of the model development group in the research department of the firm’s Fixed Income Division.
Litterman earned a Ph.D. in Economics from the University of Minnesota. He serves on a number of boards, including Commonfund (where he was elected Chair in 2014), the Niskanen Center, Resources for the Future, Robert Wood Johnson Foundation, Ceres, World Wildlife Fund, the Sloan Foundation, the Woodwell Climate Research Center, and the Climate Leadership Council (where he is co-chair of the Board). Litterman also chaired the CFTC Climate-Related Market Risk Subcommittee, which published its report “Managing Climate Risk in the U.S. Financial System” in September 2020.
Founder of Artificial Intelligence Finance Institute
Miquel Noguer i Alonso has more than 20 years of experience in asset management. He is the Founder of Artificial Intelligence Finance Institute, Head of Development at Global AI, and co-Editor of the Journal of Machine Learning in Finance. Alonso also serves on the advisory board of Financial Data Professional Institute (FDPI) and the CFA New York Quant Investing Group.
Alonso was previously Executive Director at UBS AG (Switzerland). He has been a member of the European Investment Committee for the last 10 years, and was Chief Investment Officer for Andbank from 2000 to 2006. He began his career at KPMG.
Alonso is a Professor at NYU Courant Institute of Mathematical Sciences and the CQF institute. He has been Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance, and Fintech. He is also Professor at ESADE teaching Hedge Funds, Big Data in Finance, and Fintech. Alonso taught the first Fintech and Big Data course at the London Business School in 2017.
He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain). Alonso completed a Postdoc at Columbia Business School in 2012.
Vice President Internal Audit Quant Analytics Group Morgan Stanley
UK Legal Entity Risk Manager SVP – UK CRO Office Citigroup
Associate Professor of Finance Programme Director MSc Financial Risk Management ICMA Centre Henley Business School University of Reading