The Role of AI in Risk Management

Marco Merino is the Head of FX Trading at Banco de Crédito, the largest FX provider in local currency in Peru. He is responsible for leading the bank's currency trading strategy and spearheading the development of BCP's algorithmic trading capabilities, as well as implementing AI solutions for the markets business.  

With over 15 years of experience in capital markets, Marco has covered institutions across various asset classes and geographies. Prior to joining BCP, he was Executive Director at BBVA Peru, leading the Structuring and Derivatives desk. Before that, Marco worked at Citi in the UK, where he spearheaded the execution of market transactions in the CEEMEA region. He began his career at Citi Peru, where he held various roles in Corporate Finance, Local Debt Capital Markets, and Sales & Structuring. Marco earned an MBA from London Business School and graduated in Economics from Universidad del Pacífico in Peru. He holds the Financial Risk Manager and Financial Data Professional certifications and is a CFA charterholder.

Dr. Stylianos (Stelios) Kampakis is a data scientist and tokenomics expert with more than 10 years of experience. His background includes experience at startups to organizations such as the US Navy, Vodafone and British Land. His work spans multiple sectors including fintech, sports analytics, health-tech, general AI, medical statistics, predictive maintenance and others.  

Stelios has worked with various technologies from statistical models to deep learning and large language models. He has 2 patents pending, and has published 3 books on data science, AI and data strategy. His seminal work in token economics has led to many successful token economic designs using tools such as agent-based modeling and game theory.  

He is a member of the Royal Statistical Society, honorary research fellow at the UCL Centre for Blockchain Technologies, the Cyprus Blockchain Centre, a data science advisor for London Business School and CEO of The Tesseract Academy. 

Dr. Rangel is Managing Director at Banorte Financial Group. He leads the Analytics Division, a profit center that works collaboratively with the Financial Group’s business lines and focuses on creating value from customer insights derived from leveraging data, technology, business intelligence, experimental methods, machine learning and AI solutions.  

Prior to joining Banorte, Dr. Rangel worked as a derivatives research strategist at Goldman Sachs New York focusing on global equity volatility products. He was also a research economist at the Central Bank of Mexico focusing on the intersection of macroeconomics and financial markets, and a postdoctoral research fellow at the New York University Volatility Institute, where he contributed to build the model infrastructure of the Institute’s Volatility Laboratory (Vlab). He holds a Ph.D. in Economics from the University of California San Diego, a Master’s degree in Economics from El Colegio de Mexico, and a Bachelor’s honours degree in Actuarial Mathematics from the National University of Mexico. He specializes in econometric modeling and forecasting. His research has been published in leading finance and econometrics journals.