AI in Banking – Innovations, Risk Management, and Strategic Applications

Alfred has built his professional career at Deloitte, where he has been part of the Financial Risk Management practice since 2018. He specializes in credit risk modeling, stress testing, and the design and implementation of model risk management frameworks, with experience spanning both domestic and international markets.

Julio J. Martínez Cerviño holds a degree in Economics and Business Administration from ICADE–Pontifical University of Comillas. He expanded his education by participating in the first scholarship program of the MEFF Institute and completing a master's in quantitative finance at the AFI Institute. In 2003, he earned the "Financial Risk Manager" (FRM) certification. He began his professional career taking on various responsibilities related to derivatives at the Spanish Financial Derivatives Market and the Securities Firm of Banco Santander. In 2000, he joined the Asset Management division of the BBVA Group as Global Head of the Quantitative Management Department, where he played a key role in launching the first Spanish ETFs.

In 2011, he moved to BBVA’s Global Markets Risk Unit as Global Head of Valuation, coordinating the valuation functions of the bank’s market units across different geographies. Since 2018, he has been part of the Global Risk Management Area, serving as Specialty Head of BBVA Group’s Internal Validation Centers of Excellence.

Professional with more than 15 years in the development, management, and validation of risk models for financial institutions. Since 2022, he has been leading credit model development projects (PD, LGD, EAD, Scoring) within the Santander Group. He successfully led the containerization process for risk model development, aligning these processes with corporate standards and significantly improving development efficiency.

Previously, he specialized in Model Risk Development and the Basel framework within the Financial Risk Management department at KPMG.

He holds a degree in Telecommunications Engineering from the University of Malaga and possesses the FRM certification, demonstrating deep theoretical and practical knowledge in risk management.

Sergio has been Chief Data Officer at the Bank of Spain since March 2024. He was the CISO and Head of the Risks and Information Security Unit, from 2017 to 2024, at the Bank of Spain and the TARGET Services (Eurosystem Financial Market Infrastructures) and is currently a Board Member of the ISMS Forum. 

His experience in education is expansive including but not limited to Cybersecurity and AI Chairman, Director (and lecturer) of the Cybersecurity, Ethical Hacking and Offensive Security Master, as well as Director and lecturer of the AI Master at EIP International Business School; ⁠Director (and lecturer) of the Cybersecurity and Risks Executive Program, and lecturer in a wife variety of Master’s in Law, lecturing Cybersecurity, Data and Technology subjects

Sergio frequently speaks on the subjects of Cybersecurity, Data and AI related events and summits, and a is regular contributor for the community, including technical guides and media published contributions. This also includes being honored with a Cybersecurity Career Path Award in 2024, amongst other awards.

Cristina Vázquez is the Chief Artificial Intelligence Officer (CAIO) at CaixaBank Group, where she leads the development and implementation of AI governance and strategy. She holds a degree in Telecommunications Engineering and has built her career around technological risk auditing and digital transformation. After beginning her professional journey in consulting, she joined CaixaBank nine years ago, contributing to IT governance and compliance and digital evolution. Passionate about diversity in STEM, she actively promotes the visibility and inclusion of female talent in technology-related fields.