Speaker "Nikola Gradojevic" Details Back



Model Risk Management Workshop


MRM Workshop - 4hrs - Oct 13th 
In most financial institutions, the data science and model risk/validation functions are under constant pressure to produce and update accurate governance reports. With increasing adoption of machine learning and regulatory scrutiny, the complexity of risk management and governance reporting is rapidly increasing.   The three lines of defense need to satisfy internal and external validation and audit requirements, including those defined in the Federal Reserve’s SR11-7 guidelines.    In response, modern ML Platform teams are developing automated governance workflows integrated with MLOps, which are specifically designed to improve model quality and time-to-market.  This workshop provides valuable updates, discussions and demonstrations of model risk management requirements, challenges and solutions by industry experts.   
Agenda - 4 hours, virtual 
Machine Learning in Banking: Applications, Model Risk, and Explainability!
Agus Sudjianto, EVP and Head of Corporate Model Risk, Wells Fargo
Risk management for pricing, forecasting and time-series models. 
Nikola Gradojevic, Professor of Finance, at the University of Guelph 
Governance-Driven Strategies for Responsible AI/ML
David Van Bruwaene,
Governance Workflow Demonstration
Stuart Maiden, Data Scientist,  
ML Platform and governance reporting advantages of MLOps with Kubeflow
Josh Bottum, Kubeflow Community Product Manager and VP-Developer Relations, Arrikto, Inc.
Model Risk Management Round Table
Agus Sudjianto, EVP, Head of Corporate Model Risk at Wells Fargo
Nikola Gradojevic, Professor of Finance, at the University of Guelph
David Van Bruwaene,
Josh Bottum, Kubeflow Community Product Manager


Nikola Gradojevic received the Ph.D. degree in financial economics from the University of British Columbia, Vancouver, BC, Canada. Currently, he is a Professor of Finance in the Department of Economics and Finance, at the University of Guelph. He previously worked as the Head of Finance, Audit & Control Department at IÉSEG School of Management (France) and as an Associate Dean Academic (Acting) at Lang School of Business and Economics. During his career he took positions at the University of British Columbia, Bank of Canada, Federal Reserve Bank of St. Louis, IÉSEG School of Management, and in the private sector as a consultant in the financial and mining industries. He has held or still holds visiting appointments at Rouen/NEOMA Business School in France, University of Bologna in Italy, University of Essex (The Centre for Computational Finance and Economic Agents) in the United Kingdom, Mediterranean School of Business in Tunisia, Faculty of Economics in Montenegro and University of Novi Sad, Faculty of Technical Sciences in Serbia. He is currently a Senior Fellow at the Rimini Center for Economic Analysis (RCEA) in Italy and is also affiliated with the Centre for Advancing Responsible and Ethical Artificial Intelligence (CARE-AI). He has published his research in leading journals such as IEEE Transactions on Neural Networks, IEEE Signal Processing Magazine, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Journal of Empirical Finance and Annals of Operations Research. Dr. Gradojevic’s research interests include Empirical Asset Pricing, Market Microstructure, High-Frequency Finance, International Finance, Risk Management, Forecasting, Entropy, Wavelets, Artificial Intelligence (e.g., neural networks and fuzzy logic), Cryptocurrencies, Technical Trading, Asset Price Volatility, Bubbles and Jumps.