Leonardo started his career at a Ca’ Foscari University (Venice) spin-off developing coincident indicators of the business cycle for the Euro area. After moving to Mexico, Leonardo joined HSBC in 2010 as risk manager in the wholesale credit risk area. In 2013, he relocated to New York where he joined the Independent Model Validation team covering a variety of modelling areas, including CCAR/DFAST and Financial Crime Risk. In 2017, Leonardo moved to Vancouver and was appointed head of the newly established Model Risk Management function, responsible for second line of defence oversight of the entire spectrum of models used in HSBC Canada.

Eric Lanoix is the VP – Quantitative Risk at Coast Capital Savings Credit Union. Eric holds a Master’s degree in Finance (SFU) and another in Mechanical Engineering (McGill). He is an expert in the field of modelling and simulation, with nearly two decades of experience in the Guidance, Navigation and Control of NASA cargo and human spacecraft. Eric leads a team of eight specialists in charge of Model Risk Management, ICAAP, Stress Testing, and Model Development for Canada’s only credit union with operations outside its province of origin.

Tony Webb is an experienced manager and quantitative analyst at FINCAD, a software company that specializes in the valuation and risk analysis of derivatives (all asset classes) and fixed income securities.  FINCAD is based in Surrey, BC, with an extensive global client base of financial institutions, finance professionals, and systems vendors.  Tony has held various roles at FINCAD, including Director of Analytics, VP R&D, Product Manager, and manager of technical Pre-Sales Analysts in NYC.   He holds an MA in Mathematics from Cambridge University, a PhD in computational fluid dynamics from UBC, and an MBA with a specialization in finance from UBC.  He is currently acting as a Quantitative Advisor within the Client Services department.

Sarah is leading Financial Services for Western Canada for Deloitte in Risk Advisory. She has over 10 years of experience in the financial services industry, specialized in auditing and advising financial institutions, their Enterprise Risk Management Function with regards to regulatory compliance, risk and regulatory reporting related topics, e.g. Basel II and Basel III requirements for capital, leverage, risk weighted assets and liquidity. This includes review and advice on sound Model Risk Management Governance in line with OSFI’s E-23 Guideline. Sarah’s primary experience was generated on large, complex banks (G-SIBs, D-SIBs), cooperative banks and investment management firms in Canada, US, Europe and on a global scale. She worked with and on behalf of Regulatory Authorities in the EU, US and Canada as well as with the first, second and third line of defense. Sarah holds a Master in International Business Administration and a Master of Science in Accounting and Taxation and qualifies as ‘Wirtschaftspruefer’ (a German form of a CPA, IFAC compliant).