- Identifying the right data to accomplish ESG risk management requirements
- Prioritising data accuracy and coherent data interpretation
- Mitigating the risk of inaccurate data
- Overcoming assumptions and filling gaps
Varun Mehta
Mitch Carpen
Mitch Carpen has over 25 years of experience designing, leading and implementing a broad range of growth, realignment and startup initiatives in financial and governmental organizations.
He is the Climate Risk Executive at KeyBank and currently leading their Climate Risk Framework buildout.
In his previous role at the Green Climate Fund in South Korean he served as the head of the Office of Risk Management, Compliance and Sustainability where he built up a team and the due diligence framework to allow the Fund to significantly scale up its portfolio of climate change transactions in developing countries.
Before joining the Green Climate Fund, he worked with the State of New Jersey as an Executive Director to startup an infrastructure bank that focused on financing resilient energy assets after the devastating effects of Hurricane Sandy.
Before this he was an Assistant General Manager at Bank of Tokyo-Mitsubishi in Singapore where he led the startup of the risk function for their newest regional headquarter. He also held senior positions with Societe Generale’s risk team in New York City, Instinet Corporation and Prudential Financial.
Mitch has a masters degree in Mathematics of Finance from Columbia University in New York City, and a masters and bachelors degree in Economics and Information Science from Rutgers University in New Jersey.
Nosa Omoigui
Nosa Omoigui is the CEO and founder of Weave.AI. Prior to Weave.AI, he led machine learning and personalization teams at Amazon. Nosa also held a senior role at Microsoft Research (MSR). Nosa has a total of 23 granted patents and over 50 pending patents on various areas of technology, including AI.
George Soulellis
George Soulellis currently serves as Enterprise Model Risk Officer for Freddie Mac with overall responsibility for model risk management in the firm. Previously, he served as Managing Director, Risk Analytics for Barclays Bank in the UK, overseeing model development and analytics. He has also held leadership positions in the risk management/modelling/analytics space at Citigroup, General Electric and JP Morgan Chase. His interests primarily lie in model uncertainty measurement, model risk under extrapolation, machine learning methods and modelling for capital requirements.
