PARTNER, LEAD FINANCIAL SERVICES RISK MANAGEMENT
(FSRM) PRACTICE CANADA AND GLOBAL AI VALIDATION LEAD
ERNST & YOUNG LLP
Mario is the Canadian leader of EY’s Financial Services Risk Management Practice and Co-leads the Global AI Validation Team. He is leading several EY asset developments using ML/AI applications and solutions for risk management (i.e. credit-, market- ccr- liquidity risk models), AML/Fraud/Cyber (i.e. TM models, CRR models, Sanctions, fraud, cyber/resiliency models) and Compliance (i.e. trade surveillance models.) He brings over 22 years of experience in risk and capital markets modelling and quantitative risk management (i.e. 10 years at Erste Group in the Fixed Income Product Structuring and Corporate Finance departments in Vienna and New York and 10 years in Advisory as Partner for Deloitte in Germany/Austria and Navigant
Capital Markets Advisors in London). During 2009-2013 he was leading several large litigation cases (i.e.
Lehman OTC close outs, Structured Credit close outs). Mario focuses primarily on the development and validation of risk and pricing models (incl. deep learning) for market, credit, liquidity, counterparty credit, operational risk and for the FinCrime space. Additionally Mario has a key role in developing ongoing thought leadership thinking approaches especially for the risk domain.