Model Risk Management: Challenges and Emerging Expectations – WEBINAR

RMA Australia is pleased to bring you our first webinar for September 2026 – Model Risk Management: Challenges and Emerging Expectations, hosted by ANZ.

This session will focus on Model Risk Management in the current regulatory and market environment. The discussion is intended for risk professionals across banking and financial services, and will cover practical approaches to model governance, validation, model risk controls, and emerging supervisory expectations.

FURTHER INFORMATION:-

About the Panel:-

Scott McKenzie, Director, Actuarial & Financial Risk Management, PricewaterhouseCoopers

Kishan Mistry, Senior Manager, Actuarial & Financial Risk Management, PricewaterhouseCoopers

Mark Richards, Director, Actuarial & Financial Risk Management, PricewaterhouseCoopers

About the Moderator:-

Jamy Abid, Head of Markets Model Validation, ANZ

Jamy is a quantitative finance leader with over 20 years’ experience across Rates, FX, Credit, XVA, and Commodity markets.  At ANZ, he leads an international team responsible for the independent validation of valuation, market risk, and counterparty credit risk models across Global Markets.

He has held quantitative roles across front-office, and market risk functions in Europe and Australia.  His expertise includes derivatives pricing, model risk governance, and practical application of machine learning in quantitative risk management.