Per Nymand-Andersen has over 25 years of Central Banking Experiences and was part of creating and developing the European Central Bank from scratch. Per has developed his expertise in banking and financial markets, fintech, data science, communications, securities settlement systems, statistics and Management.

Per holds several Fintech/data science Advisor Board positions in private and simi-public organisations. Per is a Lecture at Goethe-Universität Frankfurt and is a frequent speaker at international events and author of several publications/articles regarding financial markets, data science, communication and statistics. His recent renown book “Data science in Economics and Finance for Decision Makers” was published by Riskbooks.com.

Prior to joining the ECB, he provided market research consultancy services for the European Commission, Luxembourg.

Per has an MBA in Economics and Management Science from Copenhagen Business School, Denmark and has a Fintech certificate from Harvard University.

Per speaks four languages (English, German, French and Danish).

Further details: https://www.linkedin.com/in/per-nymand-andersen-81609913

Per Nymand-Andersen has over 25 years of Central Banking Experiences and was part of creating and developing the European Central Bank from scratch. Per has developed his expertise in banking and financial markets, fintech, data science, communications, securities settlement systems, statistics and Management.

Per holds several Fintech/data science Advisor Board positions in private and simi-public organisations. Per is a Lecture at Goethe-Universität Frankfurt and is a frequent speaker at international events and author of several publications/articles regarding financial markets, data science, communication and statistics. His recent renown book “Data science in Economics and Finance for Decision Makers” was published by Riskbooks.com.

Prior to joining the ECB, he provided market research consultancy services for the European Commission, Luxembourg.

Per has an MBA in Economics and Management Science from Copenhagen Business School, Denmark and has a Fintech certificate from Harvard University.

Per speaks four languages (English, German, French and Danish).

Further details: https://www.linkedin.com/in/per-nymand-andersen-81609913

Roberto V. Zicari is an affiliated professor at the Yrkeshögskolan Arcada, Helsinki, Finland, and an adjunct professor at the Seoul National University, South Korea.

Roberto V. Zicari is leading  a team of international experts who defined an assessment process for Trustworthy AI, called Z-Inspection®.

Previously he was professor of Database and Information Systems (DBIS) at the Goethe University Frankfurt, Germany, where he founded the Frankfurt Big Data Lab .

He is an internationally recognized expert in the field of Databases and Big Data. His interests also expand to Ethics and AI, Innovation and Entrepreneurship. He is the editor of the ODBMS.org web portal and of the ODBMS Industry Watch Blog.  He was for several years a visiting professor with the Center for Entrepreneurship and Technology within the Department of Industrial Engineering and Operations Research at UC Berkeley (USA).

David Jamieson Bolder is currently head of the World Bank Group's (WBG) model-risk function. Prior to this appointment, he provided analytic support to the Bank for International Settlements' (BIS) treasury and asset-management functions and worked in quantitative roles at the Bank of Canada, the World Bank Treasury, and the European Bank for Reconstruction and Development. He has authored numerous papers, articles, and chapters in books on financial modelling, stochastic simulation, and optimization. He has also published a comprehensive book on fixed-income portfolio analytics. His career has focused on the application of mathematical techniques towards informing decision-making in the areas of sovereign-debt, pension-fund, portfolio-risk, and foreign-reserve management.

Bruno Tissot is the Head of statistics and research support at the BIS and Head of the secretariat of the Irving Fisher Committee on central bank statistics (IFC). He has been working at the BIS since 2001, as Senior economist and Secretary to the markets committee of central banks in the monetary and economic department and then as the Adviser to the general manager and Secretary to the BIS executive committee. Between 1994 and 2001 he worked for the French Ministry of Finance. He is currently Head of BIS statistics and research support and is a graduate from École Polytechnique (Paris) and of the French Statistical Office INSEE.

Paola mainly focuses on methodological statistics and data analysis: she is currently working on text data models, systemic risk, financial technologies (fintech), big data analysis, ordinal variables, spatio-temporal models.  She collaborates with the Bank of Italy on a Big Data analysis project and she was a member of ‘Big Data Group’ at Deutsche Bundesbank, Frankfurt, Germany. She is member of the board of ‘Statistics and Data Science’ group of the Italian Statistics Association. She is associate of the UCL Centre for Blockchain Technology, which is the nucleus for DLT and Blockchain research and engagement across eight different departments at UCL and for its Research and Industry Associate network.

She is Associated researcher of RiskLab (http://risklab.fi/), RiskLab Finland is a research group at Arcada and a research laboratory of Infolytika Ventures, with the objective to study and develop the fields of risk analysis through machine learning and visual analytics. She is advisor of Initial Coin Offering of Blufolio AG, Switzerland.

She has been appointed as Expert and Project Evaluator from the Fund for Scientific Research-FNRS (F.R.S.-FNRS), a funding agency located in Brussels in Belgium and as reviewer of the ‘Science Foundation Ireland - SFI’, in Dublin, Ireland.

She serves as referee for several international journals: The Journal of Royal Statistical Society (Series A), Scientometrics, Expert Systems with Applications, Neurocomputing, European Journal of Operation Research, Statistical Analysis and Data Mining, the Journal of Big data, Small Business Economics Journal, Journal of Classification, Statistical Methods and Applications, WIREs Data Mining and Knowledge Discovery, Information Processing and Management, Social Network Analysis and Mining, Public Management Review, The Journal of Operational Risk, Communication and Statistics, British Journal of Mathematics & Computer Science.

Juri Marcucci holds a PhD in Economics from the University of California, San Diego. His doctoral thesis was on financial econometrics, under the supervision of Professor Robert Engle (winner of the 2003 Nobel Memorial Prize in Economic Sciences) and it focused on the predictive ability of Regime-Switching GARCH models and common features in volatility. He lectured at the University of Bologna, and Tor Vergata University of Rome and he is currently lecturing a course on “Data-Driven Economics” at the Sapienza University of Rome. He has been visiting scholar at the Federal Reserve Bank of Boston, University of California San Diego and Universitat Pompeu Fabra. He is the organizer of the Italian Summer School of Econometrics on behalf of the Italian Econometric Association (SIDE). He has been the Bank of Italy’s member of the Big Data Committee at the Italian National statistical institute. He has been guest editor of the journals Econometrics and the International Journal of Forecasting. He is co-organizing a series of webinars on Applied Machine Learning, Economics, and Data Science (AMLEDS).

He has worked at the Bank of Italy since 2004 where he has coordinated the task force on Big Data and Machine Learning since 2016. He is now working in the Research Data Center and Innovation Lab in the DG Economics, Statistics and Research. His research interests are on Big Data, Text Mining, forecasting and applied econometrics.

His work appeared in the J. of Econometrics, International J. of Forecasting, Studies in Nonlinear Dynamics & Econometrics, J. of Economics and Business, J. of International Financial Markets, Institution & Money, International Review of Financial Analysis.

Adam Csabay is the Global Head of Central Banking Engagement at FNA. He focuses on technology and innovation projects with central banks and financial authorities. Prior to joining FNA, Adam was Lead Coordinator (Central Banking China Working Group) at Central Banking Publications. He was also a Founder and Manager - Central Banking Fintech & Regtech Advisory Board. Adam graduated with Distinction from the University of Oxford with a degree in Contemporary Chinese Studies - Specialisation in International Relations and Economics. He speaks 5 languages

Kimmo Soramäki is the founder and CEO of Financial Network Analytics (FNA) and the founding editor-in-chief of The Journal of Network Theory in Finance. He started his career as an economist at the Bank of Finland where he developed in 1997 the first simulation model for interbank payment systems. In 2004 while at the research department of the Federal Reserve Bank of New York, Mr Soramäki was among the first to apply methods from network theory to improve our understanding of financial systems. During the financial crisis of 2007-2008 he advised several central banks, including the Bank of England and European Central Bank, in modelling interconnections and systemic risk. This work led him to found FNA in 2013 provide solutions to monitor the complex financial networks that play a continually larger role in the world around us. Mr Soramäki holds a Doctor of Science in Operations Research and a Master of Science in Economics (Finance), both from Aalto University in Helsinki.

Known as The Data Governance Coach, Nicola helps organisations understand and manage their data better.

For almost two decades she’s helped corporates to reduce costs, inefficiencies and to remain competitive. Typically, people turn to her because their data is a mess and they need help unravelling it.

As well as providing coaching and consulting to help her clients better manage their data, Nicola runs three popular training courses every year, because she feels it is important to give people the skills to make sure that data is used to solve problems and make better informed decisions.

Nicola is the leading data governance coach and training provider in the UK. She supports companies with implementing their data governance initiative, so they can sustain it on an on-going basis. She holds a unique level of experience in the Data Governance field, and has experience in training and coaching major organisations to help them implement full data governance frameworks.

Nicola has developed a powerful methodology for implementing data governance based on over 19 years of experience and research into best practices in the field of data governance. Her methodology breaks down the data governance initiative into logical steps, which ensures that businesses design and implement a data governance framework that is right for the organisation.

Nicola initially worked for a leading UK Bank and moved into consultancy at the beginning of 2009.

Nicola is a Director and Committee Member of DAMA UK, she sits on the Expert Panel of Dataqualitypro.com, and regularly writes and presents internationally on data governance best practice.

Jesús Calderón advises Canadian and international clients in the financial services and energy industries on the implementation of data-driven solutions for risk management in  banking, insurance, capital markets, and energy trading, as well as anti-money laundering and regulatory activities. Jesús has over twelve years of experience in risk management, internal audit, and fraud investigations, where he has specialized in the application of data science and machine learning methods to optimize risk control activities and examinations.