" class="no-js "lang="en-US"> Mario Schlener - Fintech Finance
Monday, February 26, 2024

Mario Schlener

Partner and EY’s Lead Risk Consulting for Canada and Global FS Risk Technology

About Mario Schlener

Lead Partner Service Line Risk Consulting Canada and Co-Lead of EY’s Global Risk Transformation Team (ie Risk Technology Modernization, ModelOps, AI Risk and ESG Risk) and Global Co-Lead of EY’s AI Confidence Index (incl Responsible AI) Team and Global Co Lead for CRO CoE

A bit more background:
1.) im part of the Global FS Risk Leadership team (8500 Experts globally) focusing on Risk Technology/Alliance/Next Gen Risk Architecture, Risk Innovation and AI Risk
2.) Co-Lead of EY’s Global Responsible AI Team responsible for AI Risk solutions including EY’s Confidence Index Framework/Score
2.) Co-Lead for EY’s Global CRO Centre of Excellence and Product Owner of EY’s “Antimatter” Platform (ie insight platform powered by global quant models and non financial risk analysis and scenario capabilities to help CROs driving emerging risk decisions)
3.) Co-Lead of EY’s Global ModelOps Platform “Intelligence Layer” to enable and empower our 30.000 Quants and Data Scientists etc to drive an open source mentality and share know how and reusable code globally
4.) SteerCo Member Global FS Sustainability Market Offerings and Co-Lead for several ESG Risk solutions

My current active applied research focus
– advanced risk modelling (incl Chaos Theory) using deep learning techniques: focus on Liquid Networks, Causal AI, LLM, Reinforcement L and NLP 2.0
– impact of ESG risk on capital markets spreads

Mario is a leading risk and cap markets expert (25 years of Financial Industry Experience:

Short Summary of key areas

– 13 years Partner Risk Consulting Industry – building global risk teams, implementing and developing advanced operating models, next generation technology strategies and platforms for
1.) Enterprise Risk Management
2.) Risk/trading/pricing/forecasting/stresstesting/IFRS 9 models
3.) Capital markets quant trading
4.) Compliance, AML and Trade Surveillance

– 3years Navigant Capital – Expert Testimonial Quant Expert for Lehman Close Out Valuations, Restructuring of Bad Banks Structured Credit Portfolios on behalf of ECB and PRA, Developing hedging strategies for long/short hedge funds

– 10years Erste Group – Fixed Income Product Structuring, Corporate Finance in Vienna and New York) and ALM optimization

——- Former External Lecturer:
1.) At the Financial and Actuarial Mathematics Institute at Vienna University of Technology, Austria (http://tuwis.tuwien.ac.at)

———- Investor/VC:
Co-Founder/Owner RiverRun Ventures GP (i.e. Seed/Angel Fund), ITS Holding GmbH and Mozart Invest GmbH and LLC (i.e. Real Estate and High Tech Mezzanine Capital Fund)

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