Alexey Smurov has over 20 years of experience in the financial services. He currently serves as the Head of Line of Business (LOB) Model Risk and Administration Group at PNC Bank, where his team is responsible for working closely with model development groups and key leaders across the bank to ensure uniform and consistent application of risk management practices across the enterprise, while building tools and applications to achieve this objective.
Alexey also serves as an Adjunct Professor at the Department of Finance and Economics at the University of Maryland Global Campus. Prior to that, he spent seven years at Capital One as a Senior Director and Head of Capital Model Validation in the areas of Credit, Counterparty, Operational and Market risk. He also worked as a Director or Credit Analytics at Fannie Mae and taught finance and economics at George Washington University and the University of Georgia, from which he earned his PhD in Economics in 2004.
He also holds the Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Energy Risk Professional (ERP), Professional Risk Manager (PRM) and Chartered Alternative Investment Analyst (CAIA) designations.
All Sessions by Alexey Smurov
PANEL DISCUSSION
Managing Model Risk for AI and Machine Learning with Greater Transparency and Control
- Establishing controls for opaque and adaptive models
- Meeting regulatory documentation and validation expectations
- Embedding AI into existing MRM frameworks
- Ensuring ongoing oversight throughout the model lifecycle

