Romana Mizdrak is a Managing Director of Risk Quantification Division at the Office of Superintendent of Financial Institutions. With over 20 years in the financial services sector in Toronto, Romana has worked in various technical roles related to model risk management including quantitative analysis, risk monitoring, and model validation. Recently Romana has been actively engaged in understanding how advanced analytics (i.e. Artificial Intelligence and Machine Learning) are reshaping Financial Industry Sector in Canada. In her current role, Romana leads the team responsible for delivering advance analytics-driven, macro-prudential insights for assessing both financial and non-financial risks across the Canadian Financial System. Romana holds a M.A. in Mathematics and Statistics from York University of Toronto, and a Graduate Diploma in Financial Engineering, also from York University.

Sebastiano Silla serves as Vice President of Model Risk Management at Equitable Bank, bringing over a decade of expertise in model risk. Before joining Equitable Bank, Sebastiano held progressively senior positions at BMO Bank of Montreal. His career includes the validation across various modeling domains such as actuarial models, statistical models for credit risk, capital and wealth management models. Sebastiano contributed not only in model validation, but also in leading key transformation initiatives, and recently in the development of an AI risk management framework. Before transitioning to the banking sector, he was an Assistant Professor of Mathematics at the Polytechnic University of Marche, Italy, where his research focused on stochastic optimal control applied to finance and insurance. Sebastiano holds a Ph.D. in Applied Mathematics to Finance and Economics from the University of Pisa.

Shawn is a Partner in the Risk Consulting practice at Ernst & Young LLP, based in Toronto. With extensive experience advising financial institutions on credit risk management, model governance, and regulatory compliance, Shawn brings deep expertise in the design and oversight of credit risk modelling methodologies for loss provisioning frameworks under IFRS 9 and regulatory capital.
Over the past several years, Shawn has led numerous engagements focused on credit risk model development, model monitoring, rating system modernization, and aligning IFRS 9 allowance methodologies with evolving macroeconomic conditions. His recent work includes strategic advisory on post-model adjustments and override frameworks to address emerging risks, as well as governance enhancements for model validation and audit readiness.

Dina Duhon is Vice President, Risk Data, Analytics and Insights at Equitable Bank, where she leads the development and governance of Retail and Wholesale Credit Risk Data, as well as Consumer Credit Risk models and analytics. Prior to joining Equitable Bank, Dina led teams responsible for building adjudication, account management, collections, IFRS 9, and Basel models (PD, EAD, LGD) across retail portfolios in both domestic and international markets. In addition to her expertise in risk management, Dina has experience designing and implementing machine learning and AI solutions for marketing and customer relationship management. She holds an MSc in Statistics from the University of Toronto: dina.duhon@eqbank.ca