Thursday 23 February 2023
3pm UK | 10am New York
Analysing the typologies of interconnected companies can reveal greater insights about your third parties than traditional risk management approaches.
But how do you get the full picture? And how do you pick shell companies or high-risk agents and Trust and Corporate Service Providers out from the crowd?
Join this OpenCorporates webinar to hear how transparent company data and Quantexa’s knowledge graph technology combine to help you uncover risks hidden in corporate structures that wouldn’t otherwise be visible.
We’ll illustrate how you can build, risk-rate and identify ‘day one’ early warning signals from agents creating risky corporate entities – whilst reducing the noise of false positives.
Speakers
Rebecca Lee
Chief Impact Officer
OpenCorporates
Before joining OpenCorporates, Rebecca led PwC’s Investigative Analytics group – a team of 30 data investigators using data to detect, investigate, prevent and remediate issues such as anti-money laundering, KYC, bribery & corruption, sanctions and fraud.
Alex Braid
Global Head of Credit Risk Solutions
Quantexa
Alex has spent 19 years in Financial Services, specialising in corporate risk assessment across several disciplines: audit, equity valuation and credit risk analysis. At Quantexa, he is a Solution Owner with a global remit – applying network analytics to innovate within Credit Risk, specifically Early Warning Signals and Holistic Counterparty Profiling.
He originally qualified as a Chartered Accountant in the UK, before heading to Sydney to join EY in corporate finance and hedge funds valuation. Moving back in 2010 to Credit Suisse, He then spent 9 years at Lloyds Bank across several roles; Group Strategy & Planning, improving SME Lending operational processes by 50% and risk management of two Global Corporate client portfolios with a combined £9bn exposure.
Ben Houghton
Head of Analytical Innovation
Quantexa
Ben and his team build analytical and machine learning products with network and entity-level data, including Quantexa’s Shell Company Identification model and global UBO algorithm. He has over ten years of experience in Data Science, Machine Learning and analytics and was previously the Head of Data Science for payments at Barclays Bank. Prior to this he held senior data science positions in Barclaycard and Barclays Group.
In the meantime…
Read about how Quantexa uses OpenCorporates data to uncover risk hidden in corporate networks.
Read case study >
blog.opencorporates.com 