May 15th at 15.00-17.30 atBearingPoint Helsinki

A Masterclass on Explainable AI in Finance:

The Future of Credit Risk Modeling

Dive into discussions on how to bring credit risk modeling into the future, where sophistication meets transparency. Join us for an engaging masterclass that unveils the potential of AI to drive customer segmentation and decision-making within the highly regulated IRB modeling domain. Discover how Explainable AI (XAI) can facilitate wider-spread adoption of advanced AI models, ensuring every credit decision is not only optimal but also transparent.

Engage in discussions about the intersection of regulation and advanced modeling techniques, exploring paths toward more efficient and informed credit decisions.



  • Welcoming words & Masterclass objectives

Jani Ristimäki, Head of FS Finland at BearingPoint

Core Concepts of AI & Explainable AI (XAI)

  • Introduction to AI
  • Understanding XAI for Transparency and Compliance

Ove Scavenius, CTO at Eira Blue
Peter Lundgaard Rosendahl, First VP and Head of Machine Learning at Danske Bank

Case Klarna & AI Tech: A Journey Into Smart Solutions 

  • Internal AI Tech Stack
  • Smart Solutions for Transforming Fintech

Marcus Tallqvist, Solutions Engineer at Klarna

Danske Bank & Eira Blue: Credit Risk Modeling 

  • Evolution of Credit Risk Modeling
  • Where Might Sophisticated AI Models Improve Credit Ratings and Decisions?
  • What Can We Do Now Within Regulatory Compliance? 

Ove Scavenius, Peter Lundgaard Rosendahl

Interactive Q&A and Wrap-Up

Facilitated by BearingPoint


Learn from the leading industry experts


Solutions Engineer at Klarna

Marcus is an experienced Solutions Engineer passionate about driving innovation and building technology solutions to solve complex financial challenges. With a proven track record of delivering high-quality products, he is dedicated to helping businesses to achieve success through technology.


CTO (upcoming) at Eira Blue Securities

Ove holds a Ph.D. in theoretical nuclear physics and has post-doctoral experience at the Niels Bohr Institute. Transitioning to cryptography, he specialized in mathematical proofs for security. As a quantitative researcher at Nordea and Bank of America, Ove built mathematical models for trading, sales, and risk. In 2008, he joined Danske Bank, where he played a pivotal role in developing the award-winning SuperFly system and later assumed leadership as Head of Quantitative Research. Expanding his responsibilities, Ove also took on the role of head of the Markets IT trading and risk platform department. In 2022, he founded the SuperAI department, focusing on AI-driven solutions for risk management and spearheading a new AI model development/execution IT platform for Danske Bank.

Peter Lundgaard Rosendahl

Head of Machine Learning Engineering at Danske Bank

Peter is an experienced Data Scientist with a demonstrated history of working in the financial services industry. Skilled in Data Science, Distributed Technology, Data Analysis, Experimental Physics, Python, Java and C++. Strong analytical professional with a Doctor of Philosophy (Ph.D.) focused in Physics from Universitetet i Bergen (UiB) and CERN.

Join us for an incredible day