Experienced manager and specialist with 10+ years in banking, risk and finance analytics for US and international portfolios. Risk modelling, model validation and governance, OCC 2011-12 / OCC 2000-16. Loan level and portfolio modeling of credit risk default for Net Credit Losses (NCL), PD, ...more

Experienced manager and specialist with 10+ years in banking, risk and finance analytics for US and international portfolios. Risk modelling, model validation and governance, OCC 2011-12 / OCC 2000-16. Loan level and portfolio modeling of credit risk default for Net Credit Losses (NCL), PD, LGD; econometric models for portfolio sensitivity and stress testing. Fair lending evaluation, statistical testing for disparate impact, and disparate treatment testing. Information Architecture, Visualization and Data Mining. Specialties: Model risk management and model validation and governance. Credit risk modeling and credit scoring.less