Head of Model Validation for over a decade. Built quant teams from scratch at 2 firms. Quant for over 20 years, with deep experience in market, credit and operational risk measurement, issuer credit risk, dealing with regulators, managing large teams of Ph.D. quants, model risk management, model ...more

Head of Model Validation for over a decade. Built quant teams from scratch at 2 firms. Quant for over 20 years, with deep experience in market, credit and operational risk measurement, issuer credit risk, dealing with regulators, managing large teams of Ph.D. quants, model risk management, model stress testing, model governance, CCAR modeling, and SR 11-7 model validation. Designed and Built Incremental Risk Charge (IRC) Model Public speaker - many invited talks for various conferences and technical training sessions, and voted best speaker at a Predictive Analytics conference. Some of my presentations are at http://validationquant.com Wrote the Model Validation policy and guidelines for S&P and for CME Group. Specialties: Credit derivatives, credit risk, fixed income exotic options, VaR and regulatory capital, EVT, copulas, model validation, model risk management. Some keys to my success as a senior validation quant and manger of quants: - the ability to explain highly technical concepts to non-technical audiences. - getting buy-in from business managers and the front office on the need for detailed model validation with their full cooperation, even if there might be issues uncovered. - keeping a staff of Ph. D.'s on track, engaged, and focused on the business issues. (See details below) You can reach me at (USA)732-742-8977 or martin@validationquant.com My web site is http://validationquant.comless