Experienced model risk manager in commercial banking with a PhD in Economics and an MS in Statistics.
10+ years experience with advanced statistical analysis and economic modeling
5+ years experience with leading and supervising validations for DFAST Stress Testing models, Credit Loss, Fraud and Cybersecurity, Interest Rate Risk, Liquidity and Profitability models including upstream behavioral models, scorecards, stochastic rate generating process, qualitative approaches, etc.
Fast problem solver with excellent oral and written communication skills and growth mindset
Led diverse quantitative analysis projects and published 10+ articles in academic outlets