Chris Brophy Email & Phone Number

Westlake, Oh, Us

Cary, Nc, Us

Led the development and implementation of models to assess bank capital and liquidity needs under a variety of economic scenarios (stress testing) meeting management expectations and regulatory requirements.

Oversight of the strategic development of the Model Risk Management group throughout the enterprise. Currently building a team of validators and reengineering of existing governance frameworks and processes.Oversight of the model documentation and validation processes for the entire enterprise. Ensure compliance of model development standards and procedures with regulatory requirements.Coordination and interaction with regulators.Management of relationships with key stakeholders including senior leaders within business functions, Risk and Audit.Communicate Model related risks to board of directors.Lead effort to incorporate Model risk management culture throughout the enterprise.

Cleveland , Ohio, Us

- Led the commercial risk modeling team for KeyBank. Responsible for developing, delivering, and supporting regulatory-compliant credit models, including, Probability of Default (PD) and Risk Ratings, Loss Given Default (LGD), and Exposure at Default (EAD). - Worked closely with the Risk Management team and other internal and external constituents, including regulatory/governing bodies, to shape and prioritize the analytical work effort.- Provided leadership and advice to business leaders within the company to ensure the highest standards of practice, including the incorporation of stress testing into the ongoing evaluation of risk.- Acted as an expert resource in the fields of credit risk quantification and modeling for the commercial portfolio.

Pittsburgh, Pennsylvania, Us

- Develop models to accurately predict PD, LGD, EAD for commercial credit clients. - Assess / Validate credit risk models - Stress Testing- Loss Forecasting- Ad hoc credit portfolio reporting

Us

-Quantify credit risk. -Develop models to accurately predict PD, LGD, EAD for corporate credit clients. -Identify concentrations (correlations) of risk and create and implement cost-effective ways of reducing that risk.

Us

Managed and grew a portfolio of middle market commercial clients, focused specifically on the manufacturing industry.Forged relationships with prospects, clients and referral sources.

M.B.A., Finance, Economics, Accounting

B.A., Economics