Chris Brophy

Chris Brophy Email and Phone Number

Principal Risk Industry Consultant - Banking and Financial Services @ SAS
Westlake, OH, US
Chris Brophy's Location
Westlake, Ohio, United States, United States
Chris Brophy's Contact Details

Chris Brophy personal email

n/a
About Chris Brophy

An Experienced Credit Risk Analytics professional with 13+ years of experience quantifying commercial credit risk, developing and validating PD/LGD/EAD models, stress testing, pricing models, loss forecasting. With significant experience in employee development, leading cross functional teams, thought leadership, and consistently delivering outstanding results.Specialties: Loss Given Default (LGD) modeling and measurement, model validation of all commercial credit risk models, PD, LGD, EAD Model development and validation, risk based pricing applications. Fluent in using quantitative analytic tools such as SAS, SQL, Excel, etc.

Chris Brophy's Current Company Details
SAS

Sas

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Principal Risk Industry Consultant - Banking and Financial Services
Westlake, OH, US
Website:
sas.com
Employees:
17951
Chris Brophy Work Experience Details
  • Sas
    Principal Risk Industry Consultant - Banking And Financial Services
    Sas
    Westlake, Oh, Us
  • Sas
    Principal Risk Industry Consultant - Banking / Financial Services
    Sas Feb 2021 - Present
    Cary, Nc, Us
  • Comenity
    Sr. Director, Bank Risk Modeling
    Comenity Mar 2019 - Feb 2021
    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.
  • Comenity
    Director, Model Risk Management / Model Risk Officer
    Comenity Apr 2018 - Mar 2019
    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.
  • Keybank
    Director, Commercial Risk Model Development
    Keybank Jun 2016 - May 2017
    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.
  • Pnc Financial Services Group
    V.P. Senior Quantitative Analyst / Commercial Modeling Expert
    Pnc Financial Services Group Jan 2009 - Jun 2016
    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
  • National City Bank
    Vp, Corporate Portfolio Management
    National City Bank Oct 2005 - Dec 2008
    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.
  • National City Bank
    Relationship Manager - Middle Market
    National City Bank Jun 2003 - Sep 2005
    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.
  • Global Crossing
    Manager Of Management Development
    Global Crossing 1999 - 2001

Chris Brophy Skills

Credit Risk Portfolio Management Credit Financial Risk Financial Modeling Risk Management Sas Stress Testing Financial Analysis Basel Ii Commercial Lending Loans Sas Programming Forecasting Risk Fixed Income Capital Markets Corporate Finance Lgd Ead Project Management Loan Origination Risk Analytics Risk Analysis

Chris Brophy Education Details

  • University Of Rochester - Simon Business School
    University Of Rochester - Simon Business School
    Accounting
  • University At Buffalo
    University At Buffalo
    Economics

Frequently Asked Questions about Chris Brophy

What company does Chris Brophy work for?

Chris Brophy works for Sas

What is Chris Brophy's role at the current company?

Chris Brophy's current role is Principal Risk Industry Consultant - Banking and Financial Services.

What is Chris Brophy's email address?

Chris Brophy's email address is ch****@****pnc.com

What schools did Chris Brophy attend?

Chris Brophy attended University Of Rochester - Simon Business School, University At Buffalo.

What skills is Chris Brophy known for?

Chris Brophy has skills like Credit Risk, Portfolio Management, Credit, Financial Risk, Financial Modeling, Risk Management, Sas, Stress Testing, Financial Analysis, Basel Ii, Commercial Lending, Loans.

Who are Chris Brophy's colleagues?

Chris Brophy's colleagues are Angeles Rojo, Earl Mcgee, Ursula Jacobo, Andy Bladimir Trinidad Alvarado, Amjad Hussain, Vittorio Zucchi, Deborah Carravieri.

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