Christopher Taylor, Ph.D. Email & Phone Number

Model Development Leader for Multifamily loss forecasting models used for CECL/ACL, DFAST, Loss Appetite, and other model uses.

Model Validation Lead for Wholesale (C&I/CRE) Loss Forecasting used for CCAR/EST, CECL/ACL, IFRS 9, ICAAP, ECB/EBA SSM Stress Testing, and Climate Risk Stress Testing.

Functional Model Validation Lead for CRE credit risk and wholesale HFI climate risk stress testing models. Primary Model Validator for C&I credit risk models.

Primary Validator for CRE/C&I credit risk and wholesale HFI climate risk stress testing models.

Corporate Treasury Strategic Model Development and Analytics Group. Researched, developed, implemented, and documented time series models used to forecast deposit balances and associated interest expense for ALM and CCAR use cases.

Charlotte, North Carolina Area

Model Risk Management Financial and Compliance Risk Model Validation Group. Conducted model validations and tool reviews for statistical models and tools used to identify and predict financial crime activity. Used a variety of modeling approaches including probability modeling and various machine learning methodologies.

Charlotte, North Carolina Area

Global Risk Analytics Financial Crimes Model Development Group. Researched, developed, peer-reviewed, implemented, and documented statistical and econometric models used to identify and predict financial crimes activity. Used a variety of modeling approaches in development including probability modeling (e.g., logit, probit, etc.) and machine learning.

Mount Olive, NC

Taught courses in economics, business, and statistics. Conducted economic research specializing in econometrics and industrial organization.

Washington D.C. Metro Area

Developed models used to forecast and estimate commodity prices, inventory, production levels, and price indexes. Used a wide variety of statistical and econometrics techniques including dynamic regression forecasting techniques (e.g., Kalman Filter, GLM), probability-based estimation methodologies (e.g., logit, probit), and hedonic price index.

Madison, Wisconsin Area

Madison, Wisconsin Area

Developed theoretical and empirical econometric models of business pricing decisions and choice outcomes. Developed and implemented constrained choice optimization models of industry routing problems. Taught weekly labs and graded papers for graduate-level applied econometrics course using MATLAB-based programming tools with custom-programmed optimization.

Ph.D., Applied Economics

Graduate Studies In Bayesian Statistics

Bachelor Of Science - Bs, Agribusiness And Mathematics