Christopher Taylor, Ph.D.

Christopher Taylor, Ph.D. Email and Phone Number

Quantitative Analytics Director at Freddie Mac @ Freddie Mac
mclean, virginia, united states
Christopher Taylor, Ph.D.'s Location
United States, United States
About Christopher Taylor, Ph.D.

Fifteen years of experience applying statistical and econometric models in decision-making applications. Thirteen years of experience in Python, R, SAS, SQL, and TeX/LaTeX programming, specializing in the development and validation of statistical and econometric models and tools. Ph.D. in Applied Economics from top-ranking University of Wisconsin-Madison with formal training in 7 graduate-level courses in econometrics and statistics. Advanced knowledge of banking industry terminology and model risk management best practices. Excellent oral communicator with experience leading meetings with diverse stakeholders. Excellent written communicator with experience preparing 100s of formal reports. Highly experienced in Python, SQL, R, SAS, MATLAB/Octave, Stata, Excel (including VBA), GAUSS, Access, Word, PowerPoint, TeX/LaTeX, and HTML/CSS/JavaScript. Basic working knowledge of ArcGIS, GAMS, SPSS, PHP, and Blaise.

Christopher Taylor, Ph.D.'s Current Company Details
Freddie Mac

Freddie Mac

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Quantitative Analytics Director at Freddie Mac
mclean, virginia, united states
Website:
freddiemac.com
Employees:
8833
Christopher Taylor, Ph.D. Work Experience Details
  • Freddie Mac
    Quantitative Analytics Director
    Freddie Mac Oct 2024 - Present
    Model Development Leader for Multifamily loss forecasting models used for CECL/ACL, DFAST, Loss Appetite, and other model uses.
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  • Bank Of America
    Director, Quantitative Finance Manager
    Bank Of America Jun 2024 - Sep 2024
    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.
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  • Bank Of America
    Director, Sr Quantitative Financial Analyst
    Bank Of America Feb 2024 - Jun 2024
    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.
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  • Bank Of America
    Vp, Sr Quantitative Financial Analyst
    Bank Of America Mar 2020 - Jan 2024
    Primary Validator for CRE/C&I credit risk and wholesale HFI climate risk stress testing models.
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  • U.S. Bank
    Assistant Vice President, Quantitative Model Analyst
    U.S. Bank Dec 2018 - Mar 2020
    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.
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  • U.S. Bank
    Assistant Vice President, Senior Quantitative Model Analyst
    U.S. Bank Sep 2017 - Dec 2018
    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.
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  • Bank Of America
    Assistant Vice President, Compliance Quantitative Operations Associate
    Bank Of America May 2016 - Aug 2017
    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 modeling approaches.
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  • University Of Mount Olive
    Assistant Professor Of Agribusiness And Economics
    University Of Mount Olive Aug 2015 - May 2016
    Mount Olive, Nc
    Taught courses in economics, business, and statistics. Conducted economic research specializing in econometrics and industrial organization.
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  • Usda, National Agricultural Statistics Service
    Mathematical Statistician
    Usda, National Agricultural Statistics Service 2013 - 2015
    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 methodologies.
  • Usda, National Agricultural Statistics Service
    Mathematical Statistician
    Usda, National Agricultural Statistics Service 2008 - 2013
    Madison, Wisconsin Area
  • Usda, National Agricultural Statistics Service
    Student Intern
    Usda, National Agricultural Statistics Service 2004 - 2008
  • University Of Wisconsin-Madison
    Research Assistant
    University Of Wisconsin-Madison 2009 - 2013
    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 algorithms for estimating NLS and discrete-choice models.
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Christopher Taylor, Ph.D. Education Details

Frequently Asked Questions about Christopher Taylor, Ph.D.

What company does Christopher Taylor, Ph.D. work for?

Christopher Taylor, Ph.D. works for Freddie Mac

What is Christopher Taylor, Ph.D.'s role at the current company?

Christopher Taylor, Ph.D.'s current role is Quantitative Analytics Director at Freddie Mac.

What schools did Christopher Taylor, Ph.D. attend?

Christopher Taylor, Ph.D. attended University Of Wisconsin-Madison, University Of Maryland College Park, Tennessee State University.

Who are Christopher Taylor, Ph.D.'s colleagues?

Christopher Taylor, Ph.D.'s colleagues are Thomas Curley, Caroline George, Eileen Dejoras, Beverly Blair, Lauren Workman, Sahana Venkatesh, Elizabeth Rutkowsky.

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