20+ years of progressive consulting and industry leadership experience in model risk management, loan loss allowance methodology, statistical and financial modeling, model validation, pricing, bank product development, bank capital management, stress testing, and marketing analysis. First hand leadership experience in advising major financial services firms on various risk issues during great recession credit crisis. Well recognized leader in risk modeling area and ability in solving business issues through rigorous analytical framework. Extensive experience in team management, project life cycle planning and control, and talent management. Established speaker at industry conferences on risk modeling. Recent engagements include 2024 Federal Reserve Model Risk Forum (panelist), Marcus Evans GFMI Model Risk Conference (2023, 2012, 2013)), 2nd Stress Testing Conference(2014), Capital Allocation and Stress Testing Conference (2015), Advance Model Validation Conference (2015), ERM Conference (2013), RiskMinds USA (2012), etc. Industry training instructor for various topics covering stress testing and economic capital modeling. Adjunct faculty in finance and economics at Northeastern University, Lesley University and New England College of Business and Finance (1996-2008).Specialties: Model development and validation across most types models used in bank's credit, market, operational and liquidity risk areas. Analytic strategy in driving business performance, RAROC modeling, CECL and Basel model development and validation, Machine Learning model validation, FAS5/FAS114 and SOP03-3 methodology, economic capital solutions, CCAR capital and credit stress testing, credit risk lifecycle management, risk based pricing applications. Proficient in using quantitative analytic tools such as SAS, Excel VBA, SQL, etc.