I am a Risk Management professional with 20 years of experience in Financial/Quantitative Risk Management, focusing on Model Risk, Model Validation, EUC Risk, Insurance Risk, Market Risk, risk analytics and risk reporting. In my current role, my focus is to help a business bank identify and manage complex risks associated with the development, deployment, and maintenance of complex financial models and EUC tools used for risk management, valuation, and financial/regulatory reporting purposes. My primary responsibilities include, but are not limited to, monitoring/managing overall model and EUC life cycle, governing the Bank's Model and EUC Risk Management programs, and directing the independent validation and testing of models and EUCs developed by others to verify that they are performing as expected, in line with their design objectives and business use. Keywords/Specialties: Financial/Model Risk: OCC 2011-12; FIL 22-2017, SR 11-7; Model Validation; Model Risk Management; Model Governance Regulations; Model Life Cycle; Stress Test; DFAST; CCAR; Volcker; Time-series Modeling; ARIMA; Credit Loss Modeling; Financial Modeling; End User Computing (EUC); Market Risk Reporting; Single Name Risk; Value at Risk (VaR); Jump to Default (JTD); International Risk Management/Insurance; Global Premium Allocation Modeling; Budget Analysis; Real Estate M&A Insurance Due Diligence.