Jonathan Harris Email & Phone Number

Arlington, Virginia, United States

Washington D.C. Metro Area

Providing consulting on predictive analytics.Consulting areas:--development of forecasting models.--review of existing models and proposed approaches.--valuation of financial instruments.--machine learning and statistical analysis.--risk management, including sensitivities and stress testing.Recent projects include---Guiding the building of consumer.

Calverton, MD

Lead group building credit loss models for stress testing and loss allowance for commercial loan portfolio including CRE and C&I loans. Key team achievements include: Building PD and LGD model for commercial and industrial loans for IFRS-9 and CECL loss allowance Developed PD and LGD model for CCAR 2018 Delivered forecasts and wrote non-retail.

Washington Metropolitan Area

Led team to develop behavior and econometric models and ALM methodologies used to manage $300 B balance sheet. Applied models to evaluate investments and deposit business strategies.The team Transformed the firm approach to deposit modeling by creating rate, balance, and new volume models for consumer and commercial deposits and implemented models into.

Developed analytics used to select investments and hedge $500+ billion mortgage portfolio (ALM), price $2 T of credit guarantees, guide the issuance and call decisions on callable debt, and manage swaption positions.Led the development of corporate analytics infrastructure for market and credit risk modeling and ALM through setting strategy and managing.

Management of department developing financial valuation, risk management, and mortgage prepayment models. Managing mortgage credit risk and credit pricing. Leading the application of the models to calculating risk positions, trade decisions, and mortgage credit pricing. Managing the development of the analytics infrastructure which includes models for.

Management of department developing financial valuation, risk management, and mortgage prepayment models. Leading the application of the models to calculating risk positions, trade decisions, and mortgage credit pricing.

Manager of group responsible for all prepayment models, mortgage pricing, servicing valuation, and some credit default models.

Led the development of the firms risk management and valuation analytics system. Developed prepayment, credit, mortgage rate, and interest rate models. Analysis of mortgages, second liens, Danish mortgage bonds, and franchise loan structured products.

Taught and led research group in statistical mechanics and thermodynamics.

Teaching and research in statistical mechanics and thermodynamics. Obtained over $1.4 M in research grants.

Phd, Chemistry (Physical/Theoretical)

B.A., Chemistry And Math