Builder and leader of teams of interdisciplinary experts transforming credit and market risk management and asset liability management (ALM) by developing and implementing cutting edge models.Regarded as an expert thought-leader in building quantitative analytics — from linear regression to complex machine learning — from problem statement through implementation and usage. Extensive reputation for developing pragmatic solutions to complex problems — applying rigor where it counts— sacrificing perfection that becomes an obstacle—and obtaining buy-in from oversight groups, regulators, and diverse lines of business.Experience in all phases of data analysis and model development from identifying business problems, acquiring and managing data, formulation, calibration, implementation, documentation, validation, backtesting, and usage by business units. Leadership and deep expertise in:--developing models using a variety of approaches including, linear and non linear regression, logistic regression, GARCH maximum likelihood estimation, and machine learning approaches such as neural networks, tree based methods, and generalized additive models.--valuation of mortgages, mortgage servicing rights, structured products (including REMICs and derivatives) and interest rate derivatives--credit risk pricing for mortgages and structured products--framework for ALM, market risk management and economic capital--quantitative analysis of trading and investment strategies--models for spreads, interest rate processes, defaults, severity, and prepayments--development of firm wide analytics system for ALM, market risk, credit risk management and valuation--analytical methodologies for derivatives, loan, and securities accounting including hedge accounting, impairment, and amortization--counter-party risk for derivatives and mortgage trade commitments--regulatory policy concerning capital and model risk including Basel and OCC guidanceSpecialties: risk management, machine learning, artificial intelligence,, economic capital, derivatives pricing, mortgage behavioral modeling, credit modeling, deposit modeling,asset liability management (ALM), financial engineering, interest rate modeling, MBS and structured products, time series modeling credit modeling,statistics, data analysis.