Head of RiskSpan’s Governance and Controls Practice, focus on model risk management. Experienced engagement manager, mortgage industry analyst and model validator with extensive experience consulting GSEs and other large financial institutions. He has overseen several dozen model validation engagements, including financial and market risk models, including VaR; credit, default, and prepayment models; asset pricing and valuation models; asset/liability models; rating agency RMBS and CMBS models; and operational risk models. He has also managed the development business requirements for a range of technological solutions throughout the mortgage asset value chain. He is the author of numerous mortgage industry benchmarking and market research studies and has produced deliverables under a variety of risk-management consulting engagements for mortgage banks, the GSEs, and the U.S. Department of Housing and Urban Development. Prior to joining RiskSpan, Tim worked in similar roles at First American Financial Corporation, Fannie Mae, and KPMG Consulting. He holds a B.A. from Brigham Young University in Provo, Utah, and an M.B.A. from The George Washington University in Washington, D.C.