Gender
Male
Gender
Male
Location
Jacksonville, FL
Tell us more about who you are, what you do and where you want to be. What are your main business challenges? (Tip: provide your current Job Title, Industry, company or/and paste your Linkedin profile here). Use as many relevant keywords as possible. Tell us what you can offer the community. What sorts of discussions, events, and activities you can participate in.
J.D. Opdyke is Head of Operational Risk Modeling at GE Capital where he is leading all operational risk modeling and quantification (capital estimation and stress testing). He also leads model development for Economic Capital estimation, aggregation, and allocation across risk types (credit, market, operational, industrial, and insurance) across GEC. In 2016, the joint development team received GE's prestigious Saul Dushman Award for "product or service that has created a significant impact on a GEbusiness." J.D. previously has worked with some of the largest AMA banks globally during his 25 years as a quant, and his peer reviewed publications have earned multiple awards (including being voted Operational Risk Paper of the Year in 2012 and 2015); they span number theory/combinatorics, statistical/econometric modeling of VaR-based capital estimation, statistical finance, applied statistics, computational statistics, and applied econometrics. J.D. has been invited to present his work at numerous risk conferences, where panel discussants on his research have included senior regulators. Finally, his expertise using SAS is unparalleled: J.D. has numerous peer reviewed statistical publications that develop and implement Base SAS algorithms that are orders of magnitude faster than SAS’s built-in procedures (SAS Procs); for example, decreasing runtimes from 22 hours to 81 seconds for very widely used statistical procedures. J.D. has earned undergraduate and graduate degrees from Yale and Harvard Universities, respectively, and has completed post-graduate work in robust statistics in the graduate mathematics department at MIT.
I am interested in
Speaking engagements, Consulting offers, Job inquiries, Business deals, Career opportunities, Expertise requests
You need to be a member of Global Risk Community to add comments!
Comments are closed.
Comments