Gender

Male

Location

New York, NY

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Extensive experience in financial risk modeling and management within commercial banking, rating agency, insurance, and investment management contexts. Hands-on group leader of quantitative teams spanning London & New York. Originator, designer and manager of CreditMetrics® – now the most widely deployed institutional credit risk portfolio tool worldwide. Designer and coauthor of LossCalc™ – the first statistical predictive model of Loss Given Default. Designer of Equity & CDS market-implied PD/ratings.

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