Practice session with Jon Hill

I am currently an adjunct professor of model risk management at NYU's Tandon School of Financial Risk Engineering where I teach a graduate level sequence in model risk governance and validation. I have also served part time as head of the New York Chapter of the Model Risk Managers International Association.

Previously,I was a Managing Director at Credit Suisse and Global Head of Model Risk Governance Standards, based in New York City. In this role my team and I held responsibility for building out the firms's global model governance framework, model risk management policies and procedures and model risk reporting and model inventory management. My teamalso performed full validations of Credit Suisse's medium risk models as well as annual risk and control assessments of all medium and low risk models.

A frequent speaker at professional seminar series on Model Risk Management and Validation sponsored by Marcus Evans or the Center for Financial Professionals (CFP). I often lead a two-day targeted masterclass on Model Risk Management, Governance and Validation sponsored by CFP in both New York City and London, as well as a one-day pre or post risk conference version.

My most recent publication, "Shouldn't A Model 'Know' Its Own ID?", appears in the Fall, 2018 edition of the Journal of Structured Finance, pp. 89-98.

Specialties: • Risk Analytics: VaR, stressed VaR, IRC, CRM, Sress-VaR, RNIVs, AMA operational risk, economic capital, stress and scenario testing, Monte Carlo simulation.
• Model Validation: documentation standards, validation experience across multiple asset classes including equities, FX, FI, and credit as well as market and operational risk models. Experienced in model validation team building.
• Programming: C/C++, VBA, Excel, SAS, S+, Mathematica, PV-WAVE. UNIX and MS Windows development environments.
• Passed FINRA Series 7 and Series 63 certification exams.