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Model Validation Team

Decorative Caret Icon Model Validation
Team
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Our People

RMA Model Validation brings a wide range of knowledge of the financial services industry and first-hand expertise to your model validation. Led by senior partners, the growing team is now operating across the U.S., Argentina, and India. Speak with us to learn more about our collaborative model validation philosophy now.

 

 


Management Team

Nancy Foster 

President & CEO
The Risk Management Association

 

Edward J. DeMarco, Jr., Esq. 

Chief Administrative Officer and General Counsel
The Risk Management Association

 

Brian Long 

Chief Financial Officer
The Risk Management Association

 

Will Kutteh 

Senior Manager of Risk Products
The Risk Management Association

 

 

 


Model Risk Experts

Kevin D. Oden, Ph.D. 

Managing Director, RMA Model Validation Consortium
Founding Partner, Kevin D. Oden & Associates
San Francisco, CA

Practice Areas: Asset Liability Management (ALM), Bank Secrecy Act (BSA) / Anti-Money Laundering (AML) and Fraud, CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Operational Risk

Greg Brozak, Ph.D.

Senior Quantitative Analyst 
Arlington, VA

Practice Areas: CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Operational Risk

Estella Chu 

Senior Quantitative Analyst 
San Francisco, CA

Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk

Jeison Gil

Jeison Gil 

Senior Quantitative Analyst 
Medellin, Colombia 

Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk

Pablo Macri, Ph.D.

Pablo Macri, Ph.D.

Senior Quantitative Analyst 
Buenos Aires, Argentina 

Practice Areas: Bank Secrecy Act (BSA) / Anti-Money Laundering (AML) and Fraud, Credit and Prepayment Risk, Market Risk, Operational Risk

Manuel Maurette, Ph.D.

Manuel Maurette, Ph.D.

Head of Operations, LATAM/Europe 
Buenos Aires, Argentina 

Practice Areas: Credit and Prepayment Risk, Market Risk

Len Mills, Ph.D.

Len Mills, Ph.D.

Senior Quantitative Analyst 
Brookeville, MD  

Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk

Gaston Romeo, Ph.D.

Gaston Romeo, Ph.D.

Senior Quantitative Analyst 
Buenos Aires, Argentina 

Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk