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
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Nancy FosterPresident & CEO
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Edward J. DeMarco, Jr., Esq.Chief Administrative Officer and General Counsel
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Brian LongChief Financial Officer
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Model Risk Experts
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Kevin D. Oden, Ph.D.Managing Director, RMA Model Validation Consortium 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 |
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Greg Brozak, Ph.D.Senior Quantitative Analyst Practice Areas: CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Operational Risk |
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Estella ChuSenior Quantitative Analyst Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk |
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Jeison GilSenior Quantitative Analyst Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk |
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Pablo Macri, Ph.D.Senior Quantitative Analyst Practice Areas: Bank Secrecy Act (BSA) / Anti-Money Laundering (AML) and Fraud, Credit and Prepayment Risk, Market Risk, Operational Risk |
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Manuel Maurette, Ph.D.Head of Operations, LATAM/Europe Practice Areas: Credit and Prepayment Risk, Market Risk |
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Len Mills, Ph.D.Senior Quantitative Analyst Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk |
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Gaston Romeo, Ph.D.Senior Quantitative Analyst Practice Areas: Asset Liability Management (ALM), CECL / IFRS 9, Credit and Prepayment Risk, Market Risk |