Senior Quantitative Analyst
Greg Brozak is a quantitative finance professional with more than 25 years of experience in developing and validating financial and risk management models across a wide range of product types and risk factors. He has broad experience in model risk management and model governance. He has led model development and model risk teams at large financial organizations. Brozak’s areas of model expertise include mortgage and credit models, interest rate/ALM modeling, stress testing, operational, and climate risk models. Brozak also has extensive experience setting up and overseeing model governance frameworks.
CECL / IFRS 9, Credit and Prepayment Risk, Market Risk, Operational Risk, Stress Testing, Model Risk Governance, Climate Risk
Ph.D. in physics from Northeastern University
M.A. in physics from the University of Buffalo
B.A. in physics and mathematics from Queen’s College CUNY