Eric D. Sauret
Model Risk Manager at Rabobank
- Role
- SVP - Model Risk Manager at Rabobank
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Eric D. Sauret
Model Risk Governance Model Risk Management Basel II and Credit and Financial Risk Model Validations Quantitative Risk Analytics ICAAP/ CCAR, Macroeconomic Scenarios/ Stress Testing, Economic Capital DFAST SAS (Enterprise Guide and Miner)/ SQL Econometrics Benchmarking
Experience
SVP - Model Risk Manager
Apr 2018 — Present · New York, NY, US
Coordinate Rabobank North America Model Governance Committee • Work with various Business Lines, Departments and Functional Units (e.g. Credit risk, Compliance, Operational Risk, Market Risk/ Pricing, DFAST)
Education
Saint Cloud State University
Master of Science (MS), Applied Economics
2009
Skills
- Sas Programming
- Economics
- Economic Modeling
- Statistics
- Economic Development
- Sas E-Miner
- Econometrics
- Sql
- Quantitative Analytics
- Modeling
- Credit Risk
- Risk Management
- Risk Assessment
- Stress Testing
- Economic Capital
- Financial Risk
- Basel Ii
- Portfolio Management
- Credit
- Sas
- Analysis
- Business Analysis
- Analytical Skills
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