Jason Tuo

Jason Tuo

Head of AI Governance at Barclays

Role
Director, Model Risk Management at Barclays
Location
New York, NY, US
LinkedIn followers
500 followers

About Jason Tuo

Jason brings together his repertoire of Artificial Intelligence and risk management expertise to add strategic value to the clients throughout the Americas and Asia Pacific. He has over 20 years of experience in the financial services industry, covering risk modelling, risk analytics, strategy, capital management, Basel compliance, stress testing, and risk appetite. He focuses primarily on the development and validation of models and also specializes in strategy for financial services. Jason has led teams in numerous Basel and IFRS-9 regulatory transformation projects, both at industry and for his consulting clients. Through his work, he has also built strategic relationship with regulators to ensure that his clients meet regulatory expectations. He is leading the development of the Trusted AI framework and AI/ML validation standards which is a key the market differentiator.

Experience

  1. Director, Model Risk Management

    Barclays

    Oct 2023 — Present · New York, NY, US

Education

  • Illinois Institute of Technology

    Master, Quantitative Finance

    2008 — 2009

  • Concordia University

    Master, Economics

    2003 — 2005

Skills

  • Matlab
  • Lgd
  • Monte Carlo Simulation
  • Market Risk
  • Sql
  • Quantitative Finance
  • Quantitative Analysis
  • Residential Mortgages
  • Financial Engineering
  • Enterprise Risk Management
  • Risk Analysis
  • Stress Testing
  • Valuation
  • Economic Capital
  • Credit Risk
  • Risk
  • Var
  • Financial Risk
  • Sas
  • Access
  • Financial Modeling
  • Quantitative Analytics
  • Banking
  • Basel Ii
  • Risk Management

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