Jerome W Lindsey

About Jerome W Lindsey

Jerome is a leader of Quants who is well versed in the trade life cycle, initial margin, regulatory capital, and model risk. Additionally, he loves to bring disparate groups of people together in support of a unified and common goal.One of Jerome\'s professionally related hobbies is applying Deep Learning to asset price forecasting using the TensorFlow Keras API. Some of the architectures explored are Temporal Convolution and Gated Recurrent Unit sparsely connected networks.Lastly, Jerome is fluent in the Digital Asset space.

Experience

1. Executive Director, Head of Market and Counterparty Risk Model Oversight

   Wells Fargo

   Sep 2016 — Present · Charlotte, NC, US

   A Leader of the challenge of all Sales & Trading models in support of a reasonable capital plan• Key interpreter of regulatory and corporate model risk guidance and policies• Derivative modeling subject matter expert with a focus on counterparty credit risk measurement and capital• Expert on margin methodologies for both cleared and un-cleared trades• Adept at identifying models as defined by SR 11-7 and assessing their business significance• Communicates model risk inherent in new and existing business ventures to senior management• Manages the relationship between lines of business, model risk, and internal and external stakeholders• Provides guidance and requirements for model performance monitoring and backtesting programs• Has performed model validation activities as needed• Approval authority and general oversight of more than 100 pricers and risk measurement models

Education

• UNC Charlotte Belk College of Business

  Master of Science (MS), Economics

• University of Washington

  Bachelor of Science (BS), Economics

• UNC Charlotte Belk College of Business

  Master of Science (MS), Mathematical Finance

Skills

• Equities
• Survival Analysis
• Finance
• Eviews
• Options
• Analytical Skills
• Derivatives
• Financial Analysis
• Java
• Equity Derivatives
• Economics
• Trading Systems
• Financial Risk
• Hybrid Derivatives
• Applied Mathematics
• Data Analysis
• Trading
• Stochastic Modeling
• Credit Derivatives
• Logistic Regression
• Risk Management
• Model Governance
• Cocoa
• Team Leadership
• R
• Model Monitoring
• Financial Modeling
• Stata
• Principal Component Analysis
• User Aceptance Testing
• C++
• Time Series Analysis
• Analysis
• Objective-C
• Fixed Income
• Matlab
• Copulas
• Market Risk
• Portfolio Management
• Interest Rate Derivatives