John Guo

About John Guo

John Guo, Ph.D, is a Senior Executive with deep and diverse experience in risk management including building and leading teams to manage credit risk. He has extensive experience in Modeling Analytics, Consumer and Commercial Stress Testing/CCAR, CECL, DRM, Loss Forecasting, Credit Policy, Portfolio Risk Management, and Data Management. He is currently the Head of Enterprise Risk Modeling & Analytics at Fifth Third Bank. He previously held senior risk management positions at JPM Chase, HSBC as Director, Senior Vice President and Managed Business Risk function as Chief Credit Officer. He is the author of many quantitative research articles published in Decision Sciences Journal, Transport Research, Journal of the Operational Research Society, Journal of Business Logistics, Journal of Engineering Mathematics, Journal of Systems Science and Mathematical Science, and Numerical Mathematic. He is also an invited speaker at various conferences on Predictive Analytics, Credit Risk, and Stress Testing.

Experience

1. Senior Vice President, Director of Commercial and Consumer Credit Risk Modeling & Analytics

   Fifth Third Bank

   May 2016 — Present

   Oversee and lead Enterprise Credit Risk Modeling and Analytics for its $150 billion Consumer and Commercial Portfolio, which includes but is not limited to, Data Infrastructure, Risk Strategy, Commercial (including C&I, CRE, Lease, Construction), and Consumer (including Auto, Bankcard, Mortgage, Home Equity, Unsecured Lending, Small Business) origination scorecards, portfolio management models, Model validation and monitoring, CCAR, CECL, and collection models. Lead Semi-Annual CCAR and Quartly CECL planning and execution with excellent results. Responsible for Data, Strategy, Risk-Based Pricing, RAROC, Underwriting Quality, Portfolio Optimization, Collection, New Product Development, and Policy Changes. Provide leadership and vision relative to portfolio mix and asset quality. Work with business partners to identify opportunities to bring new customers into the bank and deepen relationships and profitability of current customers. Develop underlying risk metrics, concentration limits, and key risk indicators at the BU level. Supervise and analyze loss forecasting and measures. Ensure compliance with underwriting, legal and regulatory standards. Ensure a sound, effective, and consistent methodological framework for all credit risk-related modeling and analytics across each business. Ensure IT and data-related initiatives support risk identification, measurement, aggregation, and reporting objectives. Maintain a positive relationship with the FED. The team consistently receives top employee engagement scores.

Education

• Penn State University

  Master of Arts (M.A.), Mathematics

  1990 — 1993

• Penn State University

  Ph.D., Business Administration with minor in Statistics

  1993 — 1996

• Penn State University

  Master of Science (M.S.), Industrial Engineering

  1993 — 1995