Joseph Breeden

About Joseph Breeden

My analytics career for major banks began in 1995 when I was hired into a think tank created by Citibank to create stress test models for their retail portfolios. Since then I have focused on research, software development, consulting, and training courses around forecasting and stress testing. I have had a significant roll in Basel II, SCAP, CCAR, DFAST stress testing for top 20 banks, regional banks, and credit unions in the US, top 5 UK, top 5 Australia, and leading banks in Asia and Canada. I have also been helping lenders prepare for the coming CECL regulations for computing the Allowance for Loan and Lease Losses We have published two books and several articles on best practices in CECL modeling. • 20+ years experience in retail lending analytics, with emphasis on forecasting and stress testing• Built, validated, or documented models for many CCAR and DFAST banks, including building leading-edge loan-level stress test models.• The technology, algorithms, and software I developed while running Strategic Analytics have been used by many top CCAR and DFAST banks for their primary or benchmark model submissions. • Extensive research into CECL modeling strengths, weaknesses, and best practices.I am also cofounder of the CUSO Deep Future Analytics LLC where I serve as Chief Scientist and COO. As a partner to Prescient models, DFA provides analytical solutions to credit unions and community banks including maintaining a shared data pool with which to create world class models.Deep Future Analytics (DFA) is also a valued partner of ProfitStars, whose CECL Solutions are powered by DFA’s expertise. For more information, visit

Experience

1. Member Board of Directors

   Upgrade, Inc.

   Jul 2017 — Present

Education

• Indiana University Bloomington

  BS, Mathematics

• Indiana University Bloomington

  BS, Physics

• University of Illinois Urbana-Champaign

  PhD, Physics

  1987 — 1991

Skills

• Program Management
• Software
• Credit Scoring
• Sas
• Algorithms
• Interstellar Astronautics
• Credit Risk
• R
• Stress Testing
• Predictive Modeling
• Portfolio Management
• Predictive Analytics
• Loans
• Banking
• Risk Management
• Basel Ii
• Data Analysis
• Writing
• Photography
• Credit
• Quantitative Analytics
• Nonlinear Modeling
• Analytics
• Retail Banking
• Credit Cards
• Financial Risk
• Economic Capital
• Strategy
• Operational Risk Management
• Leadership
• Forecasting
• Financial Services
• Crm
• Statistical Modeling
• Quantitative Finance