Matt Kelkenberg
Director, Credit Analytics & Financial Modeling @Live Oak Bank
Signup · Get unlimited contacts
WORK HISTORY
Director, Credit Analytics & Financial Modeling @Live Oak Bank
Led development and implementation of a loan-level CECL model framework (PD × LGD × EAD), enhancing risk sensitivity, governance, and alignment with regulatory expectations while transitioning from a legacy vendor-based approach• Designed and operationalized end-to-end forecasting and reporting processes (Databricks + Python), improving automation, reducing manual controls, and delivering actionable insights to senior leadership and the Audit Committee
EDUCATION
Buffalo State University
Bachelor of Science, Mathematics
North Carolina State University
Master of Science, Analytics
ABOUT MATT KELKENBERG
Director of Credit and Financial Modeling with multiple years of experience in statistical programming and modeling using SAS and Python within financial and retail industries. Lead the development of various modeling projects such as the Construction Loss Forecasting Framework for CCAR and CECL, Retail Customer Lifetime (CLV), and individual PD, LGD, and Balance Dynamics models for other Commercial portfolios. Other model development includes discrete time survival models, fractional logic models, Commercial and Business Banking behavioral scorecards with logistic regression, k-means clustering, and creating implementation codes to execute suites of models to produce forecasts. Strong credit risk and finance professional with a Master of Science focused in Analytics from North Carolina State University.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.