Matthew Colesanti
- Role
- Lead Model Validator - Model Risk Management at USAA
- Location
- Tampa, FL, US
- LinkedIn followers
- 500 followers
About Matthew Colesanti
An experienced statistician and applied economist. I have a passion for the science of…
Experience
Lead Model Validator - Model Risk Management
Aug 2021 — Present
Model Validation for the Enterprise Risk Analytics Team, conforming to Supervisory Letter SR 11-7. Conduct analysis and write validation reports on quantitative models used for purposes including but not limited to: credit risk, interest rate risk, asset liability management, loss forecasting, reserving and CECL), stress testing, underwriting, pricing, asset valuation, fraud detection, regulatory compliance, marketing, staffing capacity, and member satisfaction. Quantitative techniques validated include but are not limited to: dynamic time series, generalized linear models (GLM), classification and regression trees (CART), natural language processing (NLP), survival models, state transition/roll rate models, and black box third-party vendor models.Model Validation involves a detailed analysis of model conceptual soundness, model outcomes, computational correctness, predictive power, implementation, data quality, performance monitoring, and documentation to assess risk associated with use of the model.
Skills
- Powerpoint
- Teaching
- Css
- Regression Analysis
- Data Analysis
- Hyperion
- Experimental Design
- Leadership
- Financial Econometrics
- Sas
- Sas Programming
- Proposal Writing
- Quantitative Analytics
- Microsoft Office
- Sample Surveys
- Sql
- Time Series Analysis
- Statistics
- Economics
- Html
- Econometrics
- Management
- Microsoft Word
- Analysis
- Graphic Design
- Risk Management
- Customer Service
- Microsoft Excel
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