Rafic Fahs

Chief Model Risk Officer @Fifth Third Bank

Stamford, CT, US
EMAILS
r••••••••@53.com
MOBILE NUMBERS
+16•••••••58

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WORK HISTORY

Apr 2021 — Present

Chief Model Risk Officer @Fifth Third Bank

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Head of Model Risk Management

EDUCATION

1987 — 1990

American University of Beirut

Bachelor's degree, Mathematics

1987 — 1990

American University of Beirut

Teaching Diplona, Mathematics

1997 — 2001

Washington State University

Doctor of Philosophy (PhD), Econometrics and Quantitative Economics

1994 — 1996

Washington State University

Master's degree, Statistics

1992 — 1995

Washington State University

Master's degree, Mathematics

SKILLS

PolicyBayesian EstimationEconomicsSemiparametric EstimationRisk ManagementStress TestingPredictive ModelingPricingCredit AnalysisSasMultinomial Choice ModelsPredictive AnalyticsCredit ScoringCredit CardsFinancial RiskCollectionsBootstrap SimulationDebt SettlementCreditFinancial ModelingQuantitative AnalyticsSystem of Censored Demand EquationMortgage LendingStatistical ModelingTime Series AnalysisPortfolio ManagementBasel IiStatisticsDebt RecoveryEconomic CapitalEntropyEconometricsQuasi Maximum LikelihoodCredit RiskAnalyticsBackendMonte Carlo SimulationSas ProgrammingMathematical ModelingMarket Risk

ABOUT RAFIC FAHS

Seasoned credit risk executive with global experience optimizing risk/reward trade-offs across economic cycles. In-depth knowledge of all aspects of consumer credit risk management. Hands-on and practical expertise in developing and validating credit risk models under Basel II, and CCAR regulations/ Economic Capital models.

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