Ray Westcott
Vice President, Enterprise Risk Model Development @TD
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WORK HISTORY
Vice President, Enterprise Risk Model Development @TD
CA
Lead a global team of model development professionals responsible for enterprise Capital modeling at a major Bank.Accountable for development, enhancement and governance of risk and capital models, with deliverables in support of CCAR/DFAST, CECL, IFRS9, Capital model approvals, Basel FRTB, among others.Implement significant organizational change, including stakeholder engagagement, team building, planning, resource management and delivery.Deliver and operationalize stress testing modeling, including CCAR, EWST, MST and Climate initiatives.Committed to innovative and efficient techniques, including recent AI/ML implementations. Broad experience across models space: Climate, AIRB, IFRS9, CCAR, CECL, VaR, FRTB, PFE, Scorecarding, Machine Learning, Treasury, Asset Liability Management, Liquidity, Derivatives, XVA, CVA, IMM, SACCR, implementation, Validation, Governance, Policy and Audit.
EDUCATION
University of Toronto
MSc, Mathematics
McMaster University
PhD Candidate, Mathematics
University of Toronto
BSc, Mathematics, English Literature
Toronto Metropolitan University
Doctor of Philosophy - PhD, Financial Mathematics
SKILLS
ABOUT RAY WESTCOTT
Vice President, Enterprise Risk Model Development at TD
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