Adam Brownell

Background

About Adam Brownell

I’m a seasoned financial risk professional with over two decades of experience in credit and market risk, structured finance, and quantitative analytics. My work spans both the primary and secondary markets, with a focus on risk modeling, model validation, asset valuation, and regulatory compliance across large financial institutions. Throughout my career, I’ve helped design and oversee risk control frameworks, manage complex model portfolios, including AI/ML and traditional estimation models, and solve regulatory challenges through a combination of technical expertise and practical, cross-functional collaboration. At JPMorgan Chase, I’ve built and led risk control initiatives, contributed to CCAR submissions, automated regulatory reporting, and worked closely with enterprise risk, audit, and governance teams to drive continuous improvement and audit-ready execution. Prior to that, I advised major institutions including Wells Fargo, GMAC RFC, and FHLBs as a consultant, bringing clarity and structure to complex valuation, modeling, and risk analytics problems. Whether building out estimation controls, validating structured credit models, or leading initiatives to improve data quality and reduce operational risk, I bring a balance of deep quantitative skill and strategic execution. Core specialties include: • Risk Modeling & Model Validation (Credit, Market, AI/ML) • Structured Finance & Securitization • Regulatory Compliance (CCAR, Basel, SR11-7, FHFA, OCC) • Estimation Governance & Controls • Data Automation & Quality (VBA, SQL, Intex, LPRM) • Cross-Functional Leadership & Regulatory Response I’m passionate about solving difficult problems with practical, well-governed solutions, and making sure the process is as efficient as the result is reliable.