Andrew Jaske

Background

About Andrew Jaske

Andrew Jaske Email: ajaske@aol.com Extensive management experience in quantitative analysis and modeling, mostly in the financial services industry with a focus on credit risk analytics. Managed up to 20 professional staff. Ability to take complex problems - design, develop, and implement practical business solutions. Ph. D. in Business Economics – University of Illinois at Urbana-Champaign. Work Experience PNC Bank – Pittsburgh, PA – SVP, Model Risk Management December 2011 to March 2020 Manage ten person team reviewing retail scorecards, competing risk mortgage models, loan modification re-default, repurchase reserve, macroeconomic forecasting, and other models. Models use for CCAR as well as general business decision-making. • Assists in development of templates, model classification, and general model risk infrastructure to bring PNC in compliance with OCC 2011-12. • Manage and conduct model testing including development of benchmark models. Develop detailed model review reports, citing major issues and necessary remediation for problems with data, methodology, accuracy, documentation, and monitoring. • Key methodology and documentation improvements noted on multiple models. January 2010 to December 2011 - US Analytics, LLC - Provided consulting services to Wells Fargo Home Mortgage and Met Life Bank - Loan level portfolio default modeling - model estimation, process design, business guidance for modeling structure; Reverse Mortgage modeling; QC sampling design March 2007 to September 2009 – Senior Vice President, Risk and Economic Modeling, Washington Mutual, Seattle, WA Managed team of 20 analysts Specialties: Quantitative risk management, credit risk analytics, econometric modeling, portfolio modeling, loss forecasting, scorecard development, prepayment modeling.