Chad has over 15 years of experience in the financial services industry. He provided risk consulting services to a wide range of banking clients while working for Deloitte & Touche and KPMG. His experience focuses on credit analytics, model validation, model development, predictive modeling process development, and credit management across the customer lifecycle. Chad has provided predictive credit modeling development, validation, and consulting services for some of the nation’s largest financial services institutions. Chad’s experience spans consumer and commercial credit including loss forecasting, default management, loss allowance modeling and process improvement, scorecard development, economic capital model development/validation, and modeling for Basel II. He recently headed the model development team that supported the Funds Management group for market pricing for all asset, liabilities and derivatives, MSR and CMSR hedging, credit loss modeling, CCAR, balance sheet forecasting, noninterest income and expense forecasting, and capital allocation for BB&T. Chad holds undergraduate degrees in political science and philosophy as well as graduate degrees in business administration and applied statistics.
Bill’s career spans over 25 years in the financial services industry. Most recently he was a Senior Vice President at BB&T in charge of re-implementing QRM for ALM and FTP. Prior to that he was the Capital Management Production Manager where he led the production of the CCAR stress tests for the bank. Preceding that, he was a consultant working on model validations in the area of ALM, prepayments, deposit studies, liquidity, and anti-money laundering. Bill also headed up ALM for Hancock Holding Company, The South Financial Group, and Capital One as well as working in the ALM departments of First Union and Wachovia Corp. At Capital One Bill re-implemented BancWare ALM to incorporate balance sheet scenarios as well as interest rate scenarios. He also implemented Empyrean at Hancock Financial and as a consultant completed the third party validation of the Empyrean model.
Prior to banking, he was an assistant professor of finance at Mercer University where he taught Investments, Corporate Finance and Banking at both the undergraduate and graduate levels. Mr. Hood holds an M.B.A. from Appalachian State University and is ABD in Finance from the University of Georgia.
Add is a seasoned financial risk manager with over 9 years of experience in financial services industry in the USA. His expertise is in both model development and model implementation of stress testing and loss allowance models. Prior to joining Mnementh Analytics, he was a vice president at HSBC USA leading an IFRS9 model development and local implementation effort of the commercial portfolio. Preceding that, he was a model developer at BB&T in the stress testing program working on consumer credit risk, commercial credit risk, operational risk, and pre-provision net revenue models. Prior to banking, he worked in market risk analytics at SS&C GlobeOp, a Long-Term Capital Management legacy, supporting large hedge funds clients. Add holds two master degrees in operations research and statistics from Georgia Institute of Technology and an undergraduate degree in economics from Thammasat University in Thailand.