CEO, Deep Future Analytics ULC

Dr. Joseph L. Breeden

Dr. Breeden has been designing risk management solutions for loan portfolios since 1996. He founded Deep Future Analytics in 2011, which focus on portfolio and loan-level forecasting solutions for pricing, account management, CCAR, and CECL/IFRS9. He is an Associate Editor for the Journal of Credit Risk, the Journal of Risk Model Validation, and the Journal of Risk and Financial Management, and President of the Model Risk Managers' International Association [mrmia.org]. Dr. Breeden holds a Ph.D. in physics, for which he studied chaos theory and machine learning, and has published over 90 academic articles.

Board Member

Dr. Peter Quell

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of internal Risk Models, Economic Capital and Model Risk. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation.

Board Member

Alan Forrest

Experienced Credit Risk and Marketing modeler, modelling team leader, and creative developer of advanced statistical methodologies in Banking Book Financial Services. Areas of expertise include Credit Risk Basel modelling and validation, advanced statistical modelling in SAS, Model Risk quantification and management, and data management and migration. Currently working in information flow in the modelling process, especially the quantification of model risk by solution of data-shift problems, score correlation estimation and bias, and econometric and cyclic risk models.

Board Member

Thomas Dahlin

A seasoned risk management professional with in-depth experience managing credit, operational, litigation, model, and compliance risk quantification. Successfully led diverse and results-oriented teams that developed and conducted analytics, processes, practices, and policies that are best in class.

Board Member

Raymond Anderson

Raymond Anderson has worked in the field of credit risk analytics for 25 years and has written two reference books published by Oxford University Press, The Credit Scoring Toolkit [2007] and Credit Intelligence and Modelling. He is a Canadian long-term resident of South Africa with a BComm (University of Calgary 1980) and MBA (Wits Business School). He worked with the Standard Bank of South Africa for 34 years before becoming a short-term consultant for the International Finance Corporation and others for 'missions' in various countries. He is a keen writer and editor with a broad range of interests.

Board Member

Shannon Kelly

Shannon Kelly is an experienced industry leader in risk management and former senior regulator. She served as a risk management executive at large international and regional banks for 20 years building risk functions across the areas of model development, model risk, enterprise risk and audit. She then served as a senior officer at the Federal Reserve where she implemented a national program for supervisory stress testing. She has served on committees and advisory boards with the Risk Management Association, American Bankers Association, Bank Policy Institute, and the Weatherhead School of Management, Case Western University. Shannon holds a Master of Science in mathematics and statistics from Cornell University and a Bachelor of Science in mathematics from the University of Washington in Seattle.