N B (NB_Mex)

Senior model risk and quantitative risk leader who ran risk oversight for the Federal Reserve's national stress testing program and led model validation at the Federal Reserve Bank of New York, Bank of America, and Wells Fargo. Deep expertise in SR 11-7 compliance, risk model development and validation, credit risk, stress testing, and economic and regulatory capital.

Oxford

Saïd-certified in AI governance and generative and agentic AI, applying proven model risk discipline to AI and machine learning risk.

Head of Risk, National Stress Testing Program - Federal Reserve Bank of New York - New York, NY

(2023-02 - 2026-02)

• Led the Quality Assurance and Model Risk Management functions for the national stress testing program, including prioritization, staffing, and succession for 2 managers and 8 staff.
• Sat on the risk oversight committee and the committee advising the Federal Reserve Board's Director of Supervision on model approval, ensuring QA and MRM considerations shaped every decision during each stress test cycle.
• Signed off on QA assessment reports and key MRM work products before delivery to oversight groups; set MRM standards for development, documentation, monitoring, and change control.
• Directed responses to the Government Accountability Office, Office of Inspector General, and other stakeholders; briefed Division Directors, Board members, and their advisors.
• Partnered with the System Model Validation lead to strengthen first- and second-line collaboration across 21 model suites.

Assistant Vice President, Model Validation Unit and CCAR Exams - Federal Reserve Bank of New York - New York, NY

(2015-12 - 2023-02)

• Member of the Model Validation Unit, with an ongoing independent validation program for supervisory stress test models used under Dodd-Frank and CCAR.
• Quantitative analyst in CCAR exams of large banks, focusing on credit risk and pre-provision net revenue.
• Developed MRM frameworks aligned with best practice; led cross-functional initiatives and mentored junior staff through complex, deadline-driven projects.
• Member of the Validation Advisory Council.

Risk Officer, Model Validation Team Lead - Federal Reserve Bank of New York - New York, NY

(2013-07 - 2015-12)

• Led validation of models supporting strategy analysis, asset-liability management, risk measurement, and financial reporting valuations.
• Member of Risk Evaluation Teams for CCAR wholesale credit and net interest income workstreams.

Senior Vice President, Model Validation - Bank of America - Charlotte, NC

(2009-08 - 2013-07)

• Managed a team of 4 validating economic capital models used for RAROC valuation and as inputs to regulatory capital.
• Ensured validations complied with SR 11-7; validated stress testing and scorecard models for the wholesale loan portfolio.

Vice President, Model Validation - Wells Fargo

• credit risk
• Basel II capital
• AMA operational risk
• allowance for loan losses
• OCC/FRB exam responses

Senior Manager, Portfolio Credit Risk Analytics - Toronto Dominion Financial Group

• BIS-II framework presented to OSFI

Senior Manager, Portfolio Management - Royal Bank Financial Group

• economic capital methodology and Basel II

Senior Financial Engineer - Algorithmics

• portfolio credit risk

Senior Vice President, Financial Planning - Banco Nacional de Mexico

M.A. - Economics - Harvard University

B.A. - Economics - Instituto Tecnológico Autónomo de México (ITAM)