The Innovative Leadership Series presents:
Principal, PwC | Model Risk Management
Bring a brown bag lunch and join the Clemson University MBA Program at Greenville ONE to meet Jason Dulnev, Principal, PwC.
Jason is a Principal in PwC’s Model Risk Management practice. He has 20years of model development and model validation experience and 12 years of model risk management / governance experience.
In the last 12 years, Jason has assisted a number of banksand other financial institutions with the review, enhancement, and development of model risk management programs, including gap assessments against regulatory guidance and industry leading practices, drafting of policies, procedures, standards and templates supporting all aspects of model risk management programs across all lines of defense. He has significant experience helping financial institutions operationalize their MRM frameworks and improving their effectiveness and efficiency.
Jason has performed development and validation reviews of econometric and other types of analytical models used by financial services institutions to forecast loan defaults, losses, and prepayments, and to value their assets and obligations. In the last 5 years, Mr. Dulnev has been involved in a number of development and validation testing projects for CCAR/DFAST stress loss forecasting models as well as in the development of CCAR/DFAST controls frameworks. These projects covered well over 500 PPNR and over 100 retail and wholesale credit loss models, as well a vendor-provided and internally developed macroeconomic variables forecasts.
Over the last year, Jason has been involved in the development and review/validation of models under the new loss allowance guidance – CECL and IFRS 9 – at several institutions.
Jason has aM.A. and ABD in Economics from Johns Hopkins University, and M.S. in Mathematics fromKyiv University, Ukraine.
This event is FREE and open to the public.
Friday, September 7 at 12:00pm to 1:30pm
Greenville ONE, 5th Floor Auditorium 1 North Main Street, Greenville, SC 29601