Analytics Day

Head of Model Risk
SVP, Regions Bank

 David joined Regions in July 2022 as Head of Model Risk, with oversight of model risk and validation for the bank-wide inventory of models – both vended and in-house developed.

Immediately prior to taking the role at Regions, he held a limited term assistant professorship in the School of Data Science and Analytics at Kennesaw State University, teaching Elementary Stats and Intro to Data Science during the spring semester of 2022.

From 2005 to 2021 David worked at SunTrust/Truist where he held various roles in Risk and Consumer Lending.  

He joined the Risk Technology group in 2005 where he managed the implementation of the credit risk models for the Wholesale and Consumer segments, led the development of the counterparty credit risk management system (exposure and limit management) for capital markets, and led the development of a consolidated Value-At-Risk system to support the daily management of trading market risk.  

In 2011 he joined the Market Risk group, with a concentration on reconciling capital markets assets to the GL and preparing the team for compliance with the updated market risk rule, which took effect in January of 2013.  

In May of 2014, he assumed responsibility for Wholesale Forecast and Transactional Modeling, including the CCAR loss forecasting models and guided the team through the CCAR 2015 stress tests. 

In September of 2015 David assumed the responsibility as the Head of Model Risk Management for SunTrust, reporting to the CRO.Prior to his time at SunTrust/Truist he held software development roles at ING (now Voya) and New Energy Associates (now Siemens).

David holds a B.A. in Mathematics from Bethel University in St. Paul MN, as well as M.S. and Ph.D. degrees in Mathematics from Emory University in Atlanta.