CECL Interim Updates - May 2024

Brian brings almost two decades of experience to DCG that includes asset liability management, financial valuation, and quantitative risk management consulting. His combination of regulatory and private sector experience provides DCG clients valuable insights to improve strategic decisions.

As a Quantitative Consultant, Brian contributes quantitative expertise as a member of DCG’s Dodd-Frank Act Stress Testing (DFAST) validation team.

Before arriving at DCG, Brian worked in a number of risk management, banking and finance-related roles including manager of model risk for a regional bank and policy economist for the Federal Reserve Bank of Kansas City where he monitored the financial condition of the bank’s portfolio of more than 800 member banks and holding companies.

Brian has a B.A. in economics from Washington University in St. Louis and an M.S. in business with a concentration in finance from the University of Kansas. He lives in Kansas City, Missouri with his wife and two children.

As a consultant with DCG’s Quantitative Risk Analysis and Strategy team, Chase brings over a decade of programming and modeling expertise. Chase provides a unique perspective of the entire analytics lifecycle, having served in a variety of roles from model developer to senior leader of enterprise-wide, cross functional analytics implementations.

As a practitioner at large and mid-sized financial institutions, Chase has experience in a wide array of modeling approaches, applications, and techniques, including: asset-liability models, pricing and profitability, capital models, credit risk and allowance models, operational risk models, deposit studies, prepayment models, branch site analytics, associate goals and incentives, customer attrition models, householding algorithms, and next-most-likely product association.

Chase is a graduate of the University of Mississippi and holds Master’s degrees in International Commerce Policy and Applied Statistics from George Mason University and the University of Alabama, respectively. A teacher at heart, Chase frequents as an adjunct instructor of mathematics and statistics.

As a Quantitative Risk Consultant at Darling Consulting Group, Sam has validated a variety of risk models for large financial institutions—including risk rating, stress testing, allowance and deposit models—from both a statistical and business perspective. Sam has also combined his background in econometrics with his experience in credit risk to help DCG enhance its community bank credit stress testing methodology.

Before arriving at DCG, Sam served as a Senior Consultant in SunGard’s Risk & Performance group, where he developed models in multiple areas of financial risk, with a focus on credit and interest rate risk. Sam designed SunGard’s Dodd-Frank Act stress testing model selection algorithm and has also created custom PD and LGD models, including a suite of models currently implemented at a top 15 U.S. bank (by asset size).

Sam graduated cum laude with a bachelor’s degree in economics with mathematical applications from Princeton University. While at Princeton, he was the recipient of the John Glover Wilson Memorial Award for his thesis studying the economics of bargaining.