Steve is Head of MRM at Webster Financial Group. His primary responsibility is to execute model validations and model annual review for all models in the banks model inventory including credit (PD/LGD, CECL), treasury (ALM/Liquidity/FTP), BSA/AML and stress testing. Steve manages the 3rd party relationships for any validation performed by external consultant and ensures the deliverable meet regulatory expectations as well as banks own requirements. He is also responsible to maintain company’s MRM policy and procedures, provide update in the operational risk committee, and address regulatory/audit questions related to model risk as required.

Steve previously was SVP at TD Bank N.A. where he was responsible for model risk of all estimation approaches used in the CCAR process covering ~350 Billion of portfolios across different risk domains. He also led the remediation and closure of three model related MRAs. Prior to TD Bank, he was Director of Stress Testing Modelling with GE Capital where he managed the development of stress testing PD/LGD and PPNR models. Prior to GE Capital, his role was VP - Treasury Risk at Barclay’s Capital where he was the model owner for Market Risk, ALM and liquidity models. Steve also has ~10 years of consumer bank experiences prior to Barclays working in various institutions including GE capital Retail Finance and Citibank where he used data analytics to drive risk insights and build statistical scorecards.

Steve earned a M.S in Finance and Accounting from Bentley University, a B.S in Finance from Renmin University. He is a CFA charter holder.