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I am an expert risk modeler and data scientist with over 20 years’ experience in academia and industry.  Originally from Australia, I spent the majority of my career working in the U.S. and Canada before moving to the UK in 2017.  I am a dual Australian/U.S. citizen.  I joined Grant Thornton in 2021 after spending nearly two decades as a senior quantitative modeler at Moody’s Analytics.

During my time in industry, I have been fortunate to lead a number of high calibre teams engaged in model building and validation for a wide variety of clients in the banking and insurance industries. 

My modelling experience is exceptionally broad. The prime focus has been in retail credit risk - predominantly mortgages, auto loans and credit cards – designing, building and validating tools for use in a variety of business-critical and regulatory settings.  I have developed pricing and credit scoring models as well as models used for lead generation and marketing.  On the regulatory side I have developed complete suites of models designed to meet CCAR and EBA stress testing requirements, IRB capital assessments and IFRS 9/IFRS 17/CECL loss reserve calculations.

Beyond retail credit, I helped develop a key component of Moody’s Analytics’ corporate credit stress testing product suite and I designed new approaches and products for modelling deposits, loan volumes and pre-provision net revenue (PPNR).  I have developed market risk models and structural macroeconomic models used for scenario development and simulation.  I have trained regulators in the use and validation of models used widely in the banking sector.

In more recent times, I have developed a number of new professional passions. 

The first and most important is ESG/climate modelling which I view as the greatest quantitative challenge the industry has faced for many decades.  Empirical approaches are embryonic in nature and it is innervating to think that my team and I could be contributing to finding a solution to such an existential problem.  In this field, I recently conducted a blue-sky research project looking at the effect of Hurricane Katrina on the performance of banks along the Gulf Coast of the U.S.

The second is the use of artificial intelligence and machine learning methods in banking and finance.  Interest in this area has exploded over the past decade, driven by advances in cloud computing and the collection of new data sets related to the introduction of the smartphone.  I’m somewhat skeptical of the advantages of AI/ML tools in our industry – privacy, transparency and fairness are all critical issues - but the topic is fascinating and certainly worthy of deep contemplation.

Finally, I am a prolific writer on topics of interest to risk managers and quantitative modellers.  For the past four years, I have written the monthly Risk Weighted column for the Global Association of Risk Professionals (GARP).  Over the past two decades, I have contributed op-eds to publications like American Banker, Fortune, Nikkei and a number of more specialized industry outlets.  You’re invited to check out my recent work at Risk Weighted.

Outside work, I love travelling with my family or, at a pinch, by myself and I enjoy driving my rapidly ageing sports car rapidly.  I am a cricket tragic – I played club cricket in my youth and then became an umpire, ending my career a couple of rungs below first-class level in Australia (before moving to the U.S.). 

As a cricket fan, however, I’d like to point out that I am very much of test match calibre!

  • Ph.D. in Econometrics and Business Statistics
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