Paul is a head of wholesale model development in the U.S. Global Risk Analytics team. He has over 18 years of industry and consulting experience in financial risk management, credit portfolio management and credit risk modeling. Since joining HSBC in 2010, Paul has led wholesale model validation/monitoring and governance in the first line of defense until his current role as a head of wholesale model development. He is also responsible for the credit economic capital methodology. Prior to joining HSBC, Paul, as a consultant at Ernst & Young and Rutter Associates, led a number of key industry studies and assisted major financial institutions in various assignments in the area of credit risk. Paul also worked at Credit Suisse where he was responsible for measuring and managing economic capital and loan loss reserves for the bank’s corporate lending portfolio. He has spoken at various conference venues including GARP and Moody’s RFP annual conferences and RMA training series, and has written articles for Risk and RMA journal. Paul earned his degrees in Finance and Statistics from Rutgers University.