Ryan Charest

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+1 202 370 0427 direct
Washington, DC

Previous Experience

  • Vice President, Risk Modeling Manager, JPMorgan Chase
  • Senior Manager, Operational Risk Quantification, American Express
  • Statistics Research Manager, The Walt Disney Co.
  • Statistics Instructor, James Madison University

Thought Leadership

  • Presenter, “The Miles Per Gallon Regression Debacle,” James Madison University Mathematics and Statistics Colloquia, 2007
  • Presenter, “Curve Segmentation: From Points to Curves,” Disney Analytics and Optimization Summit, 2010
  • Presenter, “Basel II Operational Risk Quantification by the AMA Approach: Theory and Application,” JPMorgan Chase Consumer and Business Banking Modeling Forum, 2014

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Ryan Charest

Director and Lead Expert for Stress Test Modeling

Ryan works with financial institutions to develop statistical models that help manage regulatory and reputational risk and aid in stress testing and capital calculations. He has extensive experience managing data on operational and anti-money-laundering risk, and of using scoring models, time series, extreme-value theory, clustering and segmentation, and ad hoc analytics.

Experience

Before joining Promontory, Ryan worked as a risk-modeling manager and AML specialist at JPMorgan Chase, where he led the team developing customer risk-rating models for consumer and business banking. In this role, he led model development, implementation, and back-testing and supported model validation. He earlier served as a senior manager of operational risk quantification at American Express, developing Basel II capital and Comprehensive Capital Analysis and Review stress-testing models. In this position, he also developed models using the advanced measurement approach, which follows loss-distribution modeling techniques with areas focused on internal loss data, external loss data, business environment and internal control factors, scenario analysis, and capital allocation. Prior to American Express, he worked as a statistics research manager, specializing in decision science, revenue management, and optimization, for The Walt Disney Co. and Disney-owned television groups ESPN and ABC. Ryan began his career as an instructor at James Madison University, where he taught statistics and statistical programming and was a key member of the department’s statistical consulting group.

Education

  • M.S., statistics, North Carolina State University
  • B.S., statistics, James Madison University 


Affiliations, Awards, and Civic Engagements

  • SAS Base Certification


Representative Engagements


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