Jed Serby

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+1 212 284 5069 direct
New York

Previous Experience

  • Senior Analyst, Analysis Group

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Jed Serby


Jed assists clients in model-related documentation drafting and remediation, validation, and risk management, as well as in developing quantitative models for stress testing.


Since joining Promontory, Jed’s engagements have involved the development of econometric stress-testing models; model documentation drafting; documentation remediation for the Comprehensive Capital Analysis and Review and Dodd-Frank Act stress tests; and the validation of models for stress testing, valuation, and risk. Jed serves as one of the Promontory quantitative team’s primary modeling resources for bank stress testing, with specific expertise in building models for banks with assets in the range of $10 billion to $50 billion.

Prior to joining Promontory, Jed was a senior analyst with Analysis Group, an economic consulting firm in New York, where he developed loan-level expected-loss models for mortgage-backed securities.


  • M.F.E., financial engineering, Haas School of Business at the University of California, Berkeley
  • M.A., actuarial science, Columbia University
  • B.A., economics and mathematics, Emory University

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