Grew up in Manhattan Beach, California, went to the Air Force Academy and became a pilot in the Air Force. After that, I got my MBA and an MS in Analytics. Now, I work at M&T Bank in Credit Risk building Dodd-Frank Act Stress Testing models. They are typically dynamic Markov chains (and Monte Carlo) that model consumer portfolio performance at the loan level. I'm interested in logistic regression, Markov chains, Monte Carlo simulation, stress testing, Cholesky decomposition, copulas, data simulation, Fleishman Power transformations, ARIMA, and decision trees. Markov Chains, Monte Carlo simulation, Probability of Default Transition Models, Exposure at Default Models, Loss Given Default Models, Logistic Regression, Dodd-Frank Act Stress Testing, DFAST, Federal Reserve Stress Testing, Credit Risk, Portfolio Modeling