Chris Shaw is a seasoned professional in quantitative and statistical modeling, currently serving as the Manager of Quantitative and Statistical Modeling at BECU since July 2022, where expertise is applied in modeling and analytics related to interest rate risk and balance sheet optimization. Previously, Chris held the position of VP & Quantitative Manager for Stress Testing at Banner Bank, spearheading the development of the CECL and Stress Testing modeling framework for a substantial loan portfolio. Chris's extensive experience at BECU also includes roles as Portfolio Analytics Manager and Sr. Credit Risk Modeling Analyst, where a strong foundation in interest rate hedging strategies and statistical model development was established. Earlier career highlights include positions as an Economist at Seattle City Light and a Utility Analyst at Snohomish County PUD, coupled with advanced educational qualifications including a Master’s in Applied Economics and an MBA in Finance from Western Washington University.
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