Jed Serby is a seasoned professional in model risk and quantitative development, currently serving as the Director of Model Risk at Capitolis since October 2025, focusing on Broker/Dealer SIMM and VaR models. Prior experience includes roles at Capital One, where responsibilities encompassed building models for Corporate Lending risk ratings and stress testing, as well as credit risk model forecasting for CCAR and CECL. At U.S. Bank, Jed led the creation of a model development quality control program and oversaw various models used in capital planning and regulatory testing. Previous roles at Promontory Financial Group and Analysis Group involved significant contributions to bank stress-testing and quantitative analysis. Jed holds a Master's in Financial Engineering from the University of California, Berkeley, a Master's in Actuarial Science from Columbia University, and a Bachelor's in Economics and Mathematics from Emory University.
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