Walter Chao

Walter Chao is a seasoned professional in model risk management with substantial experience in the financial sector. Currently serving as a Model Risk Officer at the Federal Home Loan Bank of New York since October 2016, Walter Chao oversees model validations for both internal and external models utilized in diverse risk areas. Responsibilities include developing and implementing model risk policies, presenting to various committees and regulators, and collaborating with key stakeholders across the organization. Previous roles at CRISIL Limited involved senior positions in quantitative analysis, focusing on credit risk modeling for regulatory stress tests. Walter Chao's early career includes positions at Santander Bank, Citizens Bank, Wells Fargo Advisors, and the University of California San Diego, building a strong foundation in finance and data analysis. Walter Chao holds a Master of Science in Mathematical Finance from Boston University and a Bachelor of Applied Science in Mathematics and Economics from UC San Diego.