Greg Brozak

Greg Brozak is a quantitative finance professional with 25+ years’ experience in developing and validating financial and risk management models across a wide range of product types and risk factors. He has broad experience in model risk management and model governance. He has led Model Development and Model Risk Teams Risk teams at large financial organizations.

Greg’s areas of model expertise include Mortgage and Credit Models, Interest Rate/ALM modelling, Stress testing, Operational and Climate Risk models. Greg also has extensive experience setting up and overseeing model governance frameworks. Greg has a PhD from Northeastern University, an MA from University of Buffalo, and a BS from Queen’s College CUNY.