Ryan Moran is a seasoned professional in quantitative modeling, currently serving as a Sr Quantitative Modeling Associate at KeyBank since September 2016. In this capacity, Ryan is responsible for developing and enhancing wholesale Probability of Default (PD) and Loss Given Default (LGD) risk rating models, validating vendor-purchased methodologies, and managing stakeholder relationships. Previous achievements as a Quantitative Associate at KeyBank include the development of a Commercial Leasing LGD model with one low-risk finding and an Institutional Real Estate PD model with no findings. Earlier career roles include a Statistics Graduate Assistant at The University of Akron, a Consultant in Actuarial Services at CBIZ, and a Defined Benefits Intern at Aon. Ryan holds a Master's Degree in Statistics from The University of Akron and a Bachelor's Degree in Mathematics from Kent State University.
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