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Juan Alvarez

Executive Director Model Risk Management @ JP Morgan

Juan Alvarez Contact Details

Greater New York City Area
Executive Director Model Risk Management @ JP Morgan
Director Model Validation Treasury @ GE Capital
Treasury @ GE Capital
BA & MS, Aerospace Engineering @ Polytechnic University of Madrid

Director Model Validation Treasury @ Lead a team of analyst and consultants through the wing to wing validation process across three different group of models as per SR11-7 and CCAR requirements specified by the Fed -Prepayment models (based on logistic regression, Cox Proportional Hazard models). -Risk Analytics suite of models including valuation models (swaps, caps, callable bonds, 

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