Joe Mattey

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Joe Mattey has more than 25 years experience helping leaders in financial services and government make sound decisions with the aid of statistical models and advanced analytics. In his senior executive roles at several of the

largest financial services companies, he built functions for developing and applying statistical models, managing their risks, and using advanced analytics techniques to aid decision-making. He is a well-established expert in

Enterprise Risk Management with particular expertise in Model Risk Management, Credit Risk Management, and Financial Risk Management including Capital Planning, Stress Testing, and Market Risk Management.

His most recent position was as Chief Model Risk Management Officer at Fannie Mae where he also provided oversight of capital management, stress testing, and financial forecasting activities as a member of the Capital Committee. Prior to that, he served as Chief Model Risk Management Officer at USAA after helping USAA build out other aspects of its Enterprise Risk Management function including Enterprise Stress Testing and Market Risk Management. Before these most recent roles, Joe held senior credit risk management positions in the Enterprise Risk Management groups of JP Morgan Chase and Washington Mutual, and he led portfolio management for PMI Mortgage Insurance. He started his career as a Research Economist supporting Monetary Policy decision-making at the Federal Reserve Board of Governors and specialized in modeling the dynamics of housing and mortgage markets as a

Research Officer at the Federal Reserve Bank of San Francisco. In the immediate aftermath of the 2008-09 financial crisis, he provided Financial Analysis through the Congressional Budgeting Office, modeling the costs

to taxpayers of supporting the failing banking system.

Joe was a visiting assistant professor in the Economics Department at the University of California, Berkeley, teaching Econometrics, and has published a book and numerous articles on economic and financial research

topics including various aspects of Housing and Mortgage Markets. Joe received his PhD in Economics from the University of California, Berkeley, with a specialization in Econometrics and Macroeconomics. He has

contributed to executive education as a member of the core team which developed the initial curriculum for the American Bankers Association (ABA) Certified Enterprise Risk Professional designation and through teaching

the Model Risk, Capital, Macro Outlook, and Stress Testing modules of the ABA Enterprise Risk Management program of the University of Maryland’s Robert H. Smith School of Business.

Consulting Practice Areas:

Modeling (including Model Validation, AI-ML Model Risk Management and Usage, Model Risk Governance Processes, Model Development), Stress Testing, Capital Management and Planning, Asset-Liability Management, Market Risk Management, Interest Rate Risk Management, Valuation of Financial Instruments, Financial Planning and Analysis, Loan Loss Reserving,

Forecasting–Macroeconomic, Regional, Housing or Mortgage Markets