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J.D Opdyke

J.D. Opdyke is Operational Risk Portfolio Analytics-Team Leader, Quantitative Methods Group, GE Capital, where he is heading up all operational risk modeling and quantification efforts including capital estimation under Basel’s AMA (LDA), CCAR, and all related modeling (e.g. ECap) and reporting. A major focus is on building and implementing an integrated, quantitative KRI framework for use in causal (econometric) capital modeling. Prior to his current role J.D. has over 20 years of experience as a quantitative consultant, most of this in the banking and credit sectors where his clients have included multiple Fortune and Global 50 banks and financial credit organizations. Most recently J.D. has successfully led and implemented twelve statistical operational risk modeling projects for these clients, and has award-winning and multiple peer reviewed publications treating the difficult statistical challenges of obtaining more accurate, precise, and robust operational risk capital estimates (his Journal of Operational Risk paper was voted “Paper of the Year” by Operational Risk & Regulation staff in consultation with industry experts). J.D. has been invited to present his work at the American Bankers Association Operational Risk Forum, the Operational Risk Exchange Analytics Forum, and OpRisk North America. J.D.’s other publications span statistical finance, computational statistics (solving “Big Data” problems using SAS®), number theory/combinatorics, and applied econometrics. J.D. earned his undergraduate degree, with honors, from Yale University, his Master’s degree from Harvard University where he was a Kennedy Fellow and a Social Policy Research Fellow, and he completed post-graduate statistics work as an ASP Fellow in the graduate mathematics department at MIT.  

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