Jorge R. Sobehart
Jorge R. Sobehart is a Managing Director at Citi Risk Architecture (Credit and Operational Risk Analytics) where he is involved in credit risk capital measurement and allocation, stress testing, advanced portfolio loss models for wholesale credit exposures, credit migration and default risk modeling. Previously, he was a member of Moody's Standing Committee on Quantitative Tools and VP senior analyst in Moody's Risk Management Services, where he developed default risk models, early warning tools and model validation metrics and procedures.
During his career, he has worked and acted as a scientific consultant for several prestigious companies and institutions making contributions in different fields, and publishing numerous technical articles and conference papers. He also acted as a referee for many professional journals in risk management, finance, physics, computation and mathematical modeling. Dr. Sobehart has advanced degrees in physics and has postdoctoral experience at the US-Los Alamos National Laboratory.