George Soulellis
George Soulellis formerly served as the enterprise model risk officer for Freddie Mac, with overall responsibility for model risk management in the firm. Prior to that, he served as managing director, risk analytics for Barclays Bank in the UK, overseeing risk model development and analytics. He has also held leadership positions in the risk management/modelling/analytics space at Citigroup, General Electric and JPMorgan Chase. He holds a BSc in statistics from Concordia University and an MBA in artificial intelligence from the University of Cumbria. He has also undertaken postgraduate work in statistics at Columbia University and holds a MicroMasters in data science and specialisation in mathematics for machine learning from the University of California at San Diego and Imperial College London, respectively. His interests primarily lie in model uncertainty measurement, model risk under conditions of extrapolation, machine learning methods and modelling for capital requirements.
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