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Michael Jacobs

Accenture Consulting

Michael Jacobs, Ph.D., CFA is a Principal Director in the Risk Analytics practice of Accenture and leads the practice in risk modeling, analytics and methodology in North America. Mike is a Subject Matter Expert in risk model development and validation across a range of risk (credit, market and operational) and product (traditional and traded credit as well as financial derivatives), with a particular focus on regulatory solutions.  Mike ha 25 years of experience in financial risk modeling and analytics, having worked in advisory for prudential regulation and risk modeling as a Director in the Big Four, a Senior Economist with the U.S. banking regulators and a lead model developer in the banking industry.  His skills include model development & validation for CCAR, PPNR, credit / market / operational risk; Basel and ICAAPP; model risk management; financial regulation; advanced statistical and optimization methodologies.  Mike holds a doctorate in mathematical finance from C.U.N.Y. / Zicklin School of Business; an M.A. / A.B.D. in Mathematical Economics and a B.S., both from S.U.N.Y. Stony Brook; and is a Chartered Financial Analyst.  Mike is extensively published in refereed academic and practitioner journals, and has spoken at several high profile venues.

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