Jamie Stark has worked on risk system implementations, risk modeling, calibration, and other risk management projects with banks and insurers worldwide. He led a model validation consultancy team at Moody’s KMV, and then worked with insurance clients and industry groups at Barrie & Hibbert. After acquisition, Jamie returned to work in banking, heading the EMEA stress testing implementation services team and then leading the European Data Alliance efforts.
Stress Testing: Moody’s Analytics helps financial institutions develop collaborative, auditable, repeatable, and transparent stress testing programs to meet regulatory demands.
Credit Risk Modeling: Moody’s Analytics delivers award-winning credit models and expert advisory services to provide you with best-in-class credit risk modeling solutions.
Risk Data: Moody’s Analytics industry-leading global data solutions help financial institutions improve their strategic planning and capital and risk management practices.
Stress Testing: UK: Examination of the possible impact of an adverse scenario a firm and/or industry.
Enterprise Risk: Business strategy to identify, assess, and prepare for any dangers to a firm's operations.
Jamie created, expanded, and directed a team that successfully implemented the Moody’s Analytics Stress Testing product on client sites.