Kirk Monteverde, Ph.D., Founder and Principal

 

Kirk Monteverde has over 15 years of hands-on statistical credit modeling and model validation experience.  His current consulting focus is on assessment and management of credit model risk from a corporate vantage point. Founding QuantifyRisk.com in 2005 and operating it as Student Loan Risk Advisors until 2012, he partnered with dozens of banks and capital market securitization sponsors to design and statistically evaluate performance of “private” (credit-tested) loans to graduate and undergraduate student populations in the U.S.  At its peak this private student loan market accounted for $25 Billion in annual originations.  From 2002-2005 he served as Managing Director at Montrose & Company, a Bank of America structured lease affiliate where, among other duties, he modeled the Basel II capital exposure of the Bank’s “big ticket” (e.g., aircraft and rail) portfolios.  Kirk holds a B.A. from Stanford University, an M.S. from Boston University and from Stanford’s Graduate School of Business an MBA (Arjay Miller scholar, top 10%) and Ph.D. degree in Business Economics.

 

Kirk's full business resume is available HERE.
  

OUR SERVICES:  

• Common sense business approach to validating credit models, assessing model risk and allocating Economic Capital
• Consumer credit model construction and monitoring (Population Stability Reporting and Characteristics Analysis)
• Hand-on statistical knowledge with fluency in SAS, JMP and Enterprise Miner
• Economic Capital calculations for both Corporate and Consumer Credits
• Actuarial analysis of long-run portfolio performance
• Credit product development especially for Private Student Loans, including Loan Consolidation products