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Chris Mann

Lecturer; Head of Wholesale Credit Risk Modeling, MUFG Bank in the Americas

Chris Mann is the head of wholesale credit risk modeling for MUFG Bank in the Americas with some global responsibilities.  MUFG is the fifth-largest bank in the world.  Chris oversees research and development for credit underwriting, stress testing, and reserve estimation.  His teams operate out of New York, San Francisco, Los Angeles, Toronto, and Irvine.  The team has daily interactions with front line credit teams to update current rating methodologies, to create new methodologies and models, and to provide ad hoc portfolio analysis such as for the recent COVID-19 disruption.  Chris joined the bank in credit administration, overseeing credit analysis and loan approvals for financials, funds, and sovereigns, as well as overseeing Latin American economic and country risk management.  He previously worked at Moody’s Investors Service in a variety of analytical roles supporting the ratings service. 

His most recent efforts include (1) taking over the underwriting model development for the global bank, (2) estimating the medium-term effects of the COVID-19 disruption to the CRE portfolio, (3) creating a rating methodology for equity margin loans, (4) creating and validating neural net and XGBoost models predicting corporate default likelihood and appropriate risk ratings, (5) working to fully automate customer scoring and approval for small businesses, and (6) using machine learning more widely in the model development process, such as for variable selection. 

Outside of work, Chris is an avid data science hobbyist (now entirely in Python though previously in C# and R).  Projects have included the analysis of geographical wealth distribution and weather patterns for non-profits and FDIC, FRB, music, and game data for himself.

Chris is a Navy veteran from the first gulf war.  He has a master’s degree in applied physics from Cornell and a Ph.D. in finance from NYU’s Stern School of Business.

Education

  • Ph.D., New York University
  • M.S., Cornell Univeristy