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Chris Mann

Credit and Quantitative Risk Manager

Chris Mann was the head of wholesale credit risk modeling at MUFG Bank and U.S. Bank.  Chris oversaw research and development for credit underwriting, stress testing, and reserve estimation with teams  in New York, San Francisco, Los Angeles, and Irvine.  The team had daily interactions with front-line credit teams to update rating methodologies, create methodologies for new products, and provide ad hoc portfolio analysis.  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 rating service.

Chris has over 20 years of credit and risk management experience and has published several refereed articles in top journals.  Recent projects have included automating credit underwriting for small businesses and using machine learning to improve credit forecasts.  Outside of work, Chris is an avid data science hobbyist (now entirely in Python though previously in C# and SAS).  Projects have included the analysis of geographical wealth distribution and weather patterns for nonprofits and sports betting for himself.  He spends much of his free time exploring bank data using the Federal Reserve’s FFIEC public data as well as the FDIC’s failed bank dataset.

Chris is a Navy veteran from the first gulf war where he was stationed in the Philippines and San Diego.  He has a master’s degree in applied physics from Cornell and a Ph.D. in finance from NYU’s Stern School of Business.  Chris speaks English and Spanish.


  • Ph.D., Finance, New York University, Stern School of Business
  • M.S., Applied Physics, Cornell University