Dr. Forest leads all of the firm’s credit risk analytics research, development and design. Dr. Forest has over 25 years experience developing and designing advanced credit analytics solutions for large banking institutions.
Dr. Forest spent 5 years undertaking advanced research at the US Federal Reserve and then moved to developing advanced credit risk analytics delivering credit through consulting at DRI/McGraw-Hill, AMS and KPMG.
He then moved on to Algorithmics, leading analytic development of advanced valuation models and has spent the last 12 years leading the econometric design and development of advanced Basel 2 PD, LGD and EAD credit models and Dual Ratings at Barclays Capital and RBS. Most recently he has been reviewing US bank’s credit models for PWC.Back to About us page