I am currently the Lead Modeling Expert within the Office of Comptroller of the Currency’s Retail Risk Analysis Division where I specialize in AI/ML modeling in credit risk related areas. My research focuses on both ML in credit modeling, but also, more interestingly, on understanding how LLMs work and in exploring their use in economic modeling (see projects page) and in designing cool systems around them. In a previous life I was an economics professor - see teaching page for some coverage of labor economics and econometrics.