Data Science Day @ Columbia University has ended
Columbia University’s Data Science Institute Presents:

Authors/Collaborators are listed in alphabetical order.

avatar for Scott Sobolewski

Scott Sobolewski

Scott is a finance and risk professional specializing in capital planning, stress testing, and model development at large US banks. He advises financial institutions on risk management and regulatory compliance matters, helping clients accelerate model development and achieve high-value institutional objectives. 
Scott has extensive experience meeting Dodd Frank deliverables and managing regulatory relationships with the Federal Reserve and OCC. Prior to Quaternion, Scott was Vice President of Capital Management at Santander Holdings USA in Boston, where he coordinated annual CCAR submissions, reported capital adequacy and allocation metrics to the Board, and created capital optimization strategies for Intermediate Holding Company (IHC) consolidation. Prior to Santander, Scott worked at Citigroup in New York, where he managed market risk stress testing and scenario development across several CCAR submissions. While at Citi, he directly supported methodological enhancements to the firm’s Economic Capital model, and led the implementation of a firm-wide SFT stress testing framework to fulfill the Federal Reserve’s first ever Counterparty Default Scenario requirement in 2013.
Scott is an alumnus of Citi’s Global Risk Analyst Program, where experience in both the Trading Book and Banking Book have provided him with valuable first-hand experience overseeing and implementing Basel II/III risk management concepts. He holds a B.A. in Mathematics and Economics with Honors from Williams College.