Christopher Moore has over 15 years of experience in risk management, data analytics, and portfolio monitoring. He currently leads a model risk management team at JP Morgan Chase responsible for model validation, governance, and performance monitoring. Prior to this role, he managed teams and led projects related to Basel capital requirements, fraud prevention, and risk strategy. Moore has a strong technical background and experience implementing predictive models, scorecards, and automated reporting solutions.

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Christopher Moore
Chris.m.moore@hot mail.c om
726 Covered Bridge Drive  Delaware, OH 43015  Cell:(614) 557-1405
EXECUTIVE PROFILE
High-energy, results-oriented Risk Management leader creating innovative business solutions needed to monitor and
manage the overall risk portfolio performance. Accomplished leader with demonstrated ability to deliver mission-critical
results and establish key business partnerships across multiple cross functional areas needed to support overall
initiatives. Builds and retains high performance teams by hiring, developing and motivating skilled professionals.
KEY QUALITIFICATIONS
 Risk Management  Portfolio Analysis & Monitoring  Data Management & Migration
 Strategic Analytics  Budget & Loss Forecasting  Data Analytics & Governance
 Model Validation, Policy &
Oversight
 Financial & Operational
Analysis
 People Leadership,
Development & Motivation
 Fraud Prevention &
Investigation
 Performance Management/
Scorecards
 Customer Focused/Hard-
worker/Out-of-Box Thinker
CORE ACCOMPLISHMENTS
 Currently lead a Centralized Model Risk Management Team responsible for Model Validation & Governance
Frameworks across User Testing & Monitoring consistent with SR11 7 Standards. Manage modeling portfolio
solution with automated model validation, alert rules management; and consistent model health reporting.
 Led the large scale complex project execution across the Basel Committee on Banking Supervision (BCBS) Data
Management & Migration (DM&M) workstream with responsibility for providing strategic direction and execution of
Model Data Requirements and Decomposition.
 Managed the teams that designed, implemented, and executed the Business Banking Risk BCBS 239 Program
establishing the data & reporting requirements. Accountable to the sub LOB CRO, led a mixed team of 15+
professionals on end to end execution defining the current state data & reporting infrastructure.
 Credit Risk Strategy professional implementing predictive and analytic strategies directly impacting business risk
appetite. Designed, implemented and managed Business Banking Scorecards across account management,
acquisition strategy, decision management, collections and marketing analytics.
 Fraud Risk Management professional implementing fraud analytics, custom rules generation, and Operations
management to reduce Fraud Losses. Led analytics team responsible for custom rules design and
implementation across Falcon Model and visa authorization engine. Dropped Fraud losses by 35% across Card
Not Present, Lost Stolen, and Non Receipt portfolios.
 Experienced Capital & Loss Forecasting Analytics leader with demonstrated delivery success across BASEL and
CCAR. Designed and executed the Business Banking CCAR data, analytics, and reporting infrastructure
leveraged for Quarterly FRY-14Q submission. Led the team on the required segmentation and data requirements
to the FFIEC submission website.
 Led the team that designed and implemented the RWA Quarterly Attestation process for Business Banking.
Validated the Scored Retail Portfolio methodology in the Consumer Data Wharehouse (EDW) and Wholesale
methodologies in Credit Risk Infrastructure (CRI).
 Designed & implemented the Business Banking Basel II Treatment Methodology Model which reduced capital
holdings of $500MM annually in loan loss reserve assignments. Solution implemented in loan service system and
Consumer Enterprise Data Warehouse.

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PROFESSIONAL EXPERIENCE
JP Morgan Chase, Columbus, Ohio 5/2015 - Current
Executive Director – CCB Risk Management Modeling Analytics
Responsible for CCB Risk Management 1st line of defense around model governance, performance management and
controls. Key workstream areas include: CCB User Testing & Monitoring Model Validation Program, Firmwide Model Risk
Governance & Review (MRGR), and CCB Risk Modeling. Cross functional vertical and horizontal leadership across CCB
including CCB Governance Leads, Model Managers, Model Heads, and Executives.
 Model Risk Management Director accountable for strategic direction and implementation of a centralized model
validation and governance platform. Implemented FICO Model Central Platform with 30+ model performance
metrics across scorecard and non-scorecard models.
 Designed and executed CCB Tier 3 User Testing & Monitoring Framework moving 200 models to target state
Athena Platform. Created Program communications & tracking guidance for model methodology, performance
metrics, sensitivity and frequency standards.
 Manage staff of VP/AVPs responsible for model performance data extracting, centralized Model Health
Reporting, Custom Model Validation Reports, and centralized Model Health.
 Strategic design & execution of CCB Risk Model Monitoring Framework consistent with SR 11-7 expectations
 Automated delivery of CCB Model Validations including integrated rules management system, Model Health
Reporting, and Model User workflows.
 Custom SAS CCAR Platform, Unix front end and Oracle Relational database with subversion monitoring.
JP Morgan Chase, Columbus, Ohio 2/2013 - 5/2015
Executive Director – CCB Risk Management – Risk Architecture
Vice President - CCB Risk Management – Risk Strategy & Analytics
BCBS Risk Lead for Business Banking – Drove the successful creation, socialization and implementation of the Business
Banking strategy to execute the roadmap across Data, Reporting and Modeling compliance for the BCBS 239 Program.
Successfully planned the identification and execution of Report Pages in Scope, led the data lineage exercise, and fully
decomposed the identified models in Scope. Planned, negotiated and led the consultant plus heritage LOB support staff
across all BCBS Master Plan and Program milestones.
Strategic execution across BCBS Risk Data Migration and Management Modeling Decomposition and Requirements.
Leader integrated across vertical and horizontal teams including Risk & Finance Technology, CCB Data Management
Program, and CCB Risk and Technology. Primary activity was the successful identification and migration of required
model Inputs/Outputs necessary for documentation in MRDX and certification in MDR. Promoted from VP to Executive
Director.
Supported the required major program Business Banking milestones against the following deliverables:
 Designed the System of Record RoadMap and procurement from the Investment Review Committee
 Completed and Submitted the current state Basel Questionnaire across Risk, Finance, and Technology
 Managed the Data & Reporting Requirements framework identifying current state required Reports & Data
 Managed the full lineage decomposition of atomic & derived elements across the current state data infrastructure
 Managed the population & program presentation of Business Requirements Document (BRD)
 Executed the population of Ab Initio (Basel Risk Tool) for Data Requirements and CapMat for Reports
 BCBS initiative required building strong horizontal and vertical business partnerships along with effective
communications skills to keep a broad team of stakeholders and experts aligned and synchronized, moving
towards a number of key objectives and deadlines in support of the BCBS regulatory initiative
JP Morgan Chase, Columbus, Ohio 7/2008 - 2/2013
Vice President – Consumer Risk Strategy & Analytics – Business Banking
Assistant Vice President – Consumer Risk Strategy & Analytics – Business Banking
Responsible for supporting the Business Risk Management Group activities for strategic analytics across $50 Billion
portfolio. Risk strategy and analytic professional providing portfolio management solutions for optimized portfolio risk
exposure. Developed automated MIS to monitor and minimize credit losses and control of key risk indicators. Program
development, implementation and reporting responsibility across account management scorecards, acquisition strategy,
and marketing risk appetite. Promoted from Senior Risk Analyst to Risk Manager VP in 2010. Key activities included:

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 Responsible for Business Banking Behavior System (Early Warning System) including Information Ownership,
Account Management, Model Review, and Operational Risk Oversight.
 Account Management Program including segmentation, score-cutoffs, Line Management; and opportunity upsell.
 Acquisition Strategy Scorecard enhancements on Borrower debt cash flow, non member deposits, and alternative
data sources resulting in 15% volume increase and reduced risk appetite.
 Designed & Implemented Basel Wholesale Loan Loss Reserve Methodology saving the Firm $500MM.
Accountable and responsible from model design to Authoritative Source Data Wharehouse implementation.
 Program management including interaction with Sales Channel & Risk Organization, Operational Processing, and
ownership/enhancement of Customer Applications.
 Business Banking Governmental Reporting including Quarterly CCAR, Off Balance Sheet, FAS 107, and
Graded Collateral Dependent Criticized & Classified Losses.
 Lead Risk Analyst responsible for Marketing Campaigns Risk Appetite and waterfall decisioning selection.
 SAS Foundation Skills including Base SAS 9.2, Enterprise Guide 4.3, Enterprise Miner, Knowledge Studio
Huntington National Bank, Columbus, Ohio 3/2006 - 7/2008
Corporate Risk – Senior Risk Analyst
Reporting to the Enterprise Chief Risk Officer with responsibilities for creating the Enterprise Wide Risk (ERM) reporting
framework across Credit, Operational, Legal, Compliance, and Investment Risk Organizations. Automated the manual
reconciliation and production of ERM report to an automated solution utilizing SNL Financial and Hyperion Reporting.
Additional roles included Corporate Risk Secretary duties for the production and delivery Meeting Materials including
Agenda, Risk Reports, and Meeting Minutes for Risk and Operational Risk Committees. Additional highlights included:
 Credit Risk Assessment included reporting of loan asset quality, portfolio management, reserve methodology, and
credit risk adjusted returns.
 Development and verification of key risk indicators to measure and monitor Board risk appetite. Implementation of
SNL product to perform peer industry reviews to increase benchmarking capability.
 Development of automated tracking system to improve compliance with internal and external audits.
 Pro-forma valuation of Huntington & Sky Risk analysis including credit, operational, market, and compliance
indicators.
 Responsible for maintaining a data mapping utility to track mapping progress of seven source systems to the
target system of SNL Financial.
Discover Financial Services, Riverwoods, Illinois - 5/2004 to 3/2006
Credit Card, Fraud Risk Manager
Responsible for $350MM Credit Card/Checking Loss Budgets for Card Not Present, Non Receipt, and Lost Stolen Fraud
Portfolios. Development and implementation of predictive fraud analytics driving down false positive rates, increased
fraud prevention dollars, and increased fraud recovery dollars. Created custom based rules algorithms implemented in
VISA Authorization Engine. Instrumental policy and procedural enhancements providing key reductions in social
engineering, account takeover and mitigation responses. Additional analysis and executive management highlights:
 Quarterly Portfolio presentations to Executive Management including Card member Services President, Loss
Director, and Marketing President.
 Increased Recovery Rate to over 99% on Card Not Present Fraud Type through acceptance and automation of
affidavits and chargeback policy. Authored 2 sections of the Discover Network Chargeback Rules & Guidelines.
 Worked with key Industry partners including Yahoo, Hotels.Com, and Amazon to develop anti card sequencing
and online testing protocols.
 Developed Business Strategy to identify & mitigate Bulk Theft and Hot Zip & MSA List to reduce Non Receipt bulk
theft losses. Annual Fraud budget reduced by 35% over 2 years with minimal profitability disruption.
 Developed Strategy to optimize recovery on Lost Stolen Portfolio by focusing Investigations on reduction of
Family/Familiar fraud. Initiate Investigator cross – examinations of potential suspects.
 Optimized Falcon Scoring fraud model through enhanced business rule strategy derived from Teradata & Oracle
data analysis.
Additional Work History:
Verizon Wireless, Columbus, Ohio - 5/2002 to 4/2004
Corporate Support Business Analyst
First USA, Columbus, Ohio - 6/2000 to 4/2002
Fraud Risk Specialist II/Supervisor

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EDUCATION/TRAINING
Bachelor of Arts in Interdisplinary Studies, Michigan State University
Masters in Finance and Business Administration, Franklin University
 Technology – SAS, SQL, UNIX, Teradata, DB2, Oracle, Toad, Putty, Ab Initio, Informatica
 Reporting & BI – Microsoft Reporting Services, Business Objects, Tableau, Cognos, Essbase
 Strategy & Predictive Analytics – SAS Enterprise Miner, Angoss Knowledge Seeker/Studio, FICO Model Central
 JPMorgan Chase – Art of Leadership Training
 JPMorgan Chase – Consumer Risk Management Training Program