Quantitative Risk Management
Kevin Carroll is a Consultant at Quantitative Risk Management (QRM). As part of QRM’s Mortgage Banking practice, he works with clients to help them achieve best practices in the areas of mortgage pipeline management and enterprise risk management. In this role, he meets with clients to assess their existing practices, understand their challenges, and identify solutions. For the last several years, his efforts have focused on assisting clients with modeling the CCAR and DFAST stress tests. He has also collaborated with clients to implement general income forecasting and consulted with non-banks on modeling stress scenarios. Tactically, he offers expertise in rate lock modeling, valuation, risk modeling, hedging, performance monitoring, attribution, and model validation. He has a Bachelor of Arts in Economics from the University of Chicago and an MBA from the University of Chicago Booth School of Business.