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Chase Ogden
Quantitative Consultant
Darling Consulting Group
As a consultant with DCG’s Quantitative Risk Analysis and Strategy team, Chase brings over a decade of programming and modeling expertise. Chase provides a unique perspective of the entire analytics lifecycle, having served in a variety of roles from model developer to senior leader of enterprise-wide, cross functional analytics implementations.
As a practitioner at large and mid-sized financial institutions, Chase has experience in a wide array of modeling approaches, applications, and techniques, including: asset-liability models, pricing and profitability, capital models, credit risk and allowance models, operational risk models, deposit studies, prepayment models, branch site analytics, associate goals and incentives, customer attrition models, householding algorithms, and next-most-likely product association.
Chase is a graduate of the University of Mississippi and holds Master’s degrees in International Commerce Policy and Applied Statistics from George Mason University and the University of Alabama, respectively. A teacher at heart, Chase frequents as an adjunct instructor of mathematics and statistics.
We are grateful for the trust you place in DCG for CECL advisory consulting.
In 2024, we will proactively add more value through new periodic webinar updates in between our regular quarterly results meetings with you.
These interim webinar updates will cover topics such as:
DFAST scenario annual updates
Oxford economic updates
Documentation update
Ongoing monitoring work we are doing on your behalf
Horizontal insights from DCG’s CECL validation work
Responses to auditors and regulators
This will be an opportunity for you to ask questions in advance of quarter end, as well as benefit from hearing the questions of your peers.
We invite you to share this webinar invitation with other team members who may find the discussion helpful. We will distribute a recording of the session to all registrants.