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Nathaniel is a Quantitative Analyst who leads a team responsible for evaluating, improving, and implementing the first-line model risk management framework applied to the Federal Reserve’s internal DFAST models. Prior to joining the Federal Reserve Bank of Boston in 2015, Nathaniel worked for four years in model validation at the Federal Home Loan Bank of Cincinnati. In his role at the FHLB, he worked directly with the Chief Risk Officer to design, implement, and oversee the Bank’s model risk management program; conducted validation reviews of models used throughout the Bank; and advised senior management on modeling issues. Mr. Hoover has a B.A. in economics and a B.A. in Mathematics from the University of Colorado and an M.A. in economics from the University of Virginia.