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Julia Litvinova Head of Model Validation, Analytics and Use, Vice President at State Street

Profile

Leading a team of highly skilled professionals, supervising and performing validation of various models at State Street including economic and regulatory capital models, valuation models and accounting models.* Validated a number of in-house and vendor models used to evaluate market, credit, interest rate, operational, liquidity and business risks, as well as models used for stress testing (CCAR and DFAST) and other purposes. Presented results of model reviews to senior management. Advised them on associated model risks and limitations. 

Developed firm-wide model risk appetite framework. Leading MRM activities for quantifying and managing model risk at model, portfolio and firm-wide levels.

Developed an effective model identification process across all business and risk management activities; collected a comprehensive firm-wide inventory of models and actively managing it. Worked on corporate-wide model risk management policies and procedures.

Agenda Sessions