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9 September 2021
London, Venue TBC

Jon Hill


Jon Hill, Ph.D., is currently head of the New York Chapter of the Model Risk Managers International Association, based in New York City. With over twenty years of experience in diverse areas of quantitative finance, Jon has specialized most recently in various applications of model risk management, governance and validation.

Jon is a former Managing Director and Global Head of Model Risk Governance at Credit Suisse in New York City. In this role had responsibility for the ongoing identification, measurement, risk rating, inventory and monitoring of corporate model risk across all business units, regions and legal entities and for the validation of high and medium risk market and operational risk models.

Jon was the founder and global head of the Morgan Stanley’s global market and operational risk validation team for 6 ½ years. His team of 7 Ph.D. and Masters level quants in New York and Budapest had responsibility for the second-line-of-defense validation of Morgan Stanley’s global market risk models, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure and all firm wide Operational Risk models.

Prior to his tenure at Morgan Stanley Jon was a member of the model validation group at Citigroup for six years, concentrating on equity, fixed income, foreign exchange, credit and market risk models. Before joining the Citigroup model validation team he worked for eight years on model development and general quantitative risk analytic methodologies as a member of the Quantitative Analysis Group at Salomon Smith Barney, which later merged with Citibank to form Citigroup.

Jon holds a Ph.D. in Biophysics from the University of Utah. He is a published author on various subjects drawn from the field of model risk management and is a frequent speaker and chairperson at professional model risk management conferences in the US and Europe.

Agenda Sessions

  • Covid-19: The new expectations for model risk management


Speakers at this event