Anthony Mancuso

Head of Risk Modeling and Decisioning at SAS

Speaker

Anthony Mancuso is Head of Risk Modeling and Decisioning in the RQS division of SAS. In that capacity, he has ultimate responsibility for market strategy, product requirements, project implementation, and advisory consulting for all Risk solutions relating to model development, deployment, modeling and governance. In addition, he works closely with internal and external colleagues to develop product pipeline, support presales activities, and provide training and knowledge transfer.

Anthony has worked at SAS for more than 10 years, in a variety of roles. Initially an educator for risk solutions and econometrics, he moved to Research and Development, where he became a technical lead and a development manager. Moving to a customer-facing role, Anthony participated in multiple projects, including model development and calibration, market risk, IFRS9/CECL, and IFRS17. In general, his experience spans credit risk, stress testing, ALM, regulatory capital, and general risk analytics.

Anthony has a Masters in Statistics and PhD in Economics (econometrics concentration), both from North Carolina State University.