Mr. Myles works within MVRA’s Model Validation Services Group and leads the team focused on validating statistical and quantitative models and helping financial institutions understand and address their modeling challenges for credit risk, capital at risk, regulatory capital, and CECL. Mr. Myles joined MVRA in 2021 from VyStar Credit Union, where he was responsible for data development and analytics, CECL, credit risk analysis and forecasting, and facilitating capital planning and capital stress testing.
Mr. Myles has held positions at BankUnited and TIAA Bank (formerly EverBank) in the Model Risk Management and Capital Market groups, respectively. Mr. Myles is a highly skilled financial professional with more than ten years of experience in the banking and credit union space, with a focus on financial and statistical modeling, portfolio valuation, risk analysis and hedging optimization, capital forecasting and optimal capital allocation, asset and liability management, capital stress testing (NCUA and OCC), and model risk management and validation.
Mr. Myles holds a Bachelor of Science degree in Finance, minoring in Mathematics and a Master of Science in Quantitative Finance from Bradley University, of Peoria, Illinois.