Address:
1600 Lena St., Suite C24
Santa Fe, NM 87505

Phone
+1-505-670-7670

E-mail:
sales@prescientmodels.com

Web:
www.prescientmodels.com




To receive our newsletter updates, fill-in the following form.

* required

*







Email Marketing by VerticalResponse

About Us

Prescient Models LLC was founded by Joe Breeden to expand the adoption of best-in-class models across many application areas. Whether via consulting or product development partnerships, we can help you get a better vision of the future.

Models and analytics are undergoing a revolution. The recent financial crises highlighted for everyone the inadequacy of overly simplistic past approaches. New data and new techniques allow us to achieve real understanding of portfolio dynamics for retail lending where those problems originated, and across many other industries as well.

We can also improve the techniques with which businesses, lenders, and government regulators judge the effectiveness of their models. We should never again be in a position of not even knowing if our models are effective.

Joseph L Breeden, Ph.D., Founder and CEO

Joseph L. Breeden, Ph.D.

Dr. Breeden has almost 20 years of experience in financial services. Prior to founding Prescient Models, he co-founded Strategic Analytics in 1999, where he led the design of advanced analytic solutions including the invention of Dual-time Dynamics.


Dr. Breeden has created models through the 1995 Mexican Peso Crisis, the 1997 Asian Economic Crisis, the 2001 Global Recession, the 2003 Hong Kong SARS Recession, and the 2007-2009 US Mortgage Crisis and Global Financial Crisis. These crises have provided Dr. Breeden with a rare perspective on crisis management and the analytics needs of executives for strategic decision-making.

His book “Reinventing Retail Lending Analytics: Forecasting, Stress Testing, Capital, and Scoring for a World of Crises” was published by Riskbooks in 2010.

He currently serves as associate editor for the Journal of Risk Model Validation.

Nikolay V. Dobrinov, Ph.D., Data Scientist

Nikolay V. Dobrinov, Ph.D.

Dr. Dobrinov specializes in credit risk analytics for large and mid-size banks with a focus on forecasting and stress testing the performance of retail/consumer loan portfolios. He's done model development and assisted in writing the submission report for a few CCAR submissions and one DFAST submission for top 10 international banks. Has also lead the model development for the champion model of a recent successful DFAST submission.


He has built and documented models for several banks and has trained clients in top international banks in model development and documentation for Regulatory Capital submissions both domestically and in Europe.

Dr. Dobrinov is currently assisting the Internal Audit team of a top 10 international bank in reviewing Model Development and Model Validation documentation for the CCAR submission.

Shawn Vinyard, Data Scientist

Shawn Vinyard

Shawn has 10 years of experience in data analysis with 6+ years retail lending analytics with focus on forecasting and stress testing.


He has managed CCAR and DFAST projects in all loan types. Additionally, he's built, validated, or documented models for many CCAR and DFAST banks.

Shawn has presented company analytical tools and theory to the Federal Reserve Bank in San Francisco..

He's consulted on retail lending portfolio evaluations and acquisitions, and has created forecasts for top 10 retail lending institutions across all product lines.

Sergey Trudolyubov, Ph.D., Data Scientist

Sergey Trudolyubov, Ph.D.

Dr. Trudolyubov Sergey has over 16 years of experience in advanced analytics including 6+ years in retail lending analytics with focus on forecasting and stress testing.


He has developed a large number of models in all loan types, with deep knowledge of forecasting, and stress testing for credit cards, mortgage, auto, equipment finance, and CRE. He's built, validated and documented models for many CCAR and DFAST banks.

Dr. Trudolyubov has performed comprehensive independent reviews of CCAR and DFAST stress test model documentation and has authored more than 80 peer-reviewed scientific publications.