Kevin D. Oden & Associates is a trusted Risk Management and Consulting firm based in San Francisco California!

The risk management and consulting firm was built by the leading quantitative analysts and expert model risk managers to help solve the concerns and problems of model risk managers and quantitative analysts. 

The firm provides best-quality, cost-effective quantitative analysis, development, validation, and model risk advisory to financial companies and more. 

If you need help with your models’ validation and risk management, contact Kevin D. Oden & Associates. The firm will do best to provide you with the best plan to solve your problems and address your concerns about the model you use for your business.

Kevin D. Oden & Associates

505 Montgomery Street, 11th Floor, San Francisco, CA 94111

https://kdoden.com/

If you are interested to know more about any of the following, contact Kevin D. Oden & Associates now:

Model Risk Management San Francisco

Managed Model Risk Services San Francisco

Financial Model Validation San Francisco

Fair Lending Models

AML Models

Financial Model Risk Management

RMA MVC

Financial Model Risk Management San Francisco

KYC

know your customer

FDIC Insurance

Ernst & Young

money laundering

OFAC

Bank Failures

Bank Crisis

cecl accounting

what is aml

risk management plan

regulatory compliance

Quantitative Analysis

bank stress test

risk management process

cecl banking

operational risk management

Liquidity Risk

AML banking

Deposit Insurance

IRFS 9

SR 11-7

stress test results

capital ratio

aml training

financial risk management

market risk

credit risk management

financial services compliance

cecl implementation

risk and compliance

cecl adoption

Risk management companies

BSA compliance

risk management service

cecl standard

cecl fasb

Model Validation

Risk Advisory

cecl regulation

Credit Risk Models

AML risk

bank compliance

CECL Models

ALM Models

CCAR Models

Market Risk Models

OCC 2011-12

Deloitte advisory

what is cecl

aml definition

market risk management

cecl guidance

Financial Model Validation

BSA Models

ALLL Models

Capital Stress Testing Models

PPNR Models

Model Validation Consortium

Operational Risk Models

Managed Model Risk Services

AI Machine Learning Models

SIMM Models

Basel III Models

Model Validation san francisco

BSA Models san francisco

AML Models san francisco

ALLL Models san francisco

RMA MVC san francisco

Credit Risk Models san francisco

Market Risk Models san francisco

Operational Risk Models san francisco

Fair Lending Models san francisco

AI Machine Learning Models san francisco

Risk Advisory san francisco

risk management advisory

capital stress test

operational risk tools

FRTB Models

Liquidity Stress

Counterparty Risk Models

Mortgage Models

CECL Models san francisco

IRFS 9 san francisco

ALM Models san francisco

CCAR Models san francisco

Capital Stress Testing Models san francisco

PPNR Models san francisco

Model Validation Consortium san francisco

SR 11-7 san francisco

Quantitative Analysis san francisco

SIMM Models san francisco

Basel III Models san francisco

AML compliace

cecl effective date/implementation date

integration of financial crime risk management systems

Empyrean models

Collaborative Validation

Verafin models

Liquidity Stress Model

Abrigo models

Bank Failures or Bank Crisis

Regulatory Capital Models

nCino models

Deposit Risk Models

model risk managers san francisco

quantitative analysts san francisco

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  • Monday09:00 AM - 05:00 PM
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  • Friday09:00 AM - 05:00 PM

March, 2024

5

Tuesday

  • 3:30 pm - 4:00 pm

  • 4:00 pm - 4:30 pm

  • 4:30 pm - 5:00 pm

August 26,2019

  • Tuesday
  • 9:00am - 10:00am
  • kevs.tom23793
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