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Senior Director, Risk Solutions
In his role within Moody's Risk and Advisory Solutions group, Thomas works to solve difficult stress-testing, capital planning, and risk management problems across complex portfolios and product sets for financial organizations worldwide. Day’s primary areas of focus include CCAR/DFA stress testing, pre-provision net revenue (PPNR) calculations, systems, and methodologies, advanced liquidity risk quantification and reporting, capital planning, performance and balance sheet management. As a former Board member and Vice-Chairman of the membership driven Professional Risk Managers’ International Association (PRMIA), Day is a recognized industry expert with over twenty-two years of increasingly senior roles with multifaceted experience in financial risk management, corporate governance, business development and leadership.