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Thomas Day

Senior Director, Risk Solutions

Moody's Analytics

Thomas Day is a Senior Director for Risk Solutions at Moody’s Analytics within Moody's Risk and Advisory Solutions. In this role, he 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.  

Prior to joining Moody’s Analytics, Day worked in a number of different senior leadership capacities in financial organizations, the regulatory community, quantitative risk and finance software development, and product management.  Day was a national-level financial industry supervisor for the Federal Reserve System focusing on capital markets and policy, and is a commissioned supervisor at both the Federal Reserve and the Office of the Comptroller of the Currency.  By education, Day is an economist with a background in behavioral economics, econometrics and statistical methods.