Chris Welsh is a senior analyst in RiskSpan’s Governance and Controls line of business, specializing in financial model validation. This encompasses analytics and risk reporting for multiple asset classes, including mortgages and structured securities. He has over 5 years of experience in the financial services industry. His areas of expertise include quantitative problem solving, conducting research, and communicating complex ideas.
Prior to joining RiskSpan, Chris was an analyst at NASDAQ OMX. He is proficient in Microsoft Excel and R programming, and is also a SAS Certified Base Programmer. He also has worked over 10 years in diverse engineering capacities, including project management duties and government contracting.
Chris holds dual master’s degrees in Banking & Financial Services Management from Boston University and Physics from Clark University (Worcester, MA), as well as a bachelor’s degree in Physics/Mathematics from Wheeling (WV) Jesuit College.