Aaron Hensley is a seasoned banking professional currently serving as a Credit Risk Senior Professional and Vice President at Citizens. With nearly a decade of experience, Aaron has honed his expertise in the development and implementation of sophisticated credit risk models that are critical for...
Aaron Hensley is a seasoned banking professional currently serving as a Credit Risk Senior Professional and Vice President at Citizens. With nearly a decade of experience, Aaron has honed his expertise in the development and implementation of sophisticated credit risk models that are critical for loss reserve setting and capital management. His proficiency spans a diverse array of econometric models tailored for Current Expected Credit Loss (CECL) and Comprehensive Capital Analysis and Review (CCAR), as well as Dodd-Frank Act Stress Testing (DFAST). This extensive background allows him to effectively contribute to budgeting, pricing, and profitability analyses across a wide range of consumer products, including mortgages and credit cards.
In his current role, Aaron focuses on analyzing credit risk trends within the unsecured portfolio, which is vital for supporting Citizens' overarching business strategies and mitigating potential fraud risks. His analytical acumen is complemented by a robust skill set that includes data science, machine learning, and programming languages such as Python and SQL. By leveraging these tools, he is able to derive actionable insights from complex datasets, enhancing the organization's ability to navigate the evolving landscape of credit risk management.
Aaron's commitment to continuous improvement and innovation is evident in his approach to integrating advanced statistical techniques and machine learning algorithms into credit risk modeling. His adeptness with software such as Stata, VBA, and Matlab, alongside his mastery of Microsoft Excel, empowers him to deliver precise and impactful analyses that drive strategic decision-making. As a thought leader in the field, Aaron is dedicated to advancing the methodologies that underpin effective risk management practices, ensuring that Citizens remains at the forefront of the banking industry.