our people

Professional Overview

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Nick provides independent model validation, model  governance, and quantitative risk advisory services related to Current  Expected Credit Losses (CECL), Asset Liability Management (ALM), Interest  Rate Risk (IRR), stress testing, and other quantitative models. His work  encompasses the evaluation of model methodology and design, key assumptions,  data lineage and integrity, control environments, and ongoing performance  monitoring. He also assesses governance structures to enhance model risk  management practices and support compliance with applicable regulatory  guidance and supervisory expectations.  

Prior to joining Elliott Davis, Nick spent seven years  with PNC Financial Services working in Balance Sheet Analytics, where he was  responsible for interest rate risk modeling and balance sheet analytics  across the bank’s mortgage, home equity, and securities portfolios. In this  role, he collaborated with treasury, finance, portfolio management, data  integration, and other risk functions to implement model enhancements, refine  quantitative methodologies, and advance prepayment modeling capabilities. His  experience also includes the enhancement of governance frameworks and  analytical processes supporting balance sheet valuation, Economic Value of  Equity (EVE) measurement, stress testing, and capital planning activities.

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Education, Credentials and Special Training

• Master of Business Administration, Case Western Reserve University
• B.S., Chemical Engineering, Case Western Reserve University