Statistical Data Modeling

Dr. Hakan Gogtas has over fifteen years of progressive banking and consulting experience in all three lines of defense for model risk management. Currently, he is head of the Americas Model Validation Team at Deutsche Bank. Prior to joining Deutsche Bank, he was leading the model and market risk management teams in the Internal Audit Group for American Express. He also led the credit risk and Comprehensive Capital Analysis and Review (CCAR) modeling team at State Street Bank. Prior to this, he was a manager at PricewaterhouseCoopers where he led advisory and audit engagements for financial institutions. For the past five years, he has lectured graduate-level statistical courses and is an instructor for the Data Science Program at Harvard Extension. He was awarded his PhD degree in statistics from the University of Pittsburgh and obtained a master's degree from the University of Michigan.