Christopher Gousios
Senior Manager & Vice President
Balance Sheet Analytics and Modeling • PNC Bank
About Me
I am a quantitative analytics senior leader with over 8 years of experience driving enterprise-level model development, CECL/CCAR regulatory compliance, and M&A due diligence.
Currently serving as a Vice President and Senior Manager, I specialize in bridging the gap between complex technical modeling and overarching business strategy. I am passionate about modernizing legacy risk processes, having recently directed AI-driven process automations and established Day-1 reserve estimates for multi-billion dollar commercial asset portfolio acquisitions.
Beyond the numbers, my true drive is building and scaling high-performing teams. As the Executive Sponsor for a large-scale Quantitative Development Program (QDP), I direct the recruitment, rotational deployment, and strategic placement of 30-50 analysts annually. By focusing on mentorship and rigorous technical development, we have consistently achieved a 95%+ full-time placement rate, successfully cultivating the next generation of quantitative talent.
Outside of the office, I tend to approach my hobbies with the same analytical mindset. Whether I am developing statistical models to optimize NCAA tournament brackets, engineering smart home automations, or perfecting the precise variables of sourdough and slow-smoked meats, I am always looking to improve processes. I am also deeply committed to community leadership and humbly partner with Nica Angels for international mission work in El Transito, Nicaragua.
Core Competencies
Professional Experience
Senior Manager, Balance Sheet Analytics and Modeling (Vice President)
Apr 2022 – Present- Directed credit loss due diligence for the First Bank acquisition, establishing Day 1 reserve estimates for the $6 B CRE portfolio to support executive M&A decision making.
- Devised and pitched long-term risk management strategies for newly acquired small business CRE exposure including specific adjustments to underwriting and risk rating guidance.
- Lead cross-functional QA/QC team responsible for reviewing and ensuring reasonableness of ACL and Stress Testing forecasts for $50 B commercial asset exposure; all related validation issues have been closed with no new findings in four years.
- Coordinate development and piloting of AI-driven QA agent to automate code review and issue documentation, projected to eliminate 15-20 hours of manual review per quarter.
- Spearheaded automation initiatives for model monitoring, achieving 100% automation of quarterly KPI reporting and eliminating 80 hours of manual processes per quarter.
- Develop statistically sound, economically intuitive qualitative reserve adjustments and model overlays to account for risks not well captured in model methodologies.
- Present CECL ACL Committee materials to key stakeholders, successfully defending methodologies and loss projections to senior credit and line of business executives, risk management reviewers, Accounting Policy, and regulators.
- Perform independent review of SEC filings and Investor Relations disclosures to safeguard enterprise reputation and ensure regulatory compliance.
- Provide clear, transparent, and timely responses to internal and external audit requests related to models or CECL/CCAR loss projections, maintaining zero critical findings for five years.
Executive Sponsor, Quantitative Development Program (QDP)
2025 – Present- Serve as the Executive Sponsor for the program, overseeing recruitment, rotational deployment, and final placement of 30-50 analysts annually across Balance Sheet Analytics and Modeling.
- Mentor both QDP analysts and rotation managers, cultivating a culture of excellence that drives early career quantitative development and maximizing talent retention.
- Direct end-to-end program operations, managing the annual talent budget and aligning analyst rotations with the bank’s key strategic initiatives and modeling priorities.
- Drive the sustainable expansion of a high-performing BSAM talent pipeline, consistently achieving a 95%+ full-time placement rate into advanced analytics roles over past three years.
- Design the summer intern capstone project, evaluating technical performance and incorporating managerial feedback to support full time QDP offers upon degree completion.
Consultant, Quantitative Analyst and Model Development
Apr 2020 – Mar 2022- Validated and challenged quarterly CECL and semi-annual CCAR/DFAST model projections across CRE and Small Business portfolios, ensuring rigorous forecasting accuracy.
- Executed semi-annual performance monitoring and back-testing for existing model methodologies to proactively identify out of time model deterioration.
- Built BSAM’s first Probability of Default (PD) module for off-balance sheet CMBS loss-sharing exposure, closing a critical modeling gap.
- Upgraded Monte Carlo simulations used in CRE property level NOI projections, significantly reducing forecasting errors under quickly evolving market conditions.
- Authored model governance documents, such as model documentation, for Model Risk review.
- Reduced CRE model validation methodology issues by 75% through targeted model changes.
Senior Developer, Quantitative Analyst Model Development
Apr 2018 – Mar 2020- Collaborated on the development of BSAM’s first snapshot hazard Probability of Default (PD) model for the CRE loans.
- Optimized model accuracy by applying advanced statistical techniques, such as LASSO regression, for rigorous variable selection.
- Conducted comparative performance analyses between two-stage Loss Given Default (LGD) and structural models to drive optimal methodology selection.
- Implemented and deployed CECL forecasting engines for the CRE and Small Business portfolios.
Education
Master of Science in Financial Mathematics
North Carolina State University • Raleigh, NC
Bachelor of Arts in Economics, Mathematics, and Computer Science
Hastings College • Hastings, NE
Men’s Soccer; NAIA Scholar-Athlete Recipient
Interests & Hobbies
Smart Home Automation
Building and scripting local intelligence configurations, sensor networks, and custom dashboard layouts.
Sourdough Baking
Perfecting hydration ratios, wild yeast fermentation schedules, and heat transfer profiling.
Slow-Smoked Meats
Exploring structural thermodynamics of smoke chambers, wood composition burns, and low & slow briskets.
NCAA Bracket Analytics
Constructing custom probability models and simulation trials to optimize bracket picks.
Community Service
Supporting international mission deployments with Nica Angels in El Transito, Nicaragua.