Director, Head of Risk Modeling and Development
Anthony Mancuso is Head of Risk Modeling and Decisioning in the RQS division of SAS. In that capacity, he has ultimate responsibility for market strategy, product requirements, project implementation, and advisory consulting for all Risk solutions relating to model development, deployment, modeling and governance. In addition, he works closely with internal and external colleagues to develop product pipeline, support presales activities, and provide training and knowledge transfer. An experienced and polished speaker, he possesses the ability to communicate complicated ideas to a variety of audiences – from laypersons to experts – in multiple roles.
Anthony has worked at SAS since 2003, in a variety of roles. Initially an educator for risk solutions and econometrics, he moved to Research and Development, where he became a technical lead and development manager. Moving to a customer-facing role, Anthony participated in and led multiple projects around the globe, including model development and calibration, stress testing, market risk, IFRS9/CECL, and IFRS17. In general, his experience spans credit risk, stress testing, ALM, regulatory capital, and general risk analytics.
Anthony has a Masters in Statistics and PhD in Economics (econometrics concentration), both from North Carolina State University..