Sam Chen

As a Quantitative Risk Consultant at Darling Consulting Group, Sam has validated a variety of models for large financial institutions—including BSA/AML, fraud, CECL, stress testing, and risk rating models. Sam has extensive experience working with statistical and machine learning models, which includes evaluating “black box” models that banks are increasingly relying upon. Sam is also the lead developer for DCG’s community bank credit stress testing models. He has 15 years of model development and validation experience in the banking industry, with the past 10 years at DCG.

Before arriving at DCG, Sam served as a Senior Consultant at SunGard (later acquired by FIS), where he developed models for credit and interest rate risk that were implemented into SunGard’s software. Sam also designed custom model selection algorithms for PD and LGD models, including a suite of models implemented at a top 15 U.S. bank (by asset size).

Sam graduated cum laude with a bachelor’s degree
in Economics with Mathematical Applications from Princeton University. While at Princeton, he was the recipient of the John Glover Wilson Memorial Award for his thesis studying the economics of bargaining.