Ryan Charest is a seasoned quantitative risk professional with over 15 years of experience in financial services, specializing in credit risk, machine learning, and model governance. He holds advanced expertise in the design, implementation, and validation of models used in credit decisioning, stress testing, portfolio analytics, and regulatory compliance. His career spans senior leadership roles at Wells Fargo, U.S. Bank, JPMorgan Chase, American Express, and Promontory Financial Group.

Ryan has deep experience applying traditional and advanced modeling techniques across the credit lifecycle, including the development of credit scorecards, CECL and CCAR frameworks, capital and CRE stress testing models, and early warning systems. He has also led large-scale initiatives involving model risk management, validation of machine learning models, and implementation of frameworks aligned with regulatory expectations such as SR 11-7, OCC 2011-12, and Basel III/IV.

An applied data scientist and strategic advisor, Ryan brings a pragmatic approach to integrating AI/ML into credit risk and compliance functions, with a strong focus on transparency, fairness, and explainability. He has worked extensively across commercial, small business, and consumer lending portfolios and has helped banks and fintechs modernize their credit and analytics infrastructure while maintaining strong controls and regulatory readiness.

At QRC Analytics Group, Ryan leads engagements focused on solving complex risk, analytics, and compliance challenges—helping clients bridge the gap between innovation and oversight.