Built by the people who built the industry's CRE risk models.

Matt has spent his career building the credit risk models that banks, regulators and institutional investors rely on. As co-founder of Foresight Analytics, later acquired by a leading CRE data and analytics provider, he was the architect of the CRE default model that became the industry benchmark for credit risk in commercial real estate lending. He went on to lead the design and launch of the bank portfolio analytics and stress-testing platforms that financial institutions use to analyze their loan books, from commercial mortgages to construction loans.

After the financial crisis, Matt testified on bank stability before the Congressional Oversight Panel for TARP. His analysis has appeared in The Wall Street Journal and American Banker. At Financialyst he leads client relationships and the credit-model roadmap. He holds an MBA from the University of California, Berkeley, and a BA in German Literature from the University of California, Santa Cruz.

JP has spent his career building the models that banks, investors and trading desks run their businesses on. He has led quantitative teams that developed and extended a widely used suite of CRE risk analytics, including default, loss, valuation and pricing models, built front-office trading and valuation models for structured credit, and designed CCAR, DFAST and PPNR forecasting models and stress-testing programs for global banks.

At Financialyst he leads product and engineering and stays close to the work, from the data pipeline to the cash-flow, credit and pricing models and the API that exposes them. He pairs traditional econometrics with machine learning to sharpen CRE risk forecasts, while keeping every model explainable under the Federal Reserve's SR 11-7 model-risk guidance. He holds an MBA in Finance and Accounting from the Indiana University Kelley School of Business and a BS in Electrical Engineering from the Indian Institute of Technology, Roorkee, and is a CFA charterholder and certified FRM.