Sarah Jiang leads the central model risk function to drive quality and consistency across all model validations enterprise wide, including credit risk, market risk, operational risk, counterparty risk, financial, capital, and DFAST models. Her past experience also includes designing and implementing central validation frameworks for profitability and cost strategy analysis and valued-based risk management. Sarah hold a Ph.D./M.A. in Economics from The Ohio State University, has been published in the Economic Inquiry, and been awarded honors such as Freddie Mac’s Above and Beyond Award and JPMorgan Chase Consume Banking Risk Management Award.