Ray Raphy

Previous Experience
  • Vice President, Risk Analytics and Reporting, at Credit Suisse
  • Senior Analyst, Modeling Manager, at GE Capital
  • Risk Management Consultant, Advisory Engineer/Scientist, at IBM

Ray Raphy

Managing Consultant

Ray is a Managing Consultant based in New York at Exiger Analytics, a specialized division that combines cognitive computing with deep domain and systems expertise to deliver the firm’s data-driven solutions and services. He is a trained authority on Risk Data Analytics and Quantitative Analytics.

Ray has considerable experience in Risk Data Analytics, Model Development & Validation, Risk Methodologies & Systems and Risk Reporting.

Ray joined Exiger from Credit Suisse, where he was a Vice President performing Counterparty Credit Risk Analytics and Reporting for the derivatives trading desk. In this role, he primarily focused on risk data analytics of derivatives trades to generate actionable trade recommendations supporting RWA reduction efforts of the bank.

Prior to joining Credit Suisse, Ray was a Senior Analyst/ Modeling Manager at GE Capital where he was a part of the Model Development Center-of-Excellence. He worked on the development and validation of statistical models for portfolio valuation, residual value calculations and CCAR stress testing. Ray also worked on developing the SR11-7 based model risk management framework for GE Capital.

Before Credit Suisse, Ray worked as a Quantitative Risk Consultant with IBM performing risk modeling and analytics work for IBM treasury and ERM teams. He also worked on Development Risk Management for a variety of Systems Technology Group projects.

Prior to the quantitative risk career, Ray worked in Research and Development of Computer chips for IBM Systems Group. Ray holds 7 US patents in the field of VLSI Design from his work in IBM.

Ray has earned Master’s Degrees from the University of Connecticut (MS Financial Risk Management), Manhattan College (MS Computer Engineering), Cochin University of Science & Technology (MS Electronics Science) and Bachelor’s Degree from Mahatma Gandhi University (BS Physics).