COMPANY

About Our Company

Montana Analytics is a consulting firm of experienced Data Scientists focused on quantitative modeling and risk analytics. Since 2002, we have successfully served the banking and financial industry with innovative risk modeling solutions. Our team has over 80 years of experience in Risk Management, retail consumer credit, mortgage and wholesale-commercial risk modeling.

We provide exceptional service focused on advanced analytical solutions. We achieve this by utilizing our deep industry experience, keeping our focus keen and our perspectives fresh and objective.

Our proprietary Model Validation Program has been used successfully for over a decade and has allowed us to cover virtually all current vendor risk models. In addition, we have independently validated hundreds of in-house risk models at dozens of banks, large and small.

Our experience with credit and market risk management coupled with rigorous econometric analytics is our competitive advantage. We provide model risk management, analytical model development and asset valuation solutions.

We focus on solutions for CECL/ALLL, ALM, MSR, market risk, credit risk, consumer/retail, commercial/wholesale and Stress Testing, DFAST/CCAR, PPNR.

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Montana Analytics Services & Solutions

Why Choose Us?

"Clayton and his team at Montana Analytics have consistently provided high-quality work that is unparalleled by other Model Validation firms I have worked with. The depth of knowledge present within his organization results in a comprehensive and detailed end-product. These factors, along with consistent and personable service make working with Clayton a wonderful experience."

Benjamin Lee

CFO, SVP Capital Markets at PNC Bank

"Combining a wide scope of system development knowledge and a deep understanding of the mortgage industry, Clayton helped us develop a risk management framework still in use at our broker-dealer unit today. This included market risk, OAS, prepay and VaR sensitivities as well as MBS/ABS pricing and credit risk management. "

Arnold Chu

Treasurer, Asian Financial Society CFA

"I've utilized Clayton on several engagements. He and I also used to work together at a former employer. He and his firm provide hands-on expert results. He keeps his overhead low and provides excellent value for his cost."

Gregor McDonald

Executive Director Core Modeling, JPM Chase

"Montana Analytics provided guidance and analytical expertise as we developed and implemented our Model Validation Program. Their knowledge of statistical modeling and ability to provide independent advice has been invaluable. "

Mike Van Erdewyk

Managing Director, Enterprise Risk Management, GMAC-RFC

Leadership Team

Clayton Botkin

President and CEO

Clayton brings over 25 years of analytical risk management experience in primary and secondary mortgage markets with specialization in credit and market risk management and quantitative modeling.

He has deep experience with statistical development, model validation and program implementation at numerous banks. He has a proven record developing analytical solutions using best practices, econometric methods, quantitative finance, building teams and solving complex problems.

Clayton holds a BS and a Masters degree in Applied Economics from VPI & SU.

Jim Van Osten

Managing Director

Jim brings over 18 years of analytical risk management experience in credit risk, market risk management, liquidity risk, asset valuation, and securitization across all fixed-income products.

He has deep experience with securitization, model validation and project management of complex tasks at numerous financial institutions. Jim combines his experience at large banks and Big Four consulting to see the big picture. He has a strong record in developing analytical solutions, managing teams, and solving difficult problems.

Jim holds a BS in Applied Statistics from RIT and has passed the Level 2 CFA exam.

Lyoubomir Mirtchev

Senior Financial Engineer

Lyoubomir (Lubo) brings 15 years of analytical experience as a Senior Financial Engineer. He has conducted numerous complex model validation examinations focused on ALM, market risk measurement, loan valuation, securities and derivative valuation as well as DFAST, PPNR, credit loss and prepayment forecasting for residential and commercial assets.

He has years of experience covering fixed-income structured finance and due diligence for a variety of fixed-income asset types including specializing in modeling of Agency and Non-agency MBS. In addition, he has project management experience in the construction and real-estate areas.

Lyoubomir is a CFA charterholder and holds a BA in Business Administration and an MBA in Finance, Statistics and Information Systems from the Stern School of Business at NYU.

Liz Botkin

IT/Office Manager

Liz brings 25 years of analytical, accounting, IT, logistics and project management experience. Her high-energy approach manages our back office, accounting, insurance, legal and web IT.

Following a number of years working at Freddie Mac, she helped develop and coauthor a residential loan, loss mitigation optimization system for which she shares a patent.

Liz holds a BS in Accounting, an MBA and maintains CPA and PMP certifications.

Don Wilson

Advisor, Retired

Don provides over 30 years of model development and risk management experience in the mortgage space with specialization in mortgage credit scoring, subprime risk management, statistical development, and advisory services. He is a pioneer in the area of credit risk scoring solutions. Don is retired and a very active fly-fisherman somewhere in Montana.