Lead Modeling Expert
Jonathan Jones is a lead modeling expert in the Enterprise Risk Analysis Division of the Office of the Comptroller of the Currency (OCC). Dr. Jones provides technical assistance on examinations of national banks, primarily focusing on Dodd-Frank Act Stress Testing (DFAST), allowance for loan and lease losses (ALLL), and economic capital models. He joined the OCC in 2010.
Prior to joining the OCC, Dr. Jones worked as a Senior Economist at the Office of Thrift Supervision (OTS), the Securities and Exchange Commission, and in the Office of Tax Analysis at the U.S. Treasury Department. He was an assistant professor of economics at Vassar College and the Catholic University of America. He also taught at Georgetown University, University of Maryland, Johns Hopkins University, and George Mason University as an adjunct professor. While at the OTS, Dr. Jones was a member of several Basel Committee groups including the Trading Book Group, the Risk Management and Modelling Group, and the Research Task Force-Transmission Channel subgroup. Also while at OTS, he served on several banking interagency groups and helped to write the Pillar 2 Supervisory Guidance, the new Market Risk Rule, the Counterparty Credit Risk Management Guidance, and the Interest Rate Risk Management Advisory for U.S. banking institutions. He received his Ph. D. in economics from the University of Colorado.
Dr. Jones’s current research focuses on corporate finance, corporate governance, banking, stress testing, and applied time series analysis. He has served as a referee for many academic journals and has published articles in journals such as Applied Financial Economics, Journal of Corporate Finance, Journal of Empirical Finance, Journal of Finance, and Journal of Financial Research.