Jonathan Harris, CFA, is an executive leader and experienced quantitative modeler with over 20 years experience in the financial industry. He is currently vice president, manager of non-retail credit analytics, for TD-Bank, leading the modeling of credit risk for TD’s commercial portfolio. Harris previously led the modeling function in the balance sheet management group at Capital One, the modeling function for the capital markets and balance sheet modeling activities at Fannie Mae, and the modeling function for an asset manager specializing in fixed income. In these positions, he has developed mortgage prepayment models, models of bank deposit behavior, derivatives pricing methodologies, interest rate models, mortgage servicing rights valuation models, economic capital models, and valuation and hedging systems. He has a BA in chemistry and mathematics from Johns Hopkins University and a PhD in physical chemistry from the University of Chicago.