Shor Bowman

Experience

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  NASA Langley Research Center

  Jun 2002 - Aug 2002

  LaRSS Intern

  Worked with a team of summer interns to construct a Cave Automatic Virtual Environment (CAVE) using a clustered PC system for visualization of NASA's DEVELOP Program. Helped construct the unit and composed a technical paper detailing the project.

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  NASA Langley Research Center

  Jun 2003 - Aug 2003

  Langley Research Summer Scholars (LaRSS) Intern

  Led a team that researched policy-oriented decision support systems and decision support tools relevant to the applications interests of the NASA Earth Science Enterprise (ESE). Identified three specific tools for further investigation by NASA and presented findings and progress to NASA directors. Composed a technical paper detailing findings. Part of a team that designed the notional systems engineering architecture to be followed in future DEVELOP Earth science projects.

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  NASA Headquarters

  Jun 2004 - May 2005

  Applied Sciences Intern

  I authored program-level strategic implementation documentation and updated integrated system solutions charts for the 2004 "Earth Science Applications Plan''. Reviewed first-step proposals to a two-step NASA Applied Sciences Program solicitation, recommending them for "Encourage'' or "Discourage'' ratings. Conducted analyses of partnerships and budgetary information across all 268 Step 1 proposals and all 172 Step 2 proposals for presentation to management of the Applied Sciences Program and the Earth-Sun System Division. Supported a series of panel reviews of the proposals by using Microsoft Excel to 1) organize proposal information and 2) create macros for efficiently tallying panelist ratings of the proposals. Show less

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  Lebanon High School

  Aug 2006 - Jun 2008

  Physics and Chemistry Teacher

  Taught physics and chemistry to students in grades 10-12. Students achieved 97% pass rate on Spring 2006 Virginia State Standards of Learning (SOL) test in chemistry. 27% achieved a "Pass - Proficient'' rating. 2 students achieved perfect scores (only 1 other perfect score ever achieved in county). Coached student mock trial team to district and regional championships. Started math club for students interested in taking the Math Level IIC SAT Subject Test and offered after-school PSAT prep.

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  Virginia Tech

  Aug 2012 - Dec 2013

  Graduate Teaching Assistant

  ● Fall 2013 - Instructor for Math 2214, Intro Differential Equations● Spring 2013 - Instructor for Math 2214, Intro Differential Equations● Fall 2012 - Instructor for Math 2224, Multivariable Calculus

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  United States Military Academy at West Point

  Jul 2014 - Jun 2015

  Assistant Professor of Mathematics

  Taught first-year cadets mathematical modeling (discrete mathematics, difference equations, basic matrix theory) and honors' differential equations (first- and second-order equations and systems of equations, basic linear algebra, series solutions methods).

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  EY

  Sept 2015 - Mar 2020

  Assisted the risk management group of a major US bank with the development of a benchmark mortgage default model. Model development was done in Python; model estimation was done in R and SAS, with significant data preparation done in SAS and PostgreSQL. Assisted the group will all phases of the CCAR review process for mortgage credit risk models, including prepayment, default, and modification, as well as loss and severity. Responsibilities included risk dimensions like conceptual soundness and model implementation testing.My work was heavy on data analytics. I used SAS, PostgreSQL, R, and Python to analyze the vast amounts of loan-level time series data from the bank's mortgage portfolio. I used machine learning techniques (e.g., gradient boosting) to perform exploratory analysis on the data as part of my review responsibilities. I wrote several Python scripts to help automate numerous portions of the review process.I've also been contributing to an internal working group researching financial applications of blockchain technology. This has given me exposure to the technical details of blockchain platforms like Ethereum, including public/private key cryptography and the elliptic curve digital signature algorithm (ECDSA). Show less

  • Manager, Quantitative Advisory Services (QAS)

    Oct 2018 - Mar 2020

  • Senior Consultant

    Sept 2015 - Sept 2018
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  JPMorganChase

  Mar 2020 - now

  I worked with the Model Risk Governance and Review (MRGR) group as head of the Digital and Operations team. Previously, I was the Auto (loan and lease) model risk lead, and before that, part of the Home Lending (Mortgage) team. Most of the work I have done involves consumer credit risk (mortgage, auto, credit cards). I've challenged, benchmarked, and assessed models employing a wide range of modeling techniques: linear and linear mixed effects models, logistic regression, survival analysis, random forests, gradient boosting and XGBoost, natural language processing (NLP), and reinforcement learning (RL). Show less

  • Vice President, Applied AI/ML Lead

    Aug 2023 - now

  • Vice President, Model Risk Governance and Review (MRGR)

    Mar 2020 - Aug 2023