Open to opportunities

Alfred Haugen

@alfredhaugen

Risk & AI governance leader with 25 years in capital markets, model risk, and internal audit, plus an M.S. in Data Science and hands-on ML experience.

United States

Message

What I'm looking for

I’m looking to lead governed AI/ML and quantitative risk initiatives—building predictive models and analytics pipelines, strengthening model risk oversight, and translating monitoring outputs into clear, regulatory-ready decisions for Treasury and capital markets teams.

Over 25 years I've built deep experience across capital markets, Treasury risk, and internal audit, combined with five years of hands-on ML and AI development. That combination lets me sit on both sides of the model lifecycle, building and deploying rigorous quantitative models, and independently assessing them across the full risk pipeline from design and assumptions through sensitivity testing, lookback analysis, and governance.

My financial services career spans trading risk, liquidity, model governance, and regulatory compliance at TD Bank, Capital One, Fannie Mae, and global banking clients at Protiviti. At Capital One I designed a Treasury Risk RCSA framework achieving 90% coverage across liquidity, SR 11-7 model risk, and swap-dealer compliance, eliminating all Medium and High-risk audit findings in year one. At TD Bank I led oversight of 9 high-risk remediation deliverables, identifying 20+ control enhancement opportunities and achieving 100% resolution of audit and regulatory gating issues.

On the data science side, I hold an M.S. in Data Science from the University of Virginia (GPA 3.97) with coursework in machine learning, deep learning, Bayesian modeling, and statistical inference. I've built end-to-end ML pipelines across finance, healthcare, and geospatial domains, and my technical toolkit spans Python, TensorFlow/Keras, PyTorch, Scikit-learn, SQL, BigQuery, and AWS.

I apply this blend of quantitative depth and governance fluency to model risk validation, AI oversight, and analytics engineering — translating complex model outputs into clear insights for senior leadership while embedding controls aligned with SR 11-7, NIST AI RMF, and evolving AI regulation.

Experience

Work history, roles, and key accomplishments

Risk Lead - Liquidity & Treasury

TD Bank

Jan 2024 - Jan 2026 (2 years)

Led a risk and assurance oversight program for liquidity and Treasury, defining assessment methodology and remediation execution plans across high-risk deliverables. Reviewed and challenged model and data supply-chain controls, strengthened liquidity-risk reporting through source-to-report analysis and UAT, and improved governance across six liquidity models.

Risk Assurance Model Governance Regulatory Reporting Data Lineage UAT SIT Testing

Associate Director, Internal Audit

Protiviti

Jan 2014 - Jan 2024 (10 years)

Led internal audit and financial advisory engagements for global banking and asset management clients, applying risk assessment and assurance rigor to capital markets and banking activities. Managed regulatory compliance and remediation efforts using data-driven audit reviews and stakeholder communication to improve control environments and audit readiness.

Internal Audit Capital Markets Regulatory Compliance Stakeholder Management

Manager, Treasury Risk & Compliance

Capital One

Jan 2012 - Jan 2014 (2 years)

Built and embedded a first-line operational risk program for Treasury and balance sheet governance, strengthening risk ownership across liquidity, capital, and balance sheet processes. Designed an assurance framework covering benchmarking, red-teaming, and KRI monitoring for drift and bias, and reduced Medium and High-risk audit findings to improve regulatory outcomes.

TEVV Controls

Principal Auditor, Capital Markets

Fannie Mae

Jan 2009 - Jan 2012 (3 years)

Conducted capital markets audit coverage for a $700B mortgage investment portfolio during the 2008 financial crisis, assessing controls over IRR monitoring, DV01, duration/convexity exposures, and hedging execution. Performed trade and counterparty exposure management reviews for the TBA mortgage trading desk and supported audit readiness through follow-up review work.

IRR DV01 Duration Convexity Analysis Mortgage Trading Controls

Independent Risk Consultant (SOX)

Old Mutual

Jan 2009 - Present (17 years 5 months)

Redesigned risk methodologies and quantitative scoring analytics using Python-based scenario analysis to test parameter sensitivity and refine calibration approaches. Led cross-functional teams across risk scoring, including sensitivity lookback and correlation framework improvements for better risk-based planning.

Quantitative Risk Assessment Python Scenario Analysis Lookback Risk Scoring

Education

Degrees, certifications, and relevant coursework

University of Virginia

Master of Science, Data Science

Grade: 3.97/4.0

Earned an M.S. in Data Science with advanced coursework in statistical inference, machine learning, deep learning, Bayesian modeling, and data engineering.