Dr. Diop brings over 15 years of experience both as a practitioner and an academic in quantitative modeling and risk management in the financial services sector.

He currently heads up a team of quantitative analysts that design, develop, and implement stress testing analytics for US CCAR and DFAST banks (with combined assets over $500 billion). The analytics include credit models to forecast retail, wholesale, operational, and market losses; pre-provision net revenue (PPNR) models; risk-weighted assets (RWA) under various Basel regimes, regulatory capital ratios computational tools, OTTI, OCI, and VaR models, etc.

Previously Serigne was a principal at a hedge fund where he led the research and quantitative modeling desk. He is a part-time professor for the Master of Financial Mathematics Program of the University of Dayton. He earned a Ph.D. and a Masters in Mathematics from the City University of New York.