Head of Financial Modeling
B.S., Physics and Mathematics, Gettysburg College; Ph.D., Applied Mathematics, Cornell University.
Dr. Henniger is the Head of Financial Modeling at OneWest Bank, a southern California bank with over 25 Billion in assets. He leads a team focused on fixed income portfolio valuation, interest rate risk management, and estimating and stress testing credit risk. From 2008-2011 Henniger was a Sr. Manger and Risk Model Specialist at JP Morgan Chase, coordinating credit risk economic capital modeling and providing independent review of Basel II regulatory capital models. Dr. Henniger has more than ten years of experience building and analyzing quantitative financial models with particular emphasis on models for assessing valuation and risk relating to bank assets and liabilities.