Joe Mattey

Joe Mattey served as Chief Model Risk Management Officer at Fannie Mae and at USAA, where he architected enterprise model risk frameworks across banking, insurance, and investment management operations. Earlier at JPMorgan Chase he led teams building and applying statistical credit risk models across retail home lending, credit card, and commercial mortgage lending.

He has contributed directly to how financial services regulation is designed and operated, serving in both the legislative and executive branches of the federal government. At the Congressional Budget Office he assessed the effects of the Dodd-Frank Act, TARP, and other federal rescue programs. As a Research Officer at the Federal Reserve he analyzed how banking and financial market developments should inform monetary policy decisions.

Joe holds a Ph.D. in Economics from the University of California, Berkeley, where he also taught econometrics as a Visiting Assistant Professor. He has contributed to executive education through the University of Maryland's Robert H. Smith School of Business on AI risk management and governance.

At Dorvelon his work is the quantitative assessment and governance of credit, prepayment, and AI/ML models — the same discipline he ran as a Chief Model Risk Officer, applied for counsel, for agency counterparties, and for the audit functions that review them.