Jared Forman
Principal (Non-CPA Consultant)
New York, NY
Industry Focus
  • Financial Services
  • Global and National Financial Institutions
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Service Areas
  • Advisory
  • Risk Advisory
  • Finance & Process Transformation
  • Regulatory Services & Risk Management
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Overview

Jared is the Managing Partner for the New York Office of DHG. He focuses on advising clients in the banking and insurance industries on a broad range of topics within the finance, risk and treasury disciplines. His main areas of focus are stress testing, model risk management, data governance, liquidity risk, operational risk management and regulatory response.

Jared is a trusted advisor to industry in navigating large scale transformative initiatives. He works with the C-Suite to strategize responses to and opportunities stemming from industry change and emerging trends. He began his career advising clients on pension risk issues, performing pension plan valuations and plan designs. He then shifted his focus to the advisory space and leads projects that are both qualitative and quantitative in nature. His combination of actuarial, financial and mathematical background allows him to clearly describe technical concepts related to financial risk and ERM to a wide variety of audiences.

Experience


Professional Organizations
  • Fellow of the Society of Actuaries (FSA)
  • Chartered Enterprise Risk Analyst (CERA)
  • Financial Risk Manager (FRM)
Education

In the Community

Honors

Licenses

Knowledge Share

Business Continuity Management
Publication | Sep 10, 2020
More About | Advisory | Risk Advisory

Risk management is a key component to making informed strategic decisions, protecting reputation and safeguarding the sustainability of any business. Business continuity management is a key facet of risk management and aims to make sure companies are operationally resilient to business disruption to its people, processes and technology.

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Model Effectiveness and Model Risk Management During Times of Crisis
Publication | Jul 02, 2020
More About | Financial Services | Risk Advisory

Large financial services companies are leveraging their models developed for financial projection, customer behavior, risk calculation and other use cases to inform rapid decision-making during this time of unprecedented change. The current health and economic situations, as well as many of the input variables for these models, are changing at a staggering pace and at amplified volatility. Qualitative adjustments or management overlays are increasingly being applied to model outputs when the outcome is not useful or for models that cannot incorporate the unprecedented actions taken by individuals and governments across the globe (e.g., stay-at-home orders, Coronavirus Aid, Relief, and Economic Security (CARES) Act). A postmortem review of the usefulness and accuracy of models during uncertain times will certainly be required.

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LIBOR Transition to SOFR
Publication | Mar 24, 2020
More About | Financial Services | Risk Advisory

LIBOR has been an integral part of the global financial system for decades. Due to its ubiquitous nature, transitioning to alternative reference rates will need careful consideration to limit adverse impacts to the global economy. Regulators, industry working groups and market participants are invested in a synchronized and timely execution of this mandate. Impacts will be felt at all levels of financial institutions, and senior leaders will need to act in these organizations to ensure that effective working groups are assembled to tackle the issues at hand. A call to action has been made, and urgency is needed to accelerate the timeline surrounding LIBOR transformation in preparation for the decommissioning of LIBOR at the end of 2021.

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