Mark Williams
Vice President of Analytics
As Vice President of Analytics for Interthinx, Mark Williams leads the team that continues to refine Interthinx credit risk models and derivative product offerings. He brings over 30 years of experience in credit risk modeling and asset liability management with large, international financial services institutions, including Bank of America, Wells Fargo and Chase.
His deep experience, his attention to detail in modeling, and his emphasis on model outcomes that translate directly to business actions are great assets as he directs a team working to change the way the industry performs risk analysis on pools and at the loan level.
Previously, Williams served as President of VaRisk, Inc., a firm that provides software development, credit risk management, and asset liability management consulting services to financial services providers. He has overseen a number of projects, such as providing Wells Fargo Consumer Credit Group with VaRisk's prototyping system and creating a Monte Carlo simulation system for SunTrust Mortgage.
After 20 years at Bank of America, Williams left his position as vice president and manager of domestic fixed income research in 1999 to join VaRisk. He has also served as vice president of credit risk modeling for Andrew Davidson and Company and vice president of product management for LoanPerformance.
Williams earned his Bachelor's degree in Inter-American Studies with an emphasis in Business Administration from the University of the Pacific. He also completed coursework for an MBA in Finance from the University of California at Berkeley.
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