Kevin D. Oden is an innovative risk manager and entrepreneur with a strong track record of leading risk teams to the forefront of industry practice. He currently serves on the Board of Directors of the Risk Management Association (RMA) and on the RMA Journal Editorial Advisory Board and the financial technology firm Scienaptic Systems.

During his career he managed small and large teams (as many as 4000) across a number of risk disciplines including market risk, counterparty risk, model validation, risk model development, operational risk, cyber security, financial crimes and compliance. Developed an industry leading practice in model risk management with patents pending on several innovations in system design. Highly successful at building working relationships with business leaders as well as U.S. and foreign regulators.

He has over 30 years of industry experience, including risk management, trading, sales, portfolio management. Superior quantitative background and communication skills provide a unique ability to deliver risk insight to all stakeholders and influence decision making throughout the firm. He was a member of Wells Fargo’s management committee and Asset Liability Committee (ALCO). 

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Dr. Oden was an Executive Vice President and Head of Operational Risk and Compliance within Corporate Risk at Wells Fargo & Co., managing second-line risk activities across information security, financial crimes risk, model risk, operational risk, regulatory compliance risk, and technology risk. Prior to this he was the Chief Market & Institutional Risk officer for Wells Fargo & Co.  

Before joining Wells Fargo in November 2005, he was a proprietary trader at several firms including his own, specializing in the commodity and currency markets. He began his finance career at Goldman Sachs in 1997 working in the risk and commodities groups.

Before moving to finance, Dr. Oden was the Benjamin Pierce Assistant Professor of Mathematics at Harvard University, where he specialized in differential geometry and published in the areas of geometry, statistics and graph theory.

He holds a Ph.D. in mathematics from the University of California, Los Angeles and received bachelor degrees in science and business from Cleveland State University.  Oden has served on the Board of Trustees of the Charlotte Symphony, the Board of Directors of Charlotte Concerts, the interest rates swap committee of the Chicago Mercantile Exchange.

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Publications:

Quantitative Finance in the Post Crisis Financial Environment

Commercial Banking Risk Management, Editor Weidong Tian Palgrave Macmillan 2017

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Credit Valuation Adjustment: Calculation and Risk Management

RMA Roundtable Presentation Fall 2010, New York

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Risk Management, Value at Risk and the Challenges of Correlation  

Risk Capital Conference 2008, Paris

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The Latest Challenges to VaR - Risk Capital Conference 2007, Paris

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Weighted Graph Laplacians and Isoperimetric Inequalities 

Fan Chung & Kevin Oden, Pacific Journal of Mathematics, Vol. 192 2000

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Spectral Gap Estimates on Compact ManifoldsKevin Oden, Chiung-Jue Sung, and Jiaping Wang, Transactions of The American Mathematical Society, Vol. 351 No. 9 1999

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Isoperimetric Inequalities and the Gap Between the First and Second Eigenvalue of an Euclidean Domain

S.Y. Cheng & Kevin Oden, Journal of Geometric Analysis, Vol. 7, No. 2 1997

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Geodesic Estimation in Elliptical DistributionMaia Berkane, Kevin Oden & Peter Bentler, Journal of Multivariate Analysis, Vol.63, No 1 1997