Josh Goldberg is the founder of Zenos Risk Solutions, bringing more than two decades of experience in model risk management, quantitative modeling, and internal audit across financial institutions, federal agencies, and the Government Sponsored Enterprises (GSEs). He specializes in model development, validation, and governance for credit, capital, and forecasting models. Josh combines deep technical expertise with a practical, regulator-aligned approach to delivering clear, defensible insights.
Professional Background
Josh Goldberg is an experienced quantitative leader with more than 20 years of experience in model development, model validation, risk governance, and internal audit. His career includes leadership roles at JP Morgan Chase and Freddie Mac and key support for the Federal Housing Administration (FHA), Ginnie Mae, Fannie Mae, Federal Home Loan Banks and the Federal Deposit Insurance Corporation.
Before founding Zenos Risk Solutions, Josh served as Practice Lead for Mortgage Finance & Model Development, Validation, and Governance at Summit Consulting LLC. In this role he led multidisciplinary teams spanning data science, econometric modeling, machine learning, and model risk assurance. His work includes credit-risk analytics, loss forecasting, stress testing, and capital modeling with emphasis on mortgage portfolios.
Josh’s background includes a decade in Internal Audit at Freddie Mac, where he was an executive and pioneer of the model specialist group. His focus areas were model risk management, credit analytics, internal fraud, and technical accounting. He has managed full-scope validations across the entire spectrum of models used in banking including automated underwriting systems, property valuation, securities valuation, credit risk transfer, capital and stress testing models.
His work emphasizes transparent communication, strong conceptual soundness, careful documentation, and alignment with bank regulatory expectations.
Approach
Zenos Risk Solutions is supported by a trusted network of independent experts to provide additional capacity and specialized expertise. These professionals are seasoned practitioners with backgrounds at GSEs, federal agencies, major banks, and top consulting firms.
PhD Economists
Forecasting, econometrics, scenario design, and statistical inference.
Data Scientists & Cloud Engineers
Coding (Python, R) Methods (ML, NL) Lifecycle (Deployment, MLOps).
Quantitative Modelers
Credit risk, capital stress testing, portfolio analytics.
Model Risk Specialists
Governance frameworks, SR 11-7 alignment, control automation, audit readiness.
Compliance professionals
Regulatory interpretation, compliance testing, fair lending reviews, policy design, and control gap assessments.
Key Differentiator
Nimble teams based on engagement needs, ensuring depth and continuity without the overhead of a traditional consulting structure.