With nearly 30 years of banking, finance, and risk analytics experience, Chris Henkel has led financial institutions of all sizes to manage financial risks through digital transformation, data science, and business analytics.

Chris began his financial services career as a commercial banker (ABL, corporate, CRE, middle-market, specialty finance) and credit and financial risk management expert for a regional bank in Texas. He brought analytical and quantitative expertise in loan underwriting, credit review, risk modeling, data analytics, and training to essential front and back-office lending activities.

 As a Managing Director working for a New York-based leading provider of financial intelligence and analytical tools, Chris provided over one-hundred financial institutions with extensive leadership, consulting, and ongoing support for SaaS products and risk management services. Chris led large and diverse teams who served as the trusted point of contact and advisors for strategic customers. He developed, sold, delivered, and supported solutions for CRE lending and investments, allowance for credit loss quantification (CECL, IFRS9), credit administration (including policy and process enhancement), risk ratings and modeling, portfolio monitoring, regulatory compliance, and credit risk training.

Chris’ additional activities include authoring articles for trade publications, delivering webinars, speaking at industry conferences, and periodically teaching finance and risk as a guest lecturer at the college and high school levels.

 In addition to four years serving our country in the US Navy, Chris holds both an MBA and a BBA in Finance and Accounting from The University of Texas at Dallas, along with a combined four years of post-graduate study in Banking and Financial Support Services at SW Graduate School of Banking (Southern Methodist University) and Data Science and Business Analytics at the University of Texas at Austin.