Gary D'aquilla
About Gary D'aquilla
Gary D'aquilla is the Vice President of Operational Risk at Massmutual Financial Group, with extensive experience in risk management and predictive modeling.
Current Role at MassMutual Financial Group
Gary D'aquilla serves as the Vice President of Operational Risk in Enterprise Risk Management at MassMutual Financial Group. Based in Springfield, Massachusetts, he is responsible for overseeing operational risk management initiatives. His role involves designing and maintaining risk governance frameworks to safeguard the company's operational integrity.
Previous Experience at Genworth Financial
Gary D'aquilla has a rich history with Genworth Financial, where he held several key roles. From 2004 to 2007, he worked as a Quality Leader in Richmond, Virginia. Prior to this position, he served as Vice President at the same company from 2002 to 2007. His responsibilities included leading various risk management projects and initiatives that contributed to the company's stability and growth.
Career at GE
Gary D'aquilla's tenure at GE saw him occupying significant roles such as Six Sigma Master Black Belt in Supply Chain Operations and Vice President of Operational Risk in Boston, Massachusetts. During his time at GE from 2000 to 2002, he specialized in implementing Six Sigma methodologies and managing enterprise risk. His efforts were instrumental in optimizing supply chain processes and enhancing operational risk management.
Education and Academic Background
Gary D'aquilla has a solid academic foundation with degrees in Mathematics and Statistics. He earned his Bachelor of Science in Mathematics from Fairfield University, where he studied from 1974 to 1978. He also holds a Master of Science in Statistics from Union College. His educational background underpins his expertise in risk analysis and predictive modeling.
Risk Management and Analytical Expertise
Gary D'aquilla possesses extensive experience in risk management, particularly in designing and managing GRC platforms like Archer. He specializes in latent risk identification, predictive modeling, and customer segmentation analyses. His skill set includes economic capital modeling, operational risk appetite modeling, stochastic simulations, and stress testing techniques, such as reverse stress testing. Additionally, he has led initiatives in in-force product reviews, securities lending programs, and catastrophic risk analysis.