Our Philosophy
At Somé Model Risk & Analytics, we operate with a commitment to absolute independence and analytical rigor. Our philosophy is rooted in the belief that model risk management is not merely a compliance exercise, but a critical component of strategic decision-making. We provide specialized consulting that strengthens governance, improves performance, and ensures that quantitative models are built on a foundation of trust and precision. By focusing on conceptual soundness and methodological integrity, we empower organizations to navigate the complexities of modern analytics with confidence and clarity.
EDUCATION
Academic Background
Ph.D.
University of California, Santa Barbara
M.A.
University of California, Santa Barbara
Additional Academic Qualifications
M.Sc. in Agricultural and Environmental Economics
B.Sc. in Agricultural and Environmental Economics
B.Sc. in Mathematics and Physics
The University of Ouagadougou in Burkina Faso.
Founder & Principal Consultant
Mathurin (Matt) Somé, Ph.D.
Matt Somé is the founder of Somé Model Risk & Analytics, LLC, bringing more than 17 years of experience in quantitative risk management, financial modeling, model risk management, and regulatory compliance within the financial services industry.
He holds a Ph.D. in Mathematical Econometrics and an M.A. in Economics from the University of California, Santa Barbara, in addition to graduate and undergraduate degrees in Agricultural and Environmental Economics, Mathematics, and Physics.
Throughout his career, Matt has developed deep expertise in model development, independent model validation, model performance monitoring, stress testing, quantitative analytics, and model governance. His professional experience spans wealth and investment management, market and counterparty risk, enterprise model risk management, operational risk, and regulatory oversight.
His technical expertise includes econometric modeling, Monte Carlo simulation, statistical analysis, forecasting, and advanced programming using Python, R, SAS, MATLAB, and SQL.
In addition to traditional quantitative modeling, Matt has experience supporting the development, testing, and documentation of Artificial Intelligence and Generative AI models, bringing together established quantitative methodologies and emerging analytical technologies.
Through Somé Model Risk & Analytics, LLC, Matt is committed to providing independent, rigorous, and practical analytical solutions that help organizations understand model risk, strengthen governance, improve model performance, and make better-informed decisions.
Analytical Rigor
We deliver specialized consulting and advisory services that strengthen model governance and improve analytical performance through independent validation and quantitative research.
