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Masayoshi Shibata is a seasoned professional in quantitative risk modeling with extensive experience at Santander US and Santander Holdings USA, where roles included Senior Associate and Sr. Associate, focusing on auto loan loss component model development and IFRS9 models among other initiatives. Prior experience includes work as a Quantitative Risk Analyst at Santander Bank, developing Probability of Default and Probability of Payoff models for CCAR, and serving as a Graduate Student Instructor at the University of Delaware. Masayoshi Shibata holds a Doctor of Philosophy in Econometrics and Quantitative Economics and a Master's Degree in Economics, both obtained from the University of Delaware.