Ed Bayer

Global Lead Partner, SAS Alliance, Principal


Ed is the Global Lead Partner for the firm’s global alliance with SAS Institute focusing on leveraging SAS technologies with KPMG services through the use of enhanced analytics and automation to bring industry leading transformational solutions to the market. Ed, with SAS’s Chief Sales Officer and their respective teams, has grown one joint fulfillment of a client need into a global alliance in under three years. With a strong focus on digital transformation, the alliance provides clients with the opportunity to add new analytic capabilities, evolve for the Cloud, manage the analytics lifecycle, and deploy models into operations using SAS’s integrated solutions technology and KPMG’s deep industry and delivery experience.
As a Principal for KPMG LLP in the US, Ed is a member of the Modeling and Valuation group under the Risk Advisory line. With extensive access and relationships with other modeling, analytics, and valuation team members, the Modeling and Valuation group enables collaborative growth and development of joint solutions within the market place.
Professional and industry experience
  • Drove KPMG to Global Platinum Partner status with SAS as of April 2019 bringing broader benefits to all KPMG member firms through the SAS Global Alliance Agreement
  • Expanded SAS Global Alliance into 30+ member firms leveraging the support of KPMG’s Global Alliance Leader Jens Rassloff and KPMG’s Global FRM Leader Fabiano Gobbo
  • Helped to achieve 2019 SAS Partner of the Year recognition for the US and contributed greatly to achieving this status for the South EMEA region
  • Created GTM approach & Implemented SaaS financial solutions to regional and community banks serving as a specialist in assisting financial institutions with accurately interpreting and applying federal accounting guidance
  • Engages directly with C-Suite and Key Risk Management professionals to significantly improve both institution process and methodology using alliance solutions
  • Assessed and developed key model assumptions in credit risk and allowance for loan loss processes such as segmentation, look-back period, loss emergence period, quantitative and qualitative reserve frameworks, risk stratification, migration analysis and PD/LGD frameworks.
  • Advisory
  • Credit risk
  • Financial Risk Management
  • Financial regulatory reform
  • Public Policy and Regulatory Change
  • Risk Consulting
  • Risk Management
  • Strategy
  • Stress testing
  • MBA, Vanderbilt University

  • B.S. in Business Administration, University of Tennessee