About Us

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Katherine Avery is the Founder of Chimayo Consulting LLC, a boutique advisory firm specializing in AI governance, model risk management, operational risk, and regulatory compliance.

Prior to founding Chimayo Consulting, Katherine served as Global Head of Operational Risk at a Fortune 50 financial services firm operating across commodities, securities, and foreign exchange markets globally. In that role she held enterprise-wide accountability for operational risk strategy, governance, and execution across trading and clearing operations in a complex, multi-jurisdictional organization.

Previously, Katherine held senior risk management positions at a global commodity pricing firm and at nationally and state-chartered banks, spanning operational risk and enterprise risk management. Earlier in her career she held roles in credit underwriting and structured finance at a GE Capital and CBRE joint venture, and in financial services advisory at a commercial real estate boutique consulting firm. She has worked across institutions regulated by the OCC, Federal Reserve, FDIC, CFTC, NFA, FINRA, FCA, MAS, BaFin, and other international jurisdictions, with direct experience navigating supervisory examination processes across banking, capital markets, and commodity markets environments. 

Her advisory practice spans enterprise risk management, operational risk, model risk management, AI governance, third-party risk, and regulatory compliance across banking, capital markets, and commodity markets.

She holds a BBA from the University of Mississippi, an MBA from UT Tyler, and the Certified Fraud Examiner (CFE)

 and Certified Risk and Compliance Management Professional (CRCMP) designations, along with certifications in operational risk management and vendor risk management.