Dan Costelloe is SAS certified as a predictive modeler, an advanced programmer, and a business intelligence content developer. He has over fifteen years of experience building predictive models and/or programming for financial service companies. He has worked for and/or consulted at GE Capital, Citibank, American Express, and other companies. His experience includes Basel II, and Comprehensive Capital Analysis and Review (CCAR) stress testing, risk acquisition, logistic regression, econometric time series, Markov models, Monte Carlo, value at risk (VaR), and microfinance. His experience as a clinical trials contract programmer on several occasions at Boehringer Ingelhiem totals about five years.

Although no longer pursing the degree, he passed qualifying exams towards a PhD at Stevens Institute of Technology. His MBA and BBA are both from Baruch College, City University of New York.