SUMMARY:

• Fifteen years of experience in Quantitative Modeling and Analytics across Enterprise Confidential, Scenario Design and Expansion, Wholesale and Retail Credit Risk Modeling, PPNR modeling for CCAR/DFAST, Anti Money Laundering, Executive Review and Challenge, Independent Model Review, Model Risk Governance, Regulatory Reporting, Risk Identification, Risk Appetite, Operational Risk Idiosyncratic Events, RWA, Internal Audit, Marketing Digital Analytics and Business Development, Data Mining and Segmentation, etc.
• Demonstrated rich experience in collaborating with cross - functional teams and influencing people at all levels of the organization, setting common goals and delivering according to plans.
• Strong analytical skills and ability to research, analyze and understand client (internal and external) needs, combined with strong creative thinking.
• Strong innovator and driver of change and able to energize others about new opportunities.
• Proven track record of client relationship building, developing and executing innovative solutions for forecasting, mitigating risk and driving profitable growth.
• Tremendous experience in building high performance teams through recruiting, coaching and retaining top level diversified talents.
• Exceptional thought leadership and analytical skills with superb ability to combine business intuition and data analytics to create successful business solutions.
• Well versed in a variety of statistical methodologies, passionate in translating statistical analyses into tangible business results, and able to articulate findings and influence decision making.

PROFESSIONAL EXPERIENCE:

Director

Confidential

Responsibilities:

• Designed the Confidential framework for legal entity specific stress tests including balance sheet and profit & loss estimates for internal stress tests used for capital planning purposes to comply with SR 12-7, SR 15-18, SR 11-7, Reg YY, SR 10-6 and drafted the Confidential Policy approved by the Board.
• Linked Risk ID process to Scenario Creation by reviewing and analyzing material risks identified for the entity to design tailor made BHC macro scenarios.
• Included an internally designed Global Market Shock and layered with idiosyncratic events to ensure the overall BHC Scenarios should be at least as severe as the FRB’s severely adverse scenario.
• Led Enterprise Confidential (EST) WG bi-weekly meeting to ensure proper development of macroeconomic variable projections under the proposed scenarios for application in CCAR/DFAST, regular off cycle stress test, and ad hoc stress test.
• Presented Scenario Recommendation to senior governance committees for approval (Center of Excellence, Risk Co, DBTC Board, DB USA Board).
• Conducted Target Operating Model analysis and proposed planned enhancement based on feedback from the Fed and Group Audit.
• Designed plausibility score for multiple internal scenario options and severity score relative to CET1 capital depletion to ensure the combined capital depletion from macro drivers and idiosyncratic losses must be larger than under the benchmark supervisory scenario and select the desired combination of plausibility and severity.
• Created new methodology for Fed Scenario expansion on a quarterly basis.
• Leveraged sensitivity analysis (PLLL, PPNR, RWA) for scenario rank ordering to better inform the scenario selection process.
• Conducted peer banks comparison and reviewed along with past FRB scenario data to assess the appropriate severity level for the selected stress scenario.
• Aggregated Confidential results from projection owners for Operational Risk, Market Risk, Credit Risk, PPNR, and RWA to have Capital Adequacy Ratios calculated and presented the final review of schedules in the RiskCo.

Director, Review and Challenge

Confidential

Responsibilities:

• Managed team to design the Enterprise Review and Challenge framework to ensure that top-level projections are independently scrutinized for plausibility and consistency.
• Conducted 33 Review and Challenge sessions for both Internal and FRB over the 2015 CCAR cycle, for a total of 100 hours for NIR/NIX, NII and each risk area, namely, retail credit risk, wholesale credit risk, market risk, and ops risk with the defenders from element work stream leadership and challengers being LoB CFOs, and CROs with 371 follow-up items identified.
• Challenged the key drivers of both modeled and non-modeled outputs and improved the quality of projection and documentation greatly and made the process one of the most comprehensive and rigorous undertaken.
• Collaborated with LoBs in establishing their own R&C framework, provided guidance and tools, and shared best practices.
• Assessed the sensitivity of results to key macro variables and assessed any judgmental overlays.
• Reviewed and approved the internal and Federal Reserve Board (FRB) scenario development and expansion.
• Reviewed Pre-Provision Net Revenue (PPNR) team forecast results and Risk Weighted Asset (RWA) forecast results with Global Business teams.
• Coordinated and facilitated central R&C sessions, document the sessions, findings, action plans on issues identified, and ensured appropriate follow-up actions have taken place.
• Facilitated the population of FR Y-14A templates for Balance Sheet and Income Statement for CCAR and ensured data reconciliation between LoBs and Clearview.
• Collaborated with Internal Audit and Model Governance team to identify weaknesses and proposed remediation actions on system control and processes, data and technology, resourcing and program planning, benchmarking and risk management.

Director, Independent Risk Review and Model Risk Management

Confidential

Responsibilities:

• Assessed model development, implementation, use, validation, and governance to be consistent with regulatory guidance (SR11-7).
• Thoroughly examined model development areas based on conceptual soundness, data quality, and testing.
• Ensured comprehensive model risk identification, measurement and mitigation to address the limitation cited in the IMR review of HNAH Model Risk management framework.
• Managed responses and remediation plans from business/model owners and created post review tracking for auditing purposes. Reinforced the remediation implementation.
• Synthesized monthly reporting to monitor projects in CRRI database, IMR Review and Remediation Summary, IMR FRB/OCC reports, Input Data. Consolidated IMR Plan, Aged Findings Analysis.
• Conducted independent reviews of different risk systems and processes in Confidential HNAH. Managed projects and processes.
• Developed and oversaw Confidential / CCAR review plans, regulatory and economic capital.
• Led and directed credit & market risk, AML reviews to ensure risks are identified, measured, managed, and reported timely.
• Engaged in CCAR related reviews (C&I PD LGD Model, Moody’s Latin America PD and LGD Model, NCO, Basel I, II, III RWA Calculator, etc) and the final CCAR submission document.
• Kept abreast of latest regulatory guidance on CCAR and DFAST for model risk management, organization, regulatory and industry changes in the field of risk management and financial industry.
• Identified, interviewed and developed talents for independent model review and built great relationship with business/model owners and colleagues.

Executive Director, Credit Risk Management

Confidential

Responsibilities:

• Built a team from ground up and devoted time to team building and employee development and retention.
• Developed/Implemented processes to support model development, validation, and implementation ensuring industry best practices.
• Applied the loan level default/prepayment models in a competing risk survival framework in Basel II Allocation, Economic Capital Estimation and Confidential (SCAP) / Scenario Analysis.
• Developed AML (Anti-Money Laundering) Risk Rating Models to produce a dynamic, risk based assessment of the inherent AML risk of the Business Banking customer base and identify customers which are believed to pose a heightened risk of money laundering and/or terrorist financing.
• Designed default logistic models for different loan portfolios (HFI, FHA, VA, HE, Agency, etc) to suggest policy changes and identify pockets for expansions and developed innovative tools for underwriting team.
• Incorporated PD, LGD and EAD to predict life-time loss of loans by estimating both default and prepayment simultaneously and built credit, behavior, and forecasting scoring models and conducted sophisticated portfolio analyses for senior management.
• Developed early indicator models for different portfolios by accounting for multiple factors to benchmark performance of new originations.
• Developed survival models for different segments of portfolios to estimate monthly hazard rate and cumulative life time event rate given the competing nature of two hazards (default and prepayment).
• Created the Agency Year 1 to 5 models and forecasted future defaults for correspondent book to project remaining recast risk for repurchase forecasting and settlement negotiation.
• Evaluated and incorporated economic leading indicators such as HPI, Unemployment and Interest Rates in forecasting models and benchmarked credit risk metrics to other institutions.
• Neutralized variables in default models to ensure compliance with Fair Lending regulations and OCC review.
• Interpreted applicable regulations and portfolio reporting requirements and enhanced processes for model documentation for model governance and auditing purposes.

Director, Business Dynamics and Marketing Analytics

Confidential

Responsibilities:

• Strategic Analysis, Modeling & Evaluation
• Improved the understanding of the customers' behaviors, and their drivers and trends through modeling and profiling.
• Supported business cases and implemented plans for key business initiatives and provided key analyses and data-driven insight.
• Helped to develop content for new business pitches and participated in new business presentations.
• Campaign Analysis and Support
• Supported the design and implementation of marketing campaigns.
• Led and owned the design of experiments (e.g. test and control groups) for marketing campaigns, ensuring that a robust framework is in place to evaluate the target performance and the incremental value of different initiatives.
• Supported the evaluation of past campaigns through on-going tracking, customer profiling etc.
• Business Liaison
• Presented the results of data analytics to the wider business audience, ensuring full awareness of opportunities and issues across the business.
• Led analytics portions of internal and client meetings.
• Liaised with key internal stakeholders, partnering with them in the design of marketing initiatives.
• Evaluation and Management
• Proactively identified opportunities to improve working procedures / practices for the team.
• Provided analytical coaching to planners and supported knowledge transfer.

Senior Manager, Risk Management

Confidential

Responsibilities:

• Developed 32 marketing indicators to segment prospects by life style, life stage and personal preference for prospect's database.
• Constructed Online Notification System (ONS) triggers including FICO score, credit line utilization, Size Of Wallet (SOW) migration and integrated them into Account Monitor process to capture changes in customers' credit profiles. Enhanced capabilities to early detect default accounts.
• Synthesized and linked employment and assets information from consumer and commercial databases to facilitate collection from high balance accounts. Increased collection revenue by $10 M dollars in 6 months.
• Devised procedures to identify small business kind of transaction in consumer database for cross-selling small business card.
• Designed mechanism to distinguish illegitimate card users among supp account holders incorporating external data sources. Reduced the risks of subprime lending.
• Worked with consumer and commercial credit bureaus and major rating agencies, evaluated and established preferences of data sourcing into Account Monitor Database.
• Integrated Latin America consumer data for credit card marketing initiative.
• Led 7 project managers through all phases of marketing attributes initiative. Coordinated partnership with major credit bureaus.

Associate Director, Marketing Analytics & Business Development

Confidential, NY

Responsibilities:

• Reported to EVP, WW Analytics & Strategy and presented findings as a basis for strategic decision-making.
• Built key relationships across the enterprise and at multiple levels to promote the analytics agenda.
• Communicated with clients to understand their needs and showcased expertise in providing solutions.
• Thought creatively in pooling resources together and acted strategically in bringing new businesses.
• Drafted analytic components of new business proposals and presented to clients to secure contracts.
• Analyzed data contained within syndicated or proprietary media and marketing databases (MRI, Simmons, PMB, A.C. Confidential, Scarborough Databases, etc.).
• Developed media audience Reach & Frequency models and validated models using multivariate regression.
• Created segmentations for clients using CHAID, Cluster Analysis, and Correspondence Analysis.
• Designed Media Mix (portfolio of media channels) optimizing the return on marketing investment for clients.
• Led analytics team to develop and test business hypotheses and to build and assess quality of models.