Consultant, New York

SUMMARY

CCAR/DFAST Methodology, Risk & Control SME, CCAR - DF Change Risk Auditor, Portfolio Compression
EPS/IHC/BHC Credit & Market Strategic Risk, Scenarios, VaR, Model Validation/AFA/PPNR
IB-Middle Office- Program Manager-Volcker, Data Warehouse, SDLC,UAT-PROD-BAU data manager, BA-Rates, Model Validation- IRD, EQD, CLO’s, MBS, CDO’s, Asset Allocation, Pricing & Attribution, CVA
Chief Risk Officer- Market, Credit, Operations Risk-Asset Management, Private Banking, Audit, Regulatory, Compliance, FRTB
FI Chief Dealer-Manager 4- Prop traders, USTs, futures, options, derivatives, budget $10 million

PROFESSIONAL EXPERIENCE

Confidential, New York

Consultant

Responsibilities:

Interview CCAR Scenario, 14A, 14Q - Workstream Risk Managers; map their processes and controls; provide guidance & advice on how to structure risk & control documentation for CCAR
Constructed CCAR audit trail across all risks using ARIS Designer/Architect

Confidential

Consultant

Responsibilities:

Design, scope, and execute Model Risk Validation Audit program for teh FHLB; validate 4 models
Complete 2017 Model Audit Review across all high risk models, develop model audit review process
Model Validation Auditor for model risk review responsible for validations across MO, LOB & MRMG; challenge & analysis for tiering; model risk code, methodology, and concept review
Perform model validation on 6 vendor models, SAS, Excel & Bloomberg; Model Risk Audit plan
Write queries, develop issues & remediation related to LOB, Acting Reviewer, MRMG & External Validation, engage stakeholders to improve documentation and audit processes
Advise Audit Management on best practices for risk and control for MRMG, direct audit method execution related to Model & Non-Modeled work streams; prepare work papers & audit reports

Confidential, NY

Consultant

Responsibilities:

SME responsible to initiate, direct, and improve CCAR methodology & process documentation for Models, Scenario Analysis, 14A-14Q- RWA-PPNR, SAS & Excel
Design, develop a CCAR Audit PMO function across all Santander CCAR/IHC/EPS Risk; challenge risk controls; construct automated EXCEL filters for risk-weighted CCAR processes, 14A-PPNR
Develop and challenge warehouse credit exposures, BRDs & FRDs; UAT/PROD recons; SQL. Excel

Confidential, NY

Consultant

Responsibilities:

ORM control review; define firm-wide risks wif SMEs; Bloomberg, EXCEL, WORD, PRISM, VaR
Manage teh UAT/PROD development & testing of teh Volcker Tool, and data warehouse
Initiate, instruct, document global trading compliance for teh Volcker Rule
Rewrite all Risk Policies & Procedures for Dodd Frank, draft CVA and VaR limits for trading

Confidential

Consultant

Responsibilities:

Design and execute audits for Dodd Frank and teh Volcker Rule in Compliance
Responsible for all risks, reviews, audits, for asset management, B/D, insurance company, fund-to-funds, infrastructure
project lending, pensions, Treasury Naira/USD funding
Conceive & write risk control reviews for all SSTB six-core businesses for Risk & teh FRB-Boston
Work wif businesses to monitor and analyze their risk exposures for Basel II, 2.5, CVA, Volcker