SUMMARY:

• the oversight, control, governance and reporting of key business data elements and application of the Basel regulatory rules used in the recognition of collateral for the purposes of exposure offset for Credit and Capital reporting.
• Helped oversee that the collateral engine eligibility rules are in line with Basel guidance.
• Assisted in maintaining control tables associated with credit and capital calculations and Margin Periods of Risk.
• Monitored capital control Key Business Elements and tracked any required remediation efforts.
• Developed control reporting and governance routines.
• Edited and maintained Capital Control Documentation, SharePoint and Issue Tracker.
• Responded to stakeholders, to lines of business and to risk partners in support of collateral eligibility explains.

TECHNICAL SKILLS:

• SAS (Environments: PC, UNIX, Mainframe)
• SQL (Environments: Oracle, SQL Server, Essbase, Teradata)
• C++, Visual Basic.Net, VBA, VBScript, Java, NetBeans, R, Python
• Microsoft Office - Excel, Access, Word, PowerPoint, Outlook, SharePoint
• Document Direct, Monarch, Lotus Notes

EXPERIENCE:

Confidential, Chicago, IL

Risk Analysis Specialist

Responsibilities:

• Responsible for the oversight, control, governance and reporting of key business data elements and application of the Basel regulatory rules used in the recognition of collateral for the purposes of exposure offset for Credit and Capital reporting.
• Helped oversee that the collateral engine eligibility rules are in line with Basel guidance.
• Assisted in maintaining control tables associated with credit and capital calculations and Margin Periods of Risk.
• Monitored capital control Key Business Elements and tracked any required remediation efforts.
• Developed control reporting and governance routines.
• Edited and maintained Capital Control Documentation, SharePoint and Issue Tracker.
• Responded to stakeholders, to lines of business and to risk partners in support of collateral eligibility explains.
• Reviewed and analyzed trends in current population distributions.
• Helped review data filters that assisted Capital, Credit, Credit Valuation Adjustment (CVA) and Margin SME’s in making decisions about trade capture that were needed to calculate the Current Exposure Method (CEM) and Internal Model Method (IMM) Risk Weighted Assets (RWA) needed for Basel regulatory reporting.
• Created weekly, bi-weekly and monthly reporting for the Filter Governance team.
• Used VBA in Excel, Access and PowerPoint to help other colleagues on team more efficiently do research and data manipulation.
• Ran SQL queries to pull data for data analysis, data research and for presentations.

Vice President, Credit and Portfolio Risk Manager Data Analyst, Business Analyst & Project Manager

Responsibilities:

• Performed the functions of a senior data analyst, business analyst and project manager.
• Gathered business requirements and translated into specifications for SAS programmers from a variety of data sources, including data from First Data (FDR).
• Researched appropriate data fields in credit systems, learned about various business processes, and wrote specs for programmers.
• Managed the execution of tasks for monthly and quarterly reporting to the Office of the Comptroller of the Currency (OCC), the Federal Reserve Bank (FRB), and the Federal Deposit Insurance Corporation (FDIC) via Argus Information and Advisory Services. This information was used for FR Y-14M and FR Y-14Q CCAR reporting.
• Validated programmer’s work using PC SAS or SAS EG (in a UNIX environment) prior to turning over to separate QAQC team.
• Used Access VBA and Excel VBA to efficiently perform reporting tasks and to make process improvements in the department.
• Built stakeholder relationships to gain thorough knowledge of their processes and understand the pertinent technologies.
• Worked with collections, risk management, audit and risk policy management to ensure auditable capture and reporting of errors and exceptions within collections operations and consumer credit systems.
• Managed and performed overall Systems Development Life Cycle (SDLC), which included project planning, requirements analysis, system design, development, integration testing, and implementation for a dynamic set of projects for the Customer Data Intelligence Analytics team.
• Facilitated JAD sessions between cross-functional groups.
• Conducted regular status meetings and provided appropriate management reporting.
• Managed projects that involved Reject Inference Analysis, Disparate Impact Analysis, AML, and Big Data.

Development Analyst IV Team Lead (Data Analyst & Business Analyst)

Responsibilities:

• Responsible for coordinating, analyzing and supporting process improvement efforts in the enterprise to reach performance targets or enhance business practices.
• Facilitating, analyzing and/or documenting business processes and providing advanced-level coding, analytics, data mining of enterprise data utilizing tools such as SAS, Teradata, SQL Server or Access to assist with the decision-making process.
• Work closely with business and technical areas to collect/define requirements associated with operational efficiency within the enterprise and translate them into functional design documents.
• Provide business and technical recommendations or solutions for assigned projects.
• Presenting information to small or large groups and preparing documents such as requirement analysis, written presentations, and executive summaries.
• Automated processes using VBA and VBScript for Excel, Access, Internet Explorer, Document Direct, Monarch, Teradata, and SQL Server.
• Trained a staff of 20+ on VBA and VBScript automation techniques to help make the department more efficient.

Data Analyst & Business Analyst

Responsibilities:

• Supported “ Confidential ”- an online product that facilitates and efficiently processes import/export, supply chain, purchase order and invoice transactions.
• Gathered, coordinated, presented and analyzed data / information to produce ad-hoc and regular reports and presentations.
• Performed system testing in the SIT, UAT, Pre-Production and Production environments.
• Used VBA in order to automate processes (via Excel, Access, PowerPoint, and Internet Explorer) and SQL for ad hoc queries from Oracle databases (reduced month-end processing time from 10 days to 3 days).
• Developed Excel VBA applications for large US client that enabled them to track their Documentation Presentations, Days Sales Outstanding, Cash Flow, and Bank Fees for Export Letters of Credit and Direct Collections (reduced report generation time from 5 days to 2 days).
• Developed Excel VBA application for large Asian client that converted their XML files into a format that could be read by the back office system.
• Developed Excel VBA utility for text file conversion for Bolero banking application.
• Developed Excel VBA application for reinsurance client to assess whether new state insurance filings were necessary because of changes in parties associated with letters of credit.
• Developed Access VBA application for large Canadian client to track and reconcile their supply chain finance transactions.
• Managed 2 Data Analysts and participated in hiring decisions.
• Performed data analysis for merger and acquisition activity between Confidential- identified clients and assessed the impact of client movement between these banks.
• Reviewed and revised business requirements documents, wrote process documents for IT audit and wrote procedure documents for monthly reports.

Senior Operations Analyst

Responsibilities:

• Updated monthly and quarterly Claims Metrics reports for worker’s compensation claims.
• Responsible for reports for Case Management, Cost Management, SIU and External Clients.
• Generated ad hoc reports as needed for different departments and created pivot tables.
• Used Access, Excel, PowerPoint, VBA and SQL on Oracle databases.

Actuarial Analyst

Responsibilities:

• Chase Insurance was sold to Protective Life in Summer 2006.
• Verified if all Chase Insurance policies were accurately reinsured according to the appropriate reinsurance treaties in place and interacted with reinsurers regarding ceded business.
• Processed weekly, monthly, quarterly and annual reports.
• Reviewed and reconciled monthly incurred premium report from TAI - Life Reinsurance Systems (TAI) with accounting summaries.
• Input treaty information onto TAI according to reinsurance guidelines.
• Participated in internal and external audits.
• Used SAS on mainframe to generate ad hoc reports as needed.
• Developed Excel VBA applications for reinsurance litigation billing (recovered $1MM in back payments), weekly and monthly reinsurance processing (reduced weekly processing time from 5 days to 3 days) and ad hoc reinsurance projects.
• Updated a Excel VBA macro for the nonforfeiture requirement for Chase life insurance products
• Used Tillinghast Actuarial Software (TAS) to do a study of Chase’s Preferred Plus Annuity product and Chase’s Return of Premium products.
• Used Excel to do a rate comparison between Chase’s current term life products and new term life products.