SUMMARY

• I have been creating and evaluating econometric and statistical models for over 25 years. This includes my time in graduate school and in the financial services sector, as well as the retail sector. I am a macroeconomist by education who enjoys explaining the interaction between macroeconomic variables and the “real world”. My experience has been concentrated in risk management and customer analysis. I have worked with both senior level executives and interns.
• My most recent experience has been in model validation. I have evaluated credit risk, forecasting, and anti-money laundering models. These models were developed both in-house and by vendors. I have worked with Moody’s multiple times.
• I truly enjoy explaining complicated concepts to others and watching the “light bulb” go off to speak. I also enjoy learning new techniques and concepts, while exploring options of which I have been unaware. I pride myself on my integrity and thoroughness.

TECHNICAL SKILLS

• Credit Analysis;
• Risk Management;
• Stress Testing - both CCAR and internal;
• Creation and maintenance of relationships across the enterprise;
• Large relational dataset manipulation (ex. Teradata);
• Extensive utilization of governmental and proprietary databases (FRED, FDIC, Bureau of the Census, BEA, Moody’s Data Buffett)
• Summarization of regulatory data, stress testing results, and economic data into succinct presentations for Senior Management and Leadership;
• Modeling - Including but not limited to: Logistic Regression; Decision Trees; Neural Networks; and Time Series Analysis (ARIMA);
• Communication of complex concepts and models to audiences with various degrees of statistical and/or econometric knowledge;
• Model Validation
• Experience with SAS, SPSS, Clementine, KXEN, SQL (Informix, SAS, Teradata’s Queryman), Moody’s/KMV GCorr, and Credit Monitor, Access, Excel, Word, PowerPoint, Retail Link, Anysite, Mood’s Data Buffet and Economic Model (Scenario Generator).

PROFESSIONAL EXPERIENCE:

Model Validation Analyst

Confidential, Atlanta, GA

Responsibilities:

• Assess the completeness, accuracy, and appropriateness of the model documentation;
• Assess the integrity and appropriateness of the data used to estimate the model;
• Review and assess the model assumption and limitations, and ensure that all are accounted for in the model document;
• Assess the theoretical soundness of the model methodology, relative to its intended use;
• Assess the technical soundness of the model estimation methodology;
• Perform outcomes analysis;
• Review implementation of the model for completeness and accuracy;
• Assess the effectiveness and design of the model performance monitoring plan.
• Assess the effectiveness and design of change and assumption management processes, as well as operational controls.

Stress Testing Analyst

Confidential, Bloomington, IL

Responsibilities:

• Created the Leading Indicators Report to include more informative variables and explanations for use by the Board of Directors, Bank Executive Risk Committee, and other interested parties. Between publication dates, I monitor macroeconomic events and their effects, such that mitigating actions can be taken, if necessary.
• Keep apprised of all regulatory changes (Federal Reserve, FDIC, OCC) that affect State Farm Bank and disseminate the information to Senior Management in a comprehensive manner, such that we remain in compliance with regulatory pronouncements at all times.
• Selected and defended the internal scenarios to Senior Management for use in the 2012 Stress Testing process.
• Create presentations for the Board of Directors, Bank Executive Risk Committee, regulators are other interested parties.
• Created and improved Stress Testing by moving the process to include dynamic production models. I did this by creating time series (ARIMA) models which forecast business production, using macroeconomic variables.
• Prepare DFAST documents for submission to OCC for regulatory Stress Testing;
• Assisted with the installation of the quality control checks during the 2012 Stress Testing process, and the compilation of documentation to be used as the benchmark for future versions.
• Worked with Stress Testing partners to document their responsibilities and ensure that they receive the necessary inputs such that they are able to perform those duties and move to the next step of the process.
• Utilized Moody’s Economic Model - Scenario Generator to create custom scenarios for use in the 2013 Stress Test.

Independent Model Validation Analyst

Confidential, Charlotte, NC

Responsibilities:

• Utilized the correct development dataset for the line of business;
• Utilized the correct type of modeling process;
• Derivation was statistically correct and logical;
• Documentation contained all of the necessary information;
• Were thoroughly understood and could be replicated.

Research Expert

Confidential, Bentonville, AR

Responsibilities:

• Partnered with various departments within Wal-Mart to create models that forecasted sales, demand and optimal pricing.
• Created a model which forecasted the effects of the 2008 Economic Stimulus Package on sales at both Wal-Mart and Sam’s Club. This analysis was included in presentations to the Board of Directors and Senior Management. Purchasing decisions were made based upon the forecasts. (Accuracy rate was greater than 98%) Analysis of sales data from the distribution period was provided to the University of Kansas for use in a project.
• Created neural network models for use by Modular Automation/Space Planning. These were to be used to determine the appropriate products for specific stores, based upon each store’s demographics and sales history.
• Validated an outside model used to determine Markdown Optimization.
• Began the creation of time series models to improve the accuracy of the Customer Service Scheduling system. The forecasts were to be used by the Global Associate Scheduling team and store managers.

Statistics & Modeling Technical Consultant

Confidential, Charlotte, NC

Responsibilities:

• Validated statistical methods used by KPMG in the creation of the first edition of the migration model for First Union.
• Analyzed and evaluated KMV’s GCorr application, as used in Portfolio Manager for capital calculations.
• Served as internal support for KMV’s Credit Monitor application.
• Member of Wachovia’s pilot Diversity Leadership Team. The goal of the Team was to increase diversity among Wachovia’s staff.
• Partnered with various lines of business, such as the Deposit Products and Wholesale to create models which forecasted various internal and external series.
• Models created forecasted the future performance of portfolio products, expected loss or loss given default of small business or commercial loans, or linked specific customer attributes to certain behaviors. These models often utilized macroeconomic variables and theory.
• They were utilized for risk management (both unallocated and allocated reserves) and stress testing purposes, or to ensure the feasibility of expected target growth rates within the lines of business.
• Assisted in the compilation of quarterly packet presented to the Allowance for Loan and Lease Losses Committee.
• Enhanced industry groupings based upon SIC codes used in both First Union and Wachovia’s commercial portfolios, which mapped to Moody’s/KMV industry groupings. These groupings are used for industry analysis, which assisted in the establishment of loan loss reserves for the commercial portfolio. Created a loss given default model utilizing the migration database created for First Union.
• Assisted counterpart in consumer risk management with the creation of econometric models that forecasted levels of non-performing assets and net charge-offs for risk management and stress testing purposes.
• Provided economic forecasts from various external resources to business partners or lines of business, in order to facilitate the development of future business plans and/or external vendor studies. A ssisted others in risk management with the compilation of reports utilizing internal reporting systems data for senior management.
• Began and maintained divisional volunteer committee, coordinating and publicizing volunteer activities.

Teaching Assistant

Confidential, Nashville, TN

Responsibilities:

• Responsible for conducting individual and group help and review sessions, grading exams, quizzes and homework assignments.
• Size of classes varied between 35 and 21 4 students.

Instructor

Confidential, Nashville, TN

Responsibilities:

• Responsible for all aspects of teaching the course, including the selection of a textbook, compilation of exams and homework assignments, grading, and statistical distribution of final grades for the course.