Liquidity and capital risk for USAA Federal Savings Bank, CapCo, and Life Insurance. Second Line of Defense. Developed solutions for Bank's mixed HtM and MtM asset portfolio. Independent challenge of digital payments, Treasury (ALM) overlays, securitizations, annual plan, RCSAs. KRIs, risk profiling and risk assessments, issue management. Committee, board, and regulator reports and presentations.

Model Risk Management: governance, validation and performance monitoring

Model risk management: Model governance, model remediation, regulatory reporting, MRM Committee officer, issues management

Data Content and Methodology

Managed care program performance; cross-functional statistical analysis (epidemiology, birth defects registry); regulatory reporting; member eligibility audit; encounter data analysis (HCA, ICD-9); formulary criteria; analytic support for fraud and abuse investigations

Developed and led company's first Data Governance initiative; scope included provider utilization and member eligibility

Managed funds criteria development, ratings and due diligence for 1940 Act closed-end fund debt and preferred stock; CDO/CLO securitization ratings

Developed Value at Risk based margin requirements for T+3 settlement.

Delta hedged Japanese equity warrants, U.S. convertible bonds, preferred stock with underlying equity.Delta hedged options on US Treasury futures with underlying futures.

GPD San Jose, storage products performance and competitive analysis