Responsible for Balance Sheet models used for ALM.

Managed a team responsible for development and maintenance of quantitative models used in Balance Sheet Management (BSM), a unit of the Corporate Treasury. • Managed development and maintenance of balance and rate/spread models across all deposits, and loans used for forecasting balance sheet/ Net Interest Income (NII) for baseline, Interest Rate Risk (IRR) and CCAR applications. • Responsible for quantitative development and support for accrual and valuation based IRR measurement• Partnered across enterprise for forecast integration between Lines of Business (LOB), Credit Risk, Finance teams and BSM

Managed a team responsible for valuation modeling, and analytics for Home Equity (HE) and Reverse Mortgage (RM). • Managed development of Integrated Valuation Models (IVM) for HE acquisitions, and RM portfolio. Partnered with Pricing and Credit Risk teams to ensure IVM was aligned to support optimization of pricing and line strategies.

Started as a quantitative analyst in Global Card Services, responsible for valuation based decision optimization tools for customer retention. Transitioned into a manager responsible for model development and maintenance for similar decision optimization tools across pricing, credit line management, retention, reward points redemption and cross selling across existing US card portfolio of about $150BB. • Responsibilities included all aspects of model design, design of experiments, model development, implementation and maintenance of a variety of behavioral models integrated within decision tools. Overall inventory consisted of about 100 models used to predict response/cash flow/default behavior for credit card customers.• Partnered with LOB / PnL owners and Credit Risk to ensure close integration between quantitative decision tools and business strategy and operations