Andy Feltovich Email & Phone Number

Pensacola, FL, US

Dallas-Fort Worth Metroplex

Little Rock, Arkansas, US

• Lead team of five for all risk rating analytics initiatives, including market comp analyses, risk rating model changes in conjunction with modeling team and second line risk management and model governance for Moody's.
• Lead diversification effort away from commercial real estate concentration by developing risk rating solutions for middle-market lending, small business lending, and trust & wealth loans
• Develop business-unit policies and procedures for data quality assurance, successfully remediating audit finding
• Develop business-unit employee goal-setting and internal training program, successfully addressing key employee satisfaction and retention deficiencies

Chicago, Illinois, US

• Assess Bank's models for conformance with regulatory requirements and industry best practices.
• Work with business units to communicate adverse findings and then develop and monitor remediation plans.
• Serve as founding member of business unit's Quality Assurance function, and as such develop and enforce standards for all practices, procedures, and deliverables.

Toronto, ON, CA

• Lead model validation project for 13 commercial credit risk models at $15 billion regional bank
• Serve as a Subject Matter Expert (SME) for model risk management curriculum at Advisory University, KPMG's flagship annual internal training event
• Assess commercial credit risk models that feed into allowance for loan and lease losses (ALLL) calculation to assist external audit teams at bank and non-bank SIFIs
• Assist rating agency seeking to comply with model risk management provisions of Dodd-Frank Act by drafting documentation for diverse ratings models ranging from earthquake damage models to project finance and country.

Chicago, IL, US

• Administer BankCaR (Bank Capital-at-Risk) to model credit loss distributions and stressed capital levels at 6,000+ US banks quarterly----Assist bank examiners and researchers with using BankCaR metrics to execute their.
• Serve as subject matter expert on bank examination teams----Stress tests, reverse stress tests, and capital plan reviews----Model governance and model risk management----Economic capital----Living wills
• Leverage internal and external networks to plan and execute seminars and conferences with internal staff, vendors, industry thought leaders, and academics for continuing professional education and development

Chicago, IL, US

• Program and administer commercial and industrial (C&I) credit loss model for two rounds of annual supervisory stress tests to approve or reject capital actions at 19 of the largest US bank holding companies----Compile.
• Monitor C&I and commercial real estate (CRE) industry trends as member of Federal Reserve System’s Wholesale Credit Risk Center and report findings system wide
• Perform quantitative and qualitative analysis to vet vendor data and models for reliability and value-add potential, resulting in go/no go recommendations

Chicago, Illinois, US

• Administered Trend Data, a proprietary database of aggregated consumer credit data----Led client demonstrations and trained sales force----Audited updates and historical revisions to identify outliers and data.
• Designed, priced, executed, and presented custom market analysis for new entrant in the insurance industry using consumer credit data and vended macroeconomic forecasts, resulting in identification of key risk drivers.
• Published “Leveraging Aggregated Credit Data in Portfolio Forecasting and Collection Scoring” (coauthor: Jeffrey S. Morrison). The RMA Journal. October 2010.
• Developed FCRA compliant mortgage default model and scorecard with logistic regression in SAS, resulting in 3%+ improvement in Kolmogorov-Smirnov (K-S) statistic over competitor scores
• Aggregated 10bn+ records of consumer credit data and developed cross sectional models with SAS and Eviews for macroeconomic forecasting project, securing first time business from major client and $1mm+ in recurring.
• Instructed SAS, SAS Enterprise Miner, Excel, and ArcView to onsite and offsite colleagues

London, GB

• Worked with stakeholders ranging from line managers to global C-suite members to assess business needs and develop metrics, reports, and dashboards for bankruptcy, chargeoffs, delinquency, skip tracing, and call center.
• Worked with internal legal council to prepare data and analysis for lawsuits and other legal/political inquiries
• Engineered/reengineered ETL processes in conjunction with IT staff to develop and/or automate reports and forecasts with SAS, VBA, Actuate, Oracle, DB2, SQL Server, and legacy mainframe systems, saving 1,000+ hours.
• Led champion-challenger statistical testing with vendor to determine efficacy of novel collections strategy, resulting in recommendation to terminate ineffective pilot program
• Trained three new hires and several experienced analysts on SAS programming and advanced Excel techniques

Chicago, IL, US

• Assisted in teaching introductory microeconomics to 150 undergraduates with diverse majors and backgrounds during lectures and office hours

Master Of Arts, Economics

Southeast Asian Studies Summer Institute (Seassi), Thai

Bachelor Of Arts, Political Science, Minor: Mathematics