Direct Entry Director, promoted to MD in 2016o More than doubled the size of the group in two years after initial hire.o Increased penetration into the firm’s audit client base by 75% by redefining audit assist approach to enhance value proposition to audit teams.o Significant sales role in key accounts with an average of direct sales of $2.5MM - $3.0MM per year, with total managed revenue of roughly $5MM (approximately 20,000 hours).National Profileo National Commercial CECL Leader, facilitating national KPMG training, authored multiple KPMG publications, and presented at numerous industry conferences such as those sponsored by the IACPM, AICPA, RMA, and ABA. Most recently, Ben is publishing an article on CECL that will appear in the December/January edition of the RMA Journal.o National leadership role for audit quality around the firm’s evaluation of financial institutions’ loss forecasting process. Worked with KPMG’s National Office to develop the firm’s approach to auditing CECL.Significant KPMG Advisory Project Experienceo ALLL/CECL: Methodology and model development and validation, qualitative factor framework development, senior management reporting packages, policy and procedures, as well as significant experience in driving regulatory responses to MRAs around ALLL/CECL.o Model Validation: Validation of key risk models across a range of applications (such as ALLL, CECL, Basel and CCAR). Supported institutions as they developed more robust Model Risk Management programs as the complexity of their models increased as a result of stress testing and CECL requirements.o Counterparty Credit Risk Management: Multi-disciplinary process assessment and redevelopment across counterparty credit, system/infrastructure capabilities, aggregation and reporting, and policies/procedures.o Internal Controls: Assisted several large national and international organizations with development and uplift of ALLL controls to meet IFRS 9 and CECL requirements.

• Executed credit, loan review, and process assessment services with experience in a range of products including traditional C&I lending, syndications, highly leveraged transactions, construction, and real estate. Experience in end-to-end assessment of a Bank’s credit risk infrastructure as well as a bank’s internal loan review function, board and management reporting, credit policy, and governance and organizational structure. Identified enhancements to risk management processes to increase the efficiency, effectiveness, and control of the risk function.• Developed detailed Capability Maturity Models across a range of products and credit risk management capabilities across the credit lifecycle.• Assessed and validated ALLL Models, PD and LGD Models, and economic capital models• Assessed appropriateness of the capital allocation process through analysis of underlying data, theoretical analysis of the underlying assumptions, and sensitivity analysis to determine reasonableness of results.• Experienced in Basel flow data mapping, identifying critical paths, and standardization of processes.

• Responsible for calculating the Bank’s ALLL estimate, preparing the ALLL package for Senior Management and the Risk Committee of the Board of Directors.• Helped manage the analysis and tracking of individual recommendations and trades within the Bank’s Credit Default Swap program.• Used Moody’s KMV Portfolio Manager to model the Bank’s economic capital in various scenarios and to determine the capital implications of incremental transactions and hedging strategies.