Brad Farris Email & Phone Number

Cincinnati, Ohio

Application of Machine learning methodologies. Summary: Development of advanced machine learning methodologies measuring and forecasting real estate quality, ABR, merchandising mix and acquisition and retention strategy.

Cincinnati Area, Ky

Summary: Consultation involving the development of advanced statistical methodologies measuring and forecasting trends from talent retention, profitability metrics, revenue simulation, and acquisition modeling and strategy.Areas of Expertise: - Modeling & Forecasting - Risk Assessment & Analysis - Scorecard Development - Regression Trees & Machine Learning - Time Series Analysis - Decision Sciences

Cincinnati Area, Ky

Summary: Coordinated the development of a real estate business intelligence platform through the transformation of data into insightful and actionable information.- Developed real estate costing model for GE global properties. Model included utilization metrics, simulation tools, and a variety of BI visuals.- Owner of global master data warehouse, transformation logic and supporting real estate analytics.

Cleveland/Akron, Ohio Area

Summary: Successfully guided leading financial institutions providing consultation on quantitative and technical regulatory requirements. - Successfully guided large bank holding companies in attaining regulatory approval for FRY data collection and quantitative model approval (CCAR). Received bank achievement award for outstanding leadership.- Assisted in the development and validation of large regional capital planning process for CCAR 2014.- Managed implementation of an organizational data infrastructure project to improve the efficiency and integrity of FRY-14 reporting process.

Cleveland/Akron, Ohio Area

Summary: Supervisory role provided banking expertise and insight evaluating firms of a variety of sizes, structures and product-lines.- Key contributor in the development and implementation of nationwide enterprise risk management supervisory program. New ERM framework established regulatory foundation for post Financial Crisis bank supervision.- Provided consulting services to a number of Federal Reserve districts concerning the following subject matter: financial modeling, data warehousing, risk measurement, and model validation.- Conducted a variety of statistical projects concerning sampling and significance tests evaluating effectiveness of supervisory risk programs.

Greensboro/Winston-Salem, North Carolina Area

Summary: Led the modernization of BB&T credit analytics environment through the creation of an enterprise data repository and supporting analytical platforms.- Facilitated and lead the development of an Enterprise-wide Data Warehouse to meet strategic organizational credit risk reporting and modeling goals.- Successfully delivered Federal Reserve Bank reports in support of bank Stress Testing and Basel II economic capital demands as well as various other data submissions related to CCAR.- Managed enterprise project to transition from decentralized portfolio reporting to a corporate solution providing a stream-lined single source of the “truth.”

Greater Memphis Area

Summary: Led the creation of enterprise model validation team responsible for testing complex algorithms across all lines of business. Provided quantitative expertise in the development of internal capital model.- Oversaw Enterprise-wide model validation process including: Pricing, Securitization, Collateral Valuation including Automated Valuation Models, Prepayment, Accounting/FAS, Economic Capital, ALLL/Loan Loss, Loan Servicing and Counterparty Credit Risk Management.- Led the development and management of enterprise-wide Economic Capital Model & Methodology utilizing SunGard’s Ambit Capital Management improving profitability decision-making.- Developed and maintained Business Risk Capital Allocation model (advanced approach utilizing Monte Carlo Simulation).

Birmingham, Alabama Area

Summary: Leader in the development of credit, capital allocation and profitability analytics and corresponding supporting data repositories. - Developed and automated consumer credit-line monitoring model limiting loan loss exposure utilizing advanced statistics based on likelihood of default and loan loss severity, saving 10% of likely future losses.- Developed corporate relationship pricing models. Functionality included FTP, loan loss forecasting, economic capital allocation, and interest rate swap valuation. Model incorporated in bank lending policies.

B.S., Statistics

Activities and Societies: VT Statistics Society SAS Committee Intramural Sports36 hours of pure statistics 28 hours of graduate level math

Master'S Program (Incomplete), Mathematics