• Direct execution of Stress Testing Models for $57 B Retail and Commercial loan portfolio, fulfilling the obligations of Comprehensive Capital Analysis and Review (CCAR) and DFAST Regulatory Stress Tests. • Transformed Credit Card and Other Real Estate Owned (OREO) qualitative loss forecasting approaches resulting in quantitatively based methodology. • Manage 3rd party vendor accountable for Stress Testing $12 B purchased loan portfolio. • Interpret and deliver loss forecasting results for challenge by Executive Management and Board of Directors.• Author loss forecasting methodology and results components of Capital Plan and FRY-14 Narratives submitted to the Federal Reserve Board and OCC.

• Direct offshore analytics team in the development, review, and automation of analyses to monitor the performance of $5 B portfolio of Private Student Loans in Repayment Status. • Develop, implement, and track the performance of alternate payment programs, focused on alleviating heavy debt burdens of delinquent and performing-but-distressed borrowers. • Create and deliver executive level presentations displaying the recent trends in portfolio performance, utilization of alternate payment programs, and progress of the development of new alternate payment plans.

• Develop, review, and track performance of 11 loan loss forecasting models used in management operating plan for $60 B liquidating portfolio of consumer and mortgage loans. Perform analyses to determine reasons for changes in portfolio and loss forecasting model performance.• Apply macroeconomic stress scenarios to loss forecasting models in order to extend the delinquency and loss prediction period from 2 to 10 years. • Provide quarterly judgmental reserve forecast used to establish the ALLL reserves for each consumer and mortgage loan portfolio. • Coach and develop a team of Lead Analysts to meet the established goals of the Loss Forecasting Group and enhance their personal and professional skill set.

• Managed the sale of 13 whole loan pools on the Secondary Market totaling over $4 B in unpaid principal balance. Utilized portfolio product knowledge to select and assess the marketability of each pool. • Directed a cross-functional, cross-business team comprised of 12-15 individuals responsible for transferring the servicing of loans sold to 3rd party investors.• Managed relationships with 3rd party investors to ensure accurate data interpretation at bid and servicing transfer. Acted as primary contact for all data and servicing related inquiries.• Analyzed profitability of loan portfolios using proprietary and 3rd party valuation models to forecast delinquency, loss, prepayment, and yield.• Developed a Home Equity Line of Credit risk-based pricing strategy, employing internally developed lifetime loss, voluntary prepayment, and utilization rate models. The updated pricing expanded credit offerings to lower credit quality customers at a slightly higher rate, supplementing lower rates offered to higher quality customers while maintaining prescribed return levels. • Created monthly credit profile reports targeting specific customer and product segments for the mortgage portfolio, which provide early indications of changes to future default rates.

• Developed subprime and near-prime real estate products (Fixed and Adjustable Rate) by establishing credit policy criteria, forecasting incremental loan volume, and projecting default and loss rates; resulting in a 50% increase in origination rate.• Created and implemented quality control reporting used to monitor variances to underwriting policies and rate the performance of the staff approving those variances.• Developed early stage delinquency collections strategies for subprime unsecured loans and lines of credit using CHAID analysis to identify loan characteristic segments with similar predicted probabilities of payment.• Implemented internally developed behavior scores which predict the propensity of delinquent customers to make a payment and analyzed performance to ensure appropriate customer segmentation. Behavior scores were an integral variable included in the collections strategies, making proper performance a necessity.