• Converted to Empyrean and rebuilt ALM model from ground up. Added new data sources, instrument attributes, and granularity in the chart of accounts. Moved Liquidity and Capital Stress Tests out of Excel and into Empyrean. Learned Power Query M to develop new ETL process for Empyrean model.• Built loan prepayment study for ALM/CECL assumptions.• Oversaw the integration of Beneficial Bank acquisition data into the Fiserv ALM model.

Assisted in the compilation of DFAST (Dodd-Frank Act Stress Testing) to include running the quantitative models through the FIS Bancware model and completing pertinent sections of Appendix A. Developed updated loan prepayment and deposit decay and beta methodologies. Participated in and provide analysis to the Pricing Committee to help inform loan and deposit pricing decisions. Expanded the budgeting and forecasting process with loan and deposit seasonality models. Played a key role in the analysis developed for senior management's strategic planning sessions as well as the capital planning/capital buffer analysis.

Conducted safety and soundness examinations for state chartered banks by analyzing banks' CAMELS components; Capital, Asset Quality, Management, Earnings, Liquidity, and Sensitivity to Market Risk. Acted as Examiner-in-Charge and supervised a team of examiners for each new engagement. Presented examination findings to senior bank management and the board of directors. Also served as the Capital Markets subject matter expert and mentored new employees in this area.

• Create and maintain Microsoft Excel spreadsheets to monitor short and long-term trends of outright contracts and strategies• Perform technical analysis to determine potential entry and exit points in the Eurodollar market• Execute trades based on short/ long-term trends, technical analysis, and intraday market volatility• Constantly analyze current news and recent economic data to adjust trading strategies