Covering Counterparty Credit Risk and FRTB CVA.

Regional head managing a team of 16 risk data analysts; project highlights include: ● Designed Python toolkit for systematic risk identification supporting CCAR scenario design.● Improved VaR backtesting p-value analysis through Python-Tableau visualizations of Aldor-Noiman Test with heatmap and quantile-quantile graphs.● Leading department wide trainings of Python and Tableau.● Built proof of concept neural network predicting interest rate curve loss scenarios.● Designed next generation VaR backtesting requirements as subject matter expert in SAFe Agile Team.

Led team of 4 calculating market risk Basel III charges and deductions.● Saved RWA by applying internal credit models to standardized charges.● Drove implementation of calculators through Agile partnership with IT.● Selected to attend Emerging Leader Program for top 6% of global directors.

Implemented Capital Rules for US Basel III● Improved accuracy and saved over 3 person-days of work monthly by coding Python calculators for CCAR standardized charges and stress scenarios.● Increased capital by automating netting on numerator deductions in Basel III capital rules.

Analyzed daily value at risk for U.S. traded credit and securitized product portfolios.

Built SQL based tool to track securitization risk by collateral type.

Created gradient descent algorithm to optimize portfolio return through smart tax loss harvesting.

Built proprietary database applications including securities lending platform for J.P. Morgan Chase.