Caleb Bigham, Cfa Mba Email & Phone Number

Tulsa, Oklahoma, United States

Oversight and management for the following activities:• Management of the Bank’s investment portfolio including setting portfolio strategy, portfolio risk tolerances, and maintaining accountability for total return performance of the portfolio.• Analyzing and affecting strategic changes the Bank’s asset/liability position including serving as chairman of the Asset and Liability Committee (ALCO) committee, managing the corporate balance sheet hedging activity, risk modeling and net interest margin management activity. • Oversees the Banks Mortgage Capital Markets team, which includes Mortgage Servicing Right (MSR) valuation, hedging, and trading and all Secondary Marketing activities, including margin management, hedging, and loan sale activities.• Management of the liquidity and wholesale funding position including optimizing the wholesale funding portfolio, management of liquidity stress testing, reporting, contingent liquidity sources, and executing public debt offerings as needed.• Management of Bank’s capital adequacy including serving as chairman of the Capital Committee, managing capital stress testing, capital planning, reporting and managing the execution of capital raising activity as needed, and constructing and adapting the Bank’s economic capital framework. • Management or influence all loan and deposit pricing including serving as chairman of the Deposit Pricing Committee, overseeing loan pricing models used throughout the company, and influencing essentially any pricing of balance sheet products. Management of the funds transfer pricing methodology and process which establishes funding costs or credits for all balance sheet items.

Tulsa, Oklahoma Area

Manages MSR (Mortgage Servicing Rights):• Manages and hedges MSR asset with unpaid principal balance of ~$22B and related hedges of ~$1b• Values MSR asset using complex financial models and well documented and vetted assumptions• Calibrates hedge strategies utilizing mortgage backed securities, treasury bonds, swaps, and various other derivatives products based and current interest rate cycle, corporate risk tolerance, historic portfolio performance, and market implied and observed volatility levels• Reconciles actual vs. projected performance of the MSR asset and hedges through return attribution analysis• Provides scenario analysis to inform forward looking management decisions• Reports performance and risk positions to executive leadership committees and the Board of Directors• Creates forecasts of portfolio performance over varying interest rate environments• Interfaces directly the auditors, regulators, and internal model validators to insure the MSR asset is being managed consistent with industry best practices• Keeps pace with legal and regulatory issues related to holding MSR assets• Responsible for all buy/sell decision of MSR assetsOversees Secondary Marketing:• Responsible for the people, processes, risk management, best execution, and technology in the Secondary Marketing group focused on quality execution and flexibility that is responsive to both internal and external market risk dynamics.• Provides oversight for the analyzing, structuring, pricing and best execution residential mortgage loan sales to multiple investors in the secondary markets utilizing all available instruments• Responsible for optimizing the value of mortgages originated by BOKF Mortgage through optimizing loan sales and minimizing hedging costs.

Tulsa, Oklahoma Area

• Manages and hedges MSR asset with unpaid principal balance of ~$22B and related hedges of ~$1b• Values MSR asset using complex financial models and well documented and vetted assumptions• Calibrates hedge strategies utilizing mortgage backed securities, treasury bonds, swaps, and various other derivatives products based and current interest rate cycle, corporate risk tolerance, historic portfolio performance, and market implied and observed volatility levels• Reconciles actual vs. projected performance of the MSR asset and hedges through return attribution analysis• Provides scenario analysis to inform forward looking management decisions• Reports performance and risk positions to senior and executive leadership committees• Creates forecasts of portfolio performance over varying interest rate environments• Interfaces directly the auditors, regulators, and internal model validators to insure the MSR asset is being managed consistent with industry best practices• Keeps pace with legal and regulatory issues related to holding MSR assets• Responsible for all buy sell decision of MSR assets

Tulsa, Oklahoma Area

•Performs analysis for $9B portfolio composed of agency MBS, CMO, CMBS and municipal bonds•Assists the Portfolio Manager in finding new investment opportunities and strategies•Monitors and trades in the MBS, CMO, CMBS and municipal bonds markets•Monitors actual vs. projected prepay rates and tracks changes to complex prepay models•Enhances portfolio monitoring and reporting to adapt to the changing regulatory environment•Develops forecast and budget for the investment portfolio•Makes buy/sell and ongoing management decisions for the Bank’s $500MM municipal bond portfolio•Manages Bank’s $300MM Bank Owned Life Insurance (BOLI) portfolio•Maintains and builds relationships with 20+ dealers, regulators, and internal and external auditors•Contributes to the formation and execution of the MSR hedge strategy

Tulsa, Oklahoma Area

Municipal Portfolio Manager – Responsible for buy/sell decisions and trade execution related to the Municipal Bond portfolio. Evaluates credit risk of municipal securities and performs periodic review of individual investments.Trades Various Fixed Income Products– This includes Agency MBS, CMOs, ARMS and CMBSPortfolio Analysis and Reporting– Performs analysis and produces reporting for investment and municipal portfolios. Makes improvements to process and efficiency and adds new reporting to keep pace with changes in business requirementsAccounting / Regulatory Analysis and Reporting (Investment and Municipal Portfolios) – Develops financial forecast and budget for the Investment and Municipal portfolios.

Tulsa, Oklahoma Area

- Monitor and track market risk exposures across various asset classes including commodity, foreign exchange, and fixed income securities- Escalate out of tolerance risk exposures to senior management- Develop and implement stress tests, scenario analysis, and other quantitative models to access direct and indirect market risk- Validate pricing of mortgage production pipeline and the To Be Announced (TBA) securities used to hedge this exposure- Create reports, analysis, and documentation needed for business or regulatory requirements- Complete ad hoc analysis of various complex financial issues within strict deadlines- Constructing a fixed income Value-at-Risk (VaR) model using the Variance-Covariance method

Norman, Oklahoma

Unfortunately there are many instances of companies defrauding their shareholders. I am part of the recovery process. As an Analyst for MSCI I work with a group of institutional investors, that range from custodian banks to hedge funds. My responsibilities include: - Managed relationships with 25 institutional money managers, hedge funds, and mutual funds - Developed new tools in Microsoft Excel and Outlook using VBA - Created development requirements that modified our proprietary software to handle derivative transactions - Trained new employees in Microsoft Excel and Corporate Actions - Wrote ad hoc SQL queries for personal and team use

I finished my undergraduate degree in Finance in December of 2010 and am now pursuing an MBA in Finance at Oklahoma Christian University.

Maintained zero balance outages, while meeting 150% percent of monthly referral goal, and receiving perfect scores on all teller evaluations.

Developed a marketing plan to market the Greater Grads Career Fair to Oklahoma Christian University students. Facilitated the implementation of my marketing plan in cooperation with the Career Services department while adhering to a strict budget.

Gained my Oklahoma Life/Accident/Health insurance license. Managed my own work schedule with 10 required appointments per week, and generated personal needs analysis for each client.

Mba, Finance

Bachelors Of Business Administration, Finance

Activities and Societies: American Marketing Association, Kappa Sigma Tau, Accounting and Finance ClubGraduated with my Bachelors degree.