Christopher A. Email & Phone Number

Charlotte, North Carolina, United States

Part of the Credit and PPNR Modeling (CaPM) team responsible for model development and implementation of models to support stress testing (CCAR and mid-cycle), Basel, credit loss including the allowance for loan loss, financial planning for business forecasting, and recovery and resolution planning (RRP).Develop quantitative and qualitative models to value loan portfolios and business units used as key inputs to the bank's Recovery and Resolution Planning. Responsible for managing and developing a broad range of portfolio and business valuations in addition to its stress testing and other forecasting responsibilities.

Charlotte, North Carolina Area

Charlotte, North Carolina Area

· Develop, document and support deployment of quantitative models and other analytical tools· Facilitate user and management understanding and acceptance of proposed models by preparing high quality documentation, including presentations, explaining the model and it validity for its intended use. Provide support during verbal presentations to stakeholders and oversight groups. · Develop and execute ongoing model verification, performance reporting, and assist with change management processes and procedures, including back testing, and outcomes analysis.· Ensure that models comply with BB&T requirements for model development, documentation, ongoing verification, change management and other policy requirements; address model validation recommendations and remediate issues.

United States

• Automated data collection and analysis with TR Eikon, C#, SQL ∙ Maintaining and updating database, analyzing outliers, identifying statistical factors with PLS Regression, Principal Component Analysis• Implemented quantitative investment strategies and optimization techniques in MATLAB ∙ Factor Model Development: Backtesting and forecasting with Linear/Nonlinear Regression, Stepwise Regression, ARIMA, VAR ∙ Portfolio Construction: Markowitz and Black-Litterman models• Performance/Risk Metrics Monitoring and Hedging Strategies using Minimum Variance hedge ratios ∙ VaR/CVaR, Information Ratio, Tracking Error, Sharpe Ratio, Max Drawdown

Richmond, Virginia Area

• Designed forecasting procedures for Whole-Loan Mortgage Portfolio which included backtesting prepayment and default models, overview of interest rate model calibration and Monte Carlo simulation • Responsible for the review and validation of models and methodologies as well as reviewed and updated model documentation • Responsible for CCAR analytics of Whole-Loan Mortgage Portfolio

Richmond, Virginia Area

• Established proprietary database to calculate and monitor historical borrower prepayment behavior used in forecasting and factor model development • Managed data acquisition, developed and implemented prepayment models and quantified any updates to third party model versions

Master Of Science - Ms, Econometrics And Quantitative Economics

• Awarded George Washington University Fellowship (2007-2009) • Financial Applications: GARCH Volatility Models, Black-Scholes option.

High School Diploma