Recruit, train, and lead a team of econometricians in forecasting originations, yields, utilization, attrition, prepayments, and fee income for a $200+ billion balance sheet.

• Oversee development and monitoring of 20+ consumer and commercial securities, loan, and deposit models• Led redevelopment of mortgage fee model, improving accuracy by 7x. The development incorporated rate cycle and channel dynamics in the unprecedented pandemic-era mortgage market.

• Oversee development and monitoring of 15 consumer and commercial loan-related models• Design non-modeled approaches to forecast originations for student loans and personal unsecured loans• Partner with Model Risk Management & Validation to resolve findings and form model strategy• Adapt vendor models for CFG's exposures• Propose tunings for Black Knight's AFT, QRM's MCPM/MFPM, and BlackRock Aladdin's prepayment models for inaccuracies in AFS/HTM , MSR, and whole loan portfolios• Address inquiries from the Federal Reserve, OCC, and FDIC on development, implementation, use and monitoring of Treasury-related models.

Managed a team of quants for internal development of 12 loan and spread models for stress testing.

Prospected, sold, and led engagements involving risk management policy and econometric modeling at large US banks. Revenue totaled $9.6MM in FY 2016.Engagements included - Global Systemically Important Bank:• Advised Chief Model Risk Officer on remediation of Matters Requiring Attention after a horizontal review from the Federal Reserve. • Led team of consultants in review of Model Development and Model Risk practices in adherence to SR 11-7, SR 15-18, and industry practices. Global Systemically Important Bank:• Led development of Credit and PPNR forecasts for Intermediate Holding Companies, including Broker/Dealer, Wealth Management, and Consumer Finance.• Advised Chief Internal Auditor on audit plan for Model Risk Management framework and validations.Promoted from Manager to Senior Manager in October 2015.

Global Systemically Important Bank:• Provided subject matter and project management support to rebuild CCAR consumer credit loss models for remediation of a Matter Requiring Immediate Attention from the Federal Reserve, assisted with capital plan submission.• Conducted training of two dozen quant managers and analysts in the Model Development, Validation, and Internal Audit functions on measuring and mitigating Model Uncertainty.U.S. Super Regional Bank :• Advised Chief Model Risk Officer on Model Risk Uncertainty across all CCAR models, including PPNR, commercial and retail credit loss, securities OTTI, and operational risk.• Advised Chief Risk Architect and Deputy Treasurer on CCAR target operating model.• Aided transition of risk policies as the bank separated from its global parent.

• Led team of risk analysts to quantify and act on counterparty and credit exposure.• Evaluated collateral and cash-flow projections for CLO, CMBS, and UK RMBS purchases totaling $1.2B.• Aligned capital stress tests on Santander’s U.S.-based operations for OCC charter application.• Established enterprise limits for commercial and consumer loans, and structured product (CMBS, CLOs, RMBS) purchases. • Built process and statistical validation for Moody’s RiskCalc on commercial loan portfolio.• Presented quarterly report on economics of Commercial Real Estate to Board Enterprise Risk Committee. Risk representative for Credit Portfolio Oversight Committee.

• Developed allowance for loan and lease loss (ALLL) models for $21B consumer portfolio.• Provided lifetime loss forecasts to Moody’s causing Bank’s rating outlook to be raised to ‘stable,’ in August 2010, facilitating $500mil senior note issue in April 2011.• Modeled cash flows, PD/LGD/EL on ABS and whole loan offers, pricing four $100MM+ deals.• Developed process for calculating OTTI on RMBS portfolio to save $550k/yr in vendor costs.• Designed macroeconomic capital stress model for $70B balance sheet to prove adequacy under U.S. Treasury’s SCAP/CCAR. Present results to board, audit firm, and OTS/OCC. • Built small business behavioral scorecard in Angoss KnowledgeStudio, 20% Gini improvement vs. FICO.

• Advised SME underwriting/ portfolio criteria, 2009 losses outperformed industry segment by 320bps. • Designed risk based pricing/warning system to cut troubled lines of credit, saving $1.1mil/mo. in charge-offs.

• Devised a risk-based sales rep compensation incentive to sell to more profitable customers. • Modeled personal sales plans for 200+ personnel, improving upon existing methodology.• Quantified affinity marketing opportunities using SAS, issued leads, sales up 20% in following 12 months for targeted accounts. • Identified potential cross-sell customers, shared with sales force, yielded $900k in new premium. • Operated discount compliance reviews, recovered $120,000+ per month in leaked premium.Promoted from Portfolio Analyst to Business Analyst II in September 2005

• Performed regression analyses in SPSS on U.S. Census Microdata files, NCES, and BLS data.• Co-authored studies on labor market drivers such as immigration and educational attainment for the Connecticut Workforce Investment Board, the Massachusetts Business Roundtable and MassInc.