Wholesale Credit Stress Loan Loss Forecasting - Commercial Real Estate and Commercial Bank coverage

Wholesale Credit Stress - Commercial Real Estate

• Credit Risk Stress Testing for CCAR, DFAST, ICAAP and Basel RWA for Held for Sale and Fair Value Option portfolios, with quarterly production of loss forecasting metrics, analysis and reporting.• Collaborate closely with Quantitative Research team, programmers and lines of business on model development and enhancement, implementation, sensitivity testing, and variance analysis.• Prepare presentations and explanation of results for senior management and lines of business.

• Implemented Interest Rate Risk in the Banking Book (IRRBB) and Balance Sheet Management Solution for one of the ten safest banks in the world, Banque et Caisse d'Épargne de l'État (BCEE) in Luxembourg, with over 45 billion euros in Total Assets.• Worked in a small team on-site as liaison between BCEE’s Risk Management, Treasury, Finance and ALM departments and Prometeia analysts, programmers and IT support.• Fulfilled challenging requirements, accomplished all deadlines and produced accurate results including those used for the Net Interest Income and Market Risk components of the 2018 EU-Wide Stress Test.• Created SQL stored procedure that performs intricate calculations based on different stress scenarios and creates prepayment vectors used in IRRBB analyses.• Integrated complex behavioral model requirements, calculated Fund Transfer Pricing (FTP), produced results for static and dynamic IRRBB and Balance Sheet Management analyses, designed high-level and drill-down reporting, and trained users on software.• Performed sales presentations and live demonstrations of software solutions to prospective clients in Europe

• Performed and completed various projects for one of the ten largest banks in Italy, Banca Popolare dell’Emilia-Romagna (BPER) in Modena, Italy, having more than 70 billion euros in Total Assets.• Produced official results for the Net Interest Income component of the 2016 EU-Wide Stress Test and 2017 European Banking Authority Funding Plan. • Implemented software solutions for Regulatory Liquidity Risk Analysis and Reporting for EU Delegated Act Liquidity Coverage Ratio (LCR), Basel III LCR and Net Stable Funding Ratio, and European Banking Authority Funding Plan. • Performed static and dynamic IRRBB analyses, FTP calculations, impact testing of new behavioral models for non-maturing products, and Hedge Accounting efficiency testing.

• Worked collaboratively with the Financial Intermediaries and Markets Team (AMIF) on research, writing of article and presentation on monetary policy shifts, risk aversion and the impact on asset prices.• Coded and ran regressions using R studio statistical program, managed various datasets and constructed graphics of findings.

• Analyzed and created graphical representations of national statistics of migration in areas of education, health and refugees for the annual Informe Nacional 2013 in the department of Integration and Human Development.• Organized, planned and executed an international conference in collaboration with the International Organization for Migration (IOM) for discourse on international migration and development.

• Supported Vice President and Associate General Counsel, Regulatory Manager, as well as other legal staff with work on trademarks, patents, regulatory review, employment issues, contracts, and litigation cases.• Charged with maintaining legal requests logs and CPI Trademark database.• Managed trademark registrations recordal from acquisition for 40 different countries and created spreadsheet to monitor the process compliance. Completed 30 filings and left detailed instructions for the completion of the last 10 countries.• Liaised with outside counsel and headquarters in Geneva for the signing, notarization and legalization of documents.

• Worked with international non-profit on global projects in 15 sister cities within Asia, Africa, Europe, Latin America and Oceania.• Created and designed PowerPoint presentations and brochure to more effectively promote the organization.• Researched and prepared documents for the library project campaign.

• Prepared legal documents and letters for clients for Chapter 7 and Chapter 11 bankruptcy cases.• Managed case files using legal database and electronically filed cases with the court.• Used Spanish for communication with clients, responded to calls and processed payments.

• Researched potential contacts for Information Communication & Technology and Global Carbon Trading Market programs.• Assisted with the planning and organizing of an InterAmerican conference on ICT and used Spanish language skills in research and correspondence.

• Selected based on high academic achievement to work with visiting scholar on independent research. Wrote literature reviews, conducted ethnographic research and completed paper on Mexican-American business owners.• Accepted to present research at Pacific Sociological Association Annual Conference 2010 in Oakland, California and the 2010 National Conference for Undergraduate Research at University of Montana.