David Gartman Email & Phone Number

Cleveland

Manage all aspects of interest rate strategy, governance, and analytics for a $200+ Billion dollar Retail interest bearing deposit portfolio.•Proactively create strategy in coordination with key business partners in the pricing of retail deposit to achieve planned liquidity levels, net interest income goals, and profitability targets•Lead a diverse team of Pricing Managers and Quantitative Analysts in optimizing deposit growth against marginal interest expense, developing detailed customer analytics to perform targeted customer level pricing offers, and forecasting balance sheet growth over the short and long term•Develop scenario inputs on deposit betas, outflow rates, and product switch for thestress testing process (CCAR/DFAST) as well as for liquidity (LCR)•Communicate retail deposit forecasts, strategy, and performance to A&L Liquidity Committee•Own all pricing models, including CD Roll-Over, Elasticity, and Balance Duration models•Provide detailed analytical and pricing expertise in the development of a National banking strategy•Create an extensive framework to target, track, and recapture deposit flows from customers sending money to online banks•Foster a dynamic, accountable, and engaging team atmosphere to help direct reports achieve business goals and expand their careers at the bank

Managed development and integration of optimized rate calculators for retail deposit and lending portfolios. •Developed segmentation models to define specific customer types and set pricing on the bank’s rate sheet.•Modeled customer behaviors for key inputs into a line of credit and loan floor rate calculator.•Worked with finance and product managers to accommodate profitability, funding, and regulatory concerns into line of credit and loan floor rate calculator.•Produced loan prepayment model to improve prediction of life of loan cash flow models.•Developed optimized pricing strategies with senior product and pricing managers.•Created forecast methodology utilizing customer cluster models to predict roll rates in a $35 billion dollar certificate of deposit portfolio.•Created process to flag and repaper duplicate account numbers in a group of over 6 million customers.•Built tools to map deposit products and estimate service charge fees in an acquisition of a $70 billion consumer deposit portfolio.•Participated in selection committee of bank’s lending consultant company.•Managed a group of 2 analysts.

Integrated acquired bank deposit portfolios with National City’s core data and created analytical framework to manage rates on $14 billion of acquired deposit balances. •Decreased attrition and produced $2 million in incremental spread revenue through development of rate treatments models.•Participated in the mapping and integration of over 500 deposit products.•Built attrition models to set financial goals for branch network.•Produced economic forecasts which improved non-interest fee income forecast accuracy by $200,000 per month.•Developed Survival Analysis Model to help segment Business Money Market Savings accounts by attrition risk and increase spread revenue

•Monitored the statistical validity of underwriting scorecards used to approve over $1 billion in consumer lines of credit and loans per month.

Bachelor Of Arts, Economics And English Literature

Economics