Responsible for balance sheet management, financial analysis and external financial reporting

Direct balance sheet interest rate risk management, balance sheet funding and investment portfolio activities

Manage investment portfolio activities and direct balance sheet risk interest rate risk management

Led all aspects of balance sheet initiatives for $145B institution; utilized Economic Value of Equity (EVE), and Earnings at Risk (EAR). Directed $175B Mortgage Servicing Rights (MSR) hedging program. Strategized plans to maximized returns. Coordinated fixed income market inputs and information with business lines. Profitably managed proprietary trading account activities with 4 traders. Developed and managed quantitative research and modeling group. Served as key member of Market Risk… Show more Led all aspects of balance sheet initiatives for $145B institution; utilized Economic Value of Equity (EVE), and Earnings at Risk (EAR). Directed $175B Mortgage Servicing Rights (MSR) hedging program. Strategized plans to maximized returns. Coordinated fixed income market inputs and information with business lines. Profitably managed proprietary trading account activities with 4 traders. Developed and managed quantitative research and modeling group. Served as key member of Market Risk Committee (MRC), Asset-Liability Committee (ALCO), and ALCO subcommittee focused on reviewing and monitoring corporate ABS issuance and retained servicing assets. Administered relationships with regulatory authorities. Oversaw $3B investment portfolio for off-balance sheet conduit. Show less

Oversaw $8,000,000,000 fixed-income portfolio and $4,000,000,000 prime credit quality whole loan portfolio. Directed multiple portfolio relative value transactions—generating significant gains. Optimized whole loan portfolio originations to enhance net income. Introduced a variety of ABS sectors into portfolio allocation mix

Directed $3,000,000,000 fixed-income portfolio and $1,000,000,000 off-balance sheet portfolio. Served as liaison with asset/liability management department—focused on evaluating interest-rate risk position and potential solutions. Initiated off-balance sheet derivative usage for institution with ALCO presentation. Grew portfolio to $1,000,000,000 of outstanding positions. Created risk management reports for executive-level management. Implemented MSR valuation required under new accounting… Show more Directed $3,000,000,000 fixed-income portfolio and $1,000,000,000 off-balance sheet portfolio. Served as liaison with asset/liability management department—focused on evaluating interest-rate risk position and potential solutions. Initiated off-balance sheet derivative usage for institution with ALCO presentation. Grew portfolio to $1,000,000,000 of outstanding positions. Created risk management reports for executive-level management. Implemented MSR valuation required under new accounting guidance Show less

Actively hedged $250,000,000 fixed-rate mortgage banking production pipeline. Oversaw daily mortgage pricing and managed secondary market staff. Streamlined daily, weekly, and monthly risk reporting for departmental and management utilization. Optimized execution for developing mortgage products such as 10-year, 20-year, and balloon mortgages

Managed six-hundred-million-dollar two-year to five-year duration fixed income portfolio. Coordinated market strategies with asset/liability group to maximize net income and limit interest rate risk. Streamlined investment department reports for ALCO and executive management review. Restructured investment portfolio to position for rapidly increasing prepayments

Performed various investment department tasks. Created series of reports required by regulatory agencies for executive-level management