• Validated “robo-adviser” (i.e., managed advice) model for automated retirement fund recommendations• Assisted in feature selection and model evaluation for Analytics Team’s predictive models

• Attended to personal growth objectives such as becoming fluent in Spanish, living in foreign countries with locals to fully immerse myself in other cultures, trekking in the Andes and other mountains, learning to surf, dance, and drive a manual transmission, and rebuilding a healthier lifestyle and outlook on life from scratch

• Guided Risk Reporting team through period of expanding responsibilities and a few management shakeups, while boosting morale and ushering in team’s longest period ever without turnover• Recommended Delta hedge strategy improvements after building a data-driven case, which yielded approximately $1 million in earnings stabilization on a typical day• Coordinated reporting systems’ development cycles (i.e., SDLCs) and directed an award-winning transformation of reporting to a more comprehensive daily analytics framework, which involved my team:- Creating system, process, and analytical enhancements, foremost of which was construction of automated daily attribution with addition of multiple automated controls and review steps; these features allowed team to provide much more in-depth storytelling in reporting packages on a shorter timeframe- Converting data storage to a secure SQL Server environment, and exploring final reporting layer proofs of concept built in new software platforms to achieve more interactive and flexible reporting graphics- Repairing relationships and building data flows with other departments to incorporate a more holistic view of business into our reporting• Led or assisted in recruiting efforts for substantial up-sizing of Operations & Risk Reporting teams

• Stabilized international hedge reporting by expeditiously taking ownership of reporting model (with no documentation to relay knowledge) primarily by reading its code, after all previous Reporting Team members left the company within a one-month period• Stabilized and took ownership of massive US hedge reporting model and process after lone reporting production employee left the company on short notice

• Coordinated daily liability hedge production modeling process and communication of targets to trade desk; included managing efforts of interns in order to calibrate model, check results, and troubleshoot potential issues, all under time pressure• Directed the automation and securitization of production model framework by:- Designing model framework with capability of running without human involvement, which included robust system of email notifications for issues, errors, and other events- Leading and coordinating efforts of multiple analysts during planning, development, testing, documentation, and implementation phases• Led testing and implementation efforts on new model releases, and oversaw development activities on new and refined process controls

• Streamlined preparation and ensured accuracy of monthly risk reports by: - Writing a VBA macro to reduce report generation process from several hours to a minute - Recoding tool to handle input data in multiple formats - Creating a validation spreadsheet to quickly highlight month-to-month changes - Amending calculation of aggregate portfolio statistics (such as Greeks) - Automating creation of input data for volatility skew impact analyses• Managed and enhanced intricate multi-step data preparation processes by: - Reducing VBA tool runtimes and manual intervention, while implementing a robust series of data quality checks and automatic run archiving for easy auditing - Thoroughly documenting processes and maintaining detailed project plans with timeframes for completion of each task - Extensively training other analysts (including colleague without financial background) to carry out processes and checks and to troubleshoot• Built dozens of working relationships throughout company to communicate project’s data needs and system capabilities, investigate model changes, and coordinate timing of deliverables in light of competing priorities• Advanced development of non-hedgeable market risk pricing methodology by calculating 'worst case' key rate shocks and ‘convexity’ charges• Streamlined preparation of exhibits for results presentations by automating decision rules and adjustments

• Presented findings of motorcycle insurance research project to CFO to increase profile of program and its sales opportunities; findings were the result of: - Analyzing market size and composition, as well as competitors’ pricing schemes - Developing generalized linear loss models in SAS in order to price risks more accurately, with pricing subsequently revised to reflect key takeaways of these models• Coded SAS macros for customer retention studies, vendor data quality testing, and calculation of pricing factors from output of generalized linear loss models