With over 6 years of work experience in finance and risk management, I am a driven and skilled quantitative analyst at SouthState Bank. My core competencies include model validation, model risk management, data analysis, and business intelligence. I am passionate about applying my knowledge and expertise to support the bank's strategic objectives, regulatory compliance, and risk mitigation. I value collaboration, innovation, leadership, and excellence, and I strive to bring diverse perspectives and experiences to the team.In my current role, I perform the internal validations of key bank models, such as Interest Rate Risk, Capital and Liquidity stress testing, CECL, and MSR hedge. I also developed a validation risk rating system and updated the model risk management policy and program. Additionally, I have led and conducted model risk training sessions for various business units across the bank, enhancing their awareness and understanding of model governance and best practices. I leverage my skills to deliver high-quality and timely results.