Broadening my CFO experience to include multiple startups at a great firm! We provide comprehensive finance and administration services for private and pre-IPO companies, and also design and administer equity-based compensation plans that make it easy for startups to start off right, right from the start.CFO and Controllership services (our core service) provides strategic financial solutions coupled with tactical implementation and maintenance of GAAP compliant accrual accounting. We work with you to build a chart of accounts (if needed), document revenue recognition, forecast your cashflow and burn rates, and build your financial plan while maintaining your accounting, payroll, and expense management.Talent Solutions: Talent planning, design, acquisition, and management prepares you to hire the right resources at the right time - bring them in and help you manage their success from the beginning. We’ll help you with org chart and headcount plan development, and work with you to develop a compelling value proposition for your growing team. Some day, you'll grow out of our fractional services, we help you replace us with the right talent.Stock Plan Design and Administration Services: We work with corporations and LLCs to design equity-based compensation plans that work. Qualified (ISOs) or non qualified (NQSOs) stock options, restricted stock units (RSUs), restricted stock, phantom stock or profit interest units in an LLC — we’ll help you determine the best mix to incentivize your team and drive value. We provide a full, outsourced plan administration solution, including tracking plan provisions, recording the issuance of all awards, and tracking grants, exercises, cancellations and forfeitures for your plan participants.

Independent contractor serving to Konzortia Capital, a SaaS startup developing a deal flow management platform for venture capital using proprietary AI/ML techniques. The vision is to source, match, and exit deals between allocators and issuers while providing a secondary market we call Capital Markets 2.0 through use of blockchain technology to create a distributed and immutable ledger of transactions while facilitating a secondary market for these transactions.Oracle NetSuite ERP, control practices, and financial accounting. Key player in product development and beta user onboarding.

Contracted to PNC's corporate treasury and IT to develop the data sourcing and improvements for implementation of the 6th generation of Federal Reserve 2052a liquidity reporting required in 2022. Personally responsible for the most complex required new data elements involving the securities portfolio, wholesale funding, and derivative products (swaps, forwards, etc.).Identified more efficient data sources for daily FR 2052a reporting, eliminated unnecessary data calculations.

Joined after COVID break (2020/2021). Responsible for the Treasury functions of an approximately $8bn financial institution, including daily and long-term cash mgmt.Managed the bank’s $1.3 billion securities portfolio (MBS, corporate, municipal securities, etc.) and identified above peer rate risk and began shortening the portfolio duration prior to 2022 rate cycleManaged Asset Liability Committee, wholesale funding, derivative accounting, interest rate risk position, SOX controls, and share repurchases. Left to broaden my experience by pursuing contracting and technology work in financial management and financial technology.

Parent, teacher, and provider to three elementary-aged children.

Responsible for the financial planning and analysis for about $800 billion in deposits, as well as $700 million in marketing spend. Joined a position that was vacant for 18 months, led a team through turnover and restaffed, eventually left after reduction in force.Led a geographically diverse team in Columbus and Bangaluru to managed Chase’s revenue finance processServed as lead member of Consumer and Business Banking Deposit Strategy Committee. Key player in establishing CD growth strategy and pricing, leading to over 30% CD portfolio growth.Developed strategy as deposit growth slowed across industry. Built complex economic value added model that accounted for all aspects of pricing, cannibalization, and capital utilization.Improved efficiency of marketing spend by redeploying $10 million from media spend to customer acquisition spend. Eliminated $800,000 of low impact marketing spend and allocated money to deposit growth initiatives.Taught invite only VP-level classes on financial market rates, funds transfer pricing, and finance for marketing.

Provided strategic direction for department while managing 5 traders/analysts accountable for short-term bank funding, collateral management, and technology management. Managed funding portfolio of up to $4 billion of overnight borrowings. Negotiated and purchased funds to ensure solvency while minimizing excess borrowings/costs and overdraft risk. Pledged bank’s loan portfolio to FHLB and Federal Reserve to secure borrowing capacity. Managed funds transfer pricing (FTP) process and methodology. Maintained relationships with regulators (OCC and Federal Reserve), FHLB, rating agencies, and Treasurer of State.Renegotiated security agreements with FHLB and Federal Reserve, increasing Huntington’s borrowing capacity at both institutions by 40%, significantly improving organization’s contingent liquidity.Owned and rewrote the capital policy and capital contingency plan, as well as the liquidity policy and contingency funding plan to reflect industry to reflect best practices. Recommended new Key Risk Indicators and Risk Appetite ranges.Led implementation of Ohio Pooled Collateral System (OPCS), representing first-of-its-kind collateral system developed by Ohio Treasurer of State. Built daily reporting mechanism to Treasurer of State on bank’s public entity deposits and collateral securing those deposits. Led the renegotiation of 1,000+ customer depository agreements. Improved bank’s liquidity by $1.5 billion.Led implementation of FR 2052a reporting, consisting of complex XML data dump to Federal Reserve that provided complete and detailed cash flow of entire bank and holding company’s liquidity exposure. Successfully began filing report on time with zero issues.Cleared outstanding Management Required Attention (MRA) regulatory issue from previous exam involving specific assumption in liquidity stress testing process.Ran Asset Liability Committee (ALCO) accountable for interest rate risk management (IRR) and hedging activity as backup for Treasurer.

Supervised team of highly skilled quantitative analysts dedicated to financial and statistical model development, maintenance, performance/back testing, and ad hoc analysis. Implemented capital policy, which included setting target capital levels for all regulatory capital ratios (CET1, Tier 1 capital, total capital, and leverage ratio). Developed and implemented Dodd-Frank Act Stress Testing Process (DFAST). Led team in gathering internal historical data, building statistical models, and coordinating with all departments to compile financial forecast, receiving “pass” rating for bank’s first-ever submission.* Saved company $100,000 by building binomial options model to value company’s outstanding TARP warrants when negotiating with US Treasury Department on repurchases. Allowed repurchase of warrant at $12.2 million (lower end of valuation range).* Conducted stress testing that demonstrated capital stability adequate to support projected future growth. Recommended to Board raising company’s dividend and return to shareholders (6.3%) in Q3 2015, first occurrence since 2008 financial crisis.* Recommended holding company issue $250 million of subordinated debt to optimize capital position in Q4 2014, which helped support future dividend raises by providing less expense tier 2 capital in exchange for more expensive CET1 capital.* Redeveloped all consumer loss models to Single Parameter Transition Matrix following recommendation by regulator’s quantitative review team to improve strength of consumer credit loss models. Created more robust method of loss estimation resulting in significantly better statistical fit than previous model.* Rewrote firm’s capital policy to include consideration of expected growth and profitability in both base and stress scenarios to inform executive team and Board on appropriate level of capital actions.* Invited to speak at Federal Reserve Bank on model controls to peer institutions at Mid-sized Bank Stress Testing Symposium.

Managed funding and liquidity of bank and its holding company (FirstMerit Corporation), as well as short and long-term funding of FirstMerit, which included overnight borrowing needed to ensure against overdraft at Federal Reserve at day’s end. Tracked cashflows at bank’s Fed account and ensured appropriate reserves to meet minimum requirement. Pledged collateral to FHLB and Federal Reserve to support borrowing capacity. Set organization’s contingency funding plan and liquidity policy.* Developed and executed strategy to eliminate obsolete internal tax entities following merger and subsequent inheritance of $80 million in high-rate trust preferred securities. Saved $4.4 million per year.* Managed company’s brokered deposit program. Negotiated and increased company’s brokered deposits by 60% ($800 million) to support loan growth, which produced $27 million in revenue. Pushed to reduce broker fees, saving company $400,000 annually.* Significantly streamlined collateral reporting process to FHLB by converting formerly manual data aggregation process into automated series of pivot tables run via series of Visual Basic code (VBA). Slashed full day from process and eliminated downstream dependency on Mortgage Operations Department. Facilitated faster reporting of collateral position.* Modernized organization’s funding and liquidity practices, turning it into forward-thinking risk management position by establishing new forward-looking risk metrics.* Volunteered to assist with development of capital stress testing program in spare time. Advised calculation of disallowed deferred tax assets in stress scenario, identifying $20-$30 million in disallowed assets, preventing potential failure of stress testing submission.* Built aggregation process that collected information from various departments and compiled forecasted balance sheet, income statement, and capital ratios.* Regularly presented at Asset Liability Committee (ALCO).

Led medium to long-term liquidity risk planning and assessed impact of regulatory changes to business model. Worked closely with senior management and regulatory agencies to define liquidity risk appetite and recommend policies and procedures to ensure bank managed liquidity risk position within tolerances approved by Risk Management Committee of Board of Directors.* Active in capital planning process, capital and liquidity stress testing, and corporate-wide forecasting process, including assessing and recommending capital markets issuances, redemptions, and repurchases (debt, equity, and hybrid instruments).