EY Financial Services teams (“FSO”) have been at the forefront of every event that has reshaped and redefined the financial services industry. The Financial Services Risk Management (FSRM) – Quantitative Advisory Services (QAS) practice in particular, offers a combination of qualitative, quantitative, regulatory, and technology skills along with broad industry experience to our clients. The practice assists financial institutions by driving efficiency, effectiveness, and balanced risk coverage across the organization’s governance, risk, and compliance activities.Selected Projects:- Climate Risk Program coordination at top US Bank with focus on Regulatory Requirements for ESG- Integration of Co-Branded credit card portfolio into Capital, CCAR (PPNR and Loss), CECL and IFRS9 processes at top UK Bank - ERM assessment of US Branch of large foreign bank institution including Credit and Operational Risk deep-dives- Credit Risk Analytics function (CECL, CCAR and Basel) IOM and TOM development for acquisition at top US Bank- Risk Management integration (operational, credit, market, liquidity and model risk) for asset manager acquisition at top US Bank- CCAR resubmission support for Fed COVID scenarios for wholesale lending at top US Bank- CECL Implementation at top US Bank: IFRS9 and CECL Gap Assessment, CECL Scoping, and Model Development- CECL Credit Risk Management support at top US Bank across Wholesale Portfolios (CRE, C&I and Structured Lending): Governance, Model Development, and Qualitative and Environmental Framework- CECL dry and parallel run support at top US Bank across Wholesale Portfolios (CRE, C&I and Structured Lending): Model Implementation and Automation, Incurred Loss to CECL, Transition Adjustment Estimation and Analytics, and QoQ CECL Attribution Analyses

Loan Loss Forecasting:Leveraged CCAR modeling, Global Risk Policy, Finance and business partners to execute and enhance Portfolio Loss Forecasting and Loan Loss Reserve (LLR) computations.Maintained an advanced level of understanding of the Global Risk Policy on the computation, manage day-to-day execution of LLR models, data requirements and various ad-hoc analysis. Partnered with Collections, Accounting Policy, Global Risk and Retail Services to ensure reserve methodologies are consistent and adequate process controls are adhered to.Represented Branded Cards Risk Management in regulatory and external audit meetings. Evaluated reserve methodologies, monitor portfolio performance metrics and synthesize analysis for presentation to management. Provided quarterly updates to senior management on forecast changes such as risks and opportunities, and variance analysis. Risk Appetite:Developed and monitor performance to the Risk Appetite Framework (RAF) for US Branded Cards portfolio ($80+ billion in receivables).Identified areas of improvement by challenging model output relative to portfolio and macro-economic trends: Oil, Interest rates.Provided Risk Management the latest updates such as actuals and key drivers to forecast risk profiles for program/segment and channel.Produced Net Credit Loss sensitivity analyzes by collaborating with the CCAR team and simulating/querying from the EDW.

Engaged customers by integrating their feedback to enhance the product offering and providing consulting work.Designed the requirements for a new product to complement portfolio offering.Leveraged superior data/analytic skills to help build new products for market research and maintain/improve existing ones. Mined multiple large-scale alternative datasets and building models to forecast/predict metrics across diverse industries. Vetted, cleaned and analyzed new datasets, ensuring existing data quality, automating processes, and producing reports.Developed, documented and supported proprietary processes and codes in SQL and MATLAB to perform quantitative analyses on big data.

Developed processes programmed in SAS algorithms to assess and simulate profitability across marketing strategies.Modeled optimal offerings to provide to segments of customers through multi-factor experimental design analysis on big data.Supported ad-hoc analyses as requested for quick turn projects in SAS, SQL and /or Excel to provide business recommendations.Assisted in the creation of presentations of complex statistical concepts and research results to senior and C-level executives.Supported the development of consumer behavioral models using advanced statistical tools and methodologies.Operated a well defined framework for using statistical inferences to derive data driven recommendations optimizing stated business objectives.Produced and managed the documentation and maintenance of internal processes and results.Supported the development of SAS code and the management of analytic data for internal use by engaging with more advanced SAS users within the team.Continually broadened and strengthened knowledge of analytic methods, vendors and tools.Participated in the newly created cross-functional Advanced Analytics Center of Excellence (COE).

Researched, formulated and developed new quantitative trading strategies and performance metrics to be coded in MATLAB.Performed parameter optimization and stock picking by back-testing and debugging the proposed algorithms.

Formulated and improved key metrics to be included in the databases statistical analysis and reporting.Cooperated in the development of a new service platform, and contribute to its debugging and testing processes.Established the base for a new line of service by implementing credit risk and credit scoring tools.

Revised essential performance measures for New York City’s $75 billion budget forecasting and simulation.Evaluated the impact of the custodian bank transition for New York City employees’ $140 billion retirement fund.Collaborated in architecting the new information systems platform to be implemented in early 2014.