Garrett Maclean Email and Phone Number

- Optimized existing market data validation software tools and developed new ones- Performed quarterly regulatory assessments on IR and CDS market data asset classes- Created automation tools for market data curve and surface generation based on flat files

-Conducted adhoc quantitative analysis to support the development and implementation of new and existing models within EAML. -Developed new GUI based network analysis investigation tools, to help investigators see connections more clearly. -Created automated QA processes for new regulatory reporting guidelines, which identifies potential data quality issues before batch reports are sent to regulatory authorities.

-Lead developer for Anti-Money Laundering (AML) surveillance system for the purpose of flagging suspicious activity in the Capital Markets FX trading platform. -Used Exploratory Data Analysis in Python to help guide the development of the AML system. This analysis used different types of data visualizations to show what type of data was available and what data cleansing would be necessary.-Researched and established statistical threshold/alert methodology for AML monitoring so thresholds are adjusted automatically based on the latest data.-Utilized version control (SVN) and SDLC best practices so that all committed changes to code base are tracked and can be reversed if necessary.-Worked closely with technology production team to help them understand the statistical methods being used and to bring system into production, reducing overall implementation time.

-Developed multiple data reconciliation processes in an AGILE environment. These solutions eliminated many manual data reconciliation processes, freeing FTEs to do more valuable work.-Updated Epics, Stories, Issues in JIRA (AGILE application).-Elicited business requirements from users, developed solutions, facilitated user acceptance testing (UAT) and communicated results and saved artifacts using collaborative tools such as SharePoint and Confluence. -Acted as product owner for initiatives in Sprint Planning, Daily Scrum Stand Up, and Sprint Retrospective meetings.-Created and modified PowerShell scripts to perform Top-of-the-House VaR impact analysis of changes made to VaR calculation processes. This allowed analysts to test their hypothesis before going to production.-Managed special project involving several groups in order to build a proof of concept machine learning stress testing predictive model. This model was to be used to determine the impact of specific “what-if” scenarios.-Migrated Excel macro tool to production environment where it could be supported by technology team and be a more reliable. This required mapping its data sources/functions and designing the same functionality to work in a different environment.

-Lead designer of automated SQL VaR risk measure adjustment tool used to significantly reduce 3rd party recalculation costs and eliminated cumbersome multi step manual processes. -Created relational database status report highlighting the difference between two source systems. This was used by risk managers to identify possible data and or calculation changes needed in the system.-Automated data update and retrieval process used downstream by other calculations, eliminating need for human intervention and errors.

-Responsible for monthly loss data reconciliation with general ledger of the bank using ESSBASE, this data was used in the Operational Risk model generating billions in reserve capital and so was imperative it was correct.-Trained business users in the Operational Loss reporting system, explained different aspects of the operation risk model to senior management so they understood what was driving their Operational Risk capital.-Collaborated with SMEs in various lines of business to design Operational Loss Scenarios, which were also used by Operational Risk model, by constraining parameters to within reasonable limits.-Back tested Operational Risk model quarterly and reported results to multiple lines of business-Utilized Excel VBA to streamline data visualization processes to be dynamic in order to reduce turnaround time of regulatory reports by 90%-Enhanced Operational Risk capital allocation tool, to reduce errors, and increase performance, which was used to allocate operational capital to every line of business.-Designed and managed bank wide monthly key risk indicator (KRI/KPI) report, this report was used by senior managers within each line of business to help manage their Operational Risk. Trained new team members on how data sources are used in reporting and reconciliation processes.-Evaluated many different Operational Risk models during the Second-Generation Model Project, which eventually replaced the current Operational Risk Model. -Actively sought by other departments for short term projects to make use of my data visualization and automated reporting expertise.

-Profit and Loss forecasting for private label Credit Cards.-Automated data parsing and report generation of monthly card activations using VBA.

Modeled isochrones of electrical activation in heart tissue using MATLAB.

-Worked with the senior Actuary for the department of Finance of Nova Scotia to create a tool in Excel to determine benefits of members in a provincial pension plan under various scenarios.