Greg Koster Email & Phone Number

Greenwood Village, Co, Us

Utilize third-party vendor risk models (QRM), in addition with other tools, to perform interest rate risk calculations and quantify market risk effectivelyApply financial and quantitative modeling techniques to analyze and interpret risk behaviors, providing insights into key risk driversPrepare effective and timely risk reports and presentations for various committees and workgroups, including ALCO and the Board of DirectorsCollaborate with Risk Data Architecture team to ensure data integrity and quality across various sourcesIdentify data anomalies affecting model outputsPlay a collaborative role in the development and enhancement of CoBank’s risk models, assumptions, and analytical tools in support of continual improvement of the market risk management frameworkProvide analytical support for a variety of market risks, such as net interest income sensitivity, market value sensitivity, and various other risks (basis, repricing, spread)Enhance and maintain model documentation, including theory, assumptions, procedures, and related governance materials

Winter Haven, Florida, Us

Researched, developed, and implemented interest rate risk and liquidity risk management best practices Developed, managed, and maintained the ALM software (Empyrean ALM) including model documentation in accordance with OCC 2012-11 Managed the preparation and updated status of ALM procedures manuals, model assumptions, and change management documentationManaged the interface and reconciliation of the core banking system and other data sources with the ALM software Managed the interface of ALM models with liquidity, capital stress testing, and CECL models; profitability models; and budget forecastsOperated and managed liquidity stress testing platform (Empyrean Liquidity Stress Testing Module) and reported quarterly liquidity stress test results to ALCOAnalyzed and reported on ALM pursuant to the Asset Liability and Interest Rate Risk Management Policy. Included the preparation of quarterly ALCO Package and related interim reports and the quarterly Board Package IRR reports. Additional reports included, but were not limited to, alternative interest rate scenarios; model assumption stress testing; and model output and assumptions back-testing and benchmarking reportsLead and undertook special projects related to interest rate risk and balance sheet managementDeveloped financial analysts through mentoring, education, and exposure to best practices and current developments in the area of ALMMaintained a thorough understanding of the regulatory requirements regarding interest rate risk, liquidity risk, PPNR aggregation, and balance sheet management Developed and delivered presentations related to the management of interest rate risk and liquidity risk throughout the Company to foster an understanding of A/L managementSupported the SVP, Treasury Analytics in meetings with representatives of regulatory agenciesEnsured that the Bank’s policies and procedures, code of conduct, and regulatory guidelines were strictly upheld

Bloomington, Illinois, Us

July 2017 – July 2020Completed financial analysis required for interest rate risk management, liquidity management, and FTP administrationParticipated in decisions regarding A/L modeling techniques, construction of assumptions, and validation of resultsEvaluated systems used in ALM, FTP, and liquidity modeling including prepayment models, market valuation techniques, and pricing methods to maintain or enhance model accuracy Performed various ad-hoc analysis related to interest rate risk, and assisted in identifying and evaluating optimal balance sheet structure and hedging strategiesPerformed various ad-hoc analysis related to production plans and product pricingPerformed back tests to evaluate the accuracy of model resultsMaintained ALM (BancWare ALM 6) and FTP software systems which included completing recurrent monthly maintenance, performing model software upgrades, and resolving technical and data errors Performed ALM functions of biannual stress tests and annual budgeting process including assumption building, forecasting, and analysisJuly 2015 – June 2017Managed liquidity, interest rate, credit, and other strategic risks present on the balance sheetControlled monthly FTP process used to assign products internal pricesDeveloped and maintained investment reporting to meet regulatory needs, highlight current portfolio performance, and advise investment decisionsHandled day-to-day transactions including margin calls, interest payments, pledging collateral, and debt retirementReported and forecast short term funding needs, and contributed to long term funding and liquidity decisions