Heather Russell Email and Phone Number
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Seasoned quantitative researcher with a strong aptitude for bringing out the best in a team and finding the story that the data tells
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Director - Global Risk AnalyticsBank Of America May 2021 - PresentCharlotte, Nc, UsHead of Consumer Mortgage Model DevelopmentCompleted the most substantial update in the CCAR/CECL mortgage loss forecasting models since the initial frameworks were put into place. Revising the framework further to see where computations can be trimmed down without sacrificing performance.Updated prepayment models to better reflect the low interest rate environment during the pandemicDeveloped new model frameworks for HELOC Utilization and Representation and Warranty Loss to better align with the current business environment and streamline computationStrengthening use of Software Development Life Cycle processes in model development work
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Director - Model Risk ManagementBank Of America Jul 2016 - May 2021Charlotte, Nc, Us• Served as functional lead for validation of wholesale scorecard models • Served as functional lead for validation of mortgage models • Lead validations for several of the bank’s key models including credit card and mortgage stresstesting models for CCAR, mortgage CECL, mortgage capital, and RiskFrontier models• Facilitated knowledge sharing across validation teams by leading a Validation DiscussionSeries seminar and coordinating a code library• Co-authored the Logistic Regression Testing Playbook• Coordinating Courageous Conversations as a member of the Quant Council D&I workstreamo Organized a panel discussion aired across the enterprise on risk of bias when using Machine Learning techniqueso Organizing a series of small group conversations to take place across different cities regarding the importance of communication skills for career growth• Chosen as one of 20 participants in the 2019 San Francisco/East Bay Leaders Program• Participant in the Consumer Climate Risk Working Group, a cross-functional team organizedto recommend policy to manage the risk of natural disasters in the consumer portfolio• Winner of an “MReMmy” for the best written high risk model validation (Consumer Card Loss)• Gave a presentation on testing model sensitivity in multiple dimensions in the QuantitativeLearning Series seminar for the greater Model Risk Management community• Wrote the Writing Style Guidelines as a checklist of writing standards capturing the mostcommon writing feedback
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Quantitative Analytics ConsultantWells Fargo Jun 2014 - Jul 2016San Francisco, California, UsDeveloped, documented, and supported CCAR loss forecasting models including - Account level hazard model and new originations models for the Consumer Unsecured Portfolio-Commercial Portfolio models based on Moody's EDFs including Energy and Foreign Portfolio models -
Associate DirectorMoody'S Analytics Oct 2007 - Jun 2014New York, Ny, Us-Developed a model to derive default probabilities from CDS spreads-Developed a customizable scorecard to assign risk ratings and default probabilities to companies. The scorecard combines the risk measures from a quantitative model with complementary qualitative factors.-Developed a model to evaluate the default probabilities of banks. The model includes an assessment of the riskiness of the bank's portfolio relative to the bank's ability to cover unexpected losses.-Developed PD, LGD, EAD, and PPNR models for CCAR
Heather Russell Skills
Heather Russell Education Details
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University Of California, Berkeley, Haas School Of BusinessFinancial Engineering -
Harvard UniversityMathematics
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CaltechMathematics
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Promys
Frequently Asked Questions about Heather Russell
What company does Heather Russell work for?
Heather Russell works for Bank Of America
What is Heather Russell's role at the current company?
Heather Russell's current role is Director, Head of Mortgage Model Development.
What is Heather Russell's email address?
Heather Russell's email address is he****@****kmv.com
What is Heather Russell's direct phone number?
Heather Russell's direct phone number is +151532*****
What schools did Heather Russell attend?
Heather Russell attended University Of California, Berkeley, Haas School Of Business, Harvard University, Caltech, Promys.
What skills is Heather Russell known for?
Heather Russell has skills like Credit Risk, Quantitative Analytics, Financial Risk, Quantitative Finance, Financial Modeling, Risk Management, Portfolio Management, Banking, Fixed Income, Sas, Valuation, Stress Testing.
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