J. Mitchell H. Email & Phone Number

New York, Ny, Us

Us

Owning the Model Risk Management function at MidFirstLeading a team of quantitative and financial validatorsChampioned internal validation initiative to reduce vendor relianceDeveloped and executed second generation MRM Policy and Program documentsDeveloped and executed first generation MRM Standards, Procedures, Guidelines, and TemplatesCreated and executed Model Identification and Model Determination frameworksValidations:Fair LendingMortgage Servicing Rights Valuation (EV and MV)Mortgage Backed Securities Valuation (GNMA MBS)Capital Stress TestingCECL ACLVerafin BSA/AMLAsset Liabilities Management (ALM)Deposit LiquidityLiquidity Stress AnalysisEnergy Loan Pricing and Collateral Valuation

Pine Bluff, Arkansas, Us

Pine Bluff, Arkansas, Us

SAS, RStudio, Excel, Power BI, SharePoint...Conducting and providing oversight for model development, implementation, and validation. Model Validations Performed:+ Bank Secrecy Act (BSA)+ Anti-Money Laundering (AML)+ Fraud+ Asset Liabilities Management (ALM)+ CECL ACL + Fair Lending (x3)+ Decisioning (x4)+ Collateral Appraisal Quality+ Stress Testing (ALLL, CECL, Dodd-Frank Act) + Derivative Hedging+ Mobile Deposits+ CTR triggering+ Derivative hedging (2 tools)Primary Responsibilities:+ Performing comprehensive mathematical and statistical reviews to determine the appropriateness of model functionality+ Accepting externally prepared model validation reports and being able to interpret and communicate complex issues to management+ Executing appropriate remediation efforts identified during the model validation process+ Overseeing modifications and renovations to existing models performed by the model development function+ Creating challenger models to compare with current models for validation and calibration purposes+ Assessing and reporting frequently on the conceptual soundness and performance of forecasting models (banking product balances, income, expense, and loss projections) as well as operational models (decisioning, deviation identification, and scoring)+ Performing quantitative analysis using institution specific and vendor supplied information to provide alternative model approaches and effective challenge on an as-needed basis+ Consulting and assessing the effectiveness of model back testing and sensitivity testing processes+ Assessing and reporting frequently on the validity of model assumptions, data integrity, and accuracy of model outputs

North Little Rock, Ar, Us

Lecturer of undergraduate mathematics coursesMyMathLab, MyLabsPlus, Blackboard

Little Rock, Arkansas, Us

SAS Enterprise, SAS 9.4, R, RStudio, SQL, VBA, Excel...Developing and documenting the models needed to perform stress analyses in accordance with regulatory requirements (DFAST, Basel III, CCAR, and other Federal regulations for large banks).Developing, documenting, and maintaining quantitative tools and models used to+ measure risks to earnings and capital inherent in the bank's current position and business plans/forecast;+ assess economic capital and to ensure that risks taken are adequately compensated;+ measure and analyze the liquidity effects of government-mandated and idiosyncratic scenarios;+ analyze loan prepayment speeds of assets and deposit decay rates;+ quantify the probability of default, loss given default, and exposure at default to be used in the credit review process and in the calculation of the allowance for loan and lease losses;+ optimize product and services pricing.Analyze and predict compliance with high risk laws and regulations (including those under the purview of the Consumer Financial Protection Bureau) and performance under the Community Reinvestment Act.Collaborating with business units to identify the relevant asset-liability management data used in analyses and modeling and to ensure that it is collect and retained.Converting data from different sources into meaningful business intelligence to enhance decisions and financial performance. Performing ad hoc analyses as requested by the Director of Quantitative Risk Management.

Little Rock, Ar, Us

VBA, Excel, Compass, Salesforce, TargetProcess...Supported benefits enrollments by synthesizing, transforming, loading, extracting, and delivering data and reports into and out of enrollment/benefits administration platforms. Supported the corporate Electronic Data Interchange through EDI file intake and processing, systems configuration, testing, and results communications to sales, brokers, agencies, and customer groups. Ensured data inputs/outputs reflect the group's eligibility rules, plans, rates and enrollment choices.Rectified issues with enrollment file feeds on a timely basis to meet or exceed SLA requirements.

Conway, Ar, Us

RStudio, SAS Studio, Excel, MyMathLab, PowerPoint...Primary lecturer of courses in Computational Mathematics, College Algebra, and Business Applications of Calculus.Developed lesson plans, tests, and homework assignments which flow seamlessly between topics and relate current, previous, and upcoming topics.Worked with students individually to determine areas of weakness, and developing strategies for performance improvement.

Morrilton, Arkansas, Us

Lecturer of courses in Basic Algebra and College Algebra. Managed online coursework through Hawkes Learning software.

Conway, Arkansas, Us

FOCAL, VBA, Excel, UNIX, PuTTY, UltraEdit, SharePoint...Data Quality, Data Delivery, Data IntegrationDesigned and executed optimization changes to workflow processes and audited all changes to confirm results met expectations.Updated processes and documentation at each change iteration to match in-house and client expectations.Received and processed third-party data files through Acxiom products and services. Ensured high quality results from data through audits across multiple ETL (Extract, Transform, Load) stages.

Master Of Science - Ms, Applied Mathematics (Statistics)

Bachelor Of Science - Bs, Pure Mathematics And Economics