Jacqueline Timas Email & Phone Number

Boston, Ma, Us

Perform quantitative and qualitative analysis to evaluate portfolio risk. Run credit model benchmark, backtest, stress testing and validate model inputs, outputs, and assumptions. Support haircuts through analytical and statistical application. Build, test, evaluate, and maintain robust data analysis through python scripts. Calculate Loan Loss Reserve for CECL, Calculate Credit Risk Based Capital, Economic Capital, and Asset Classification.

Perform on-site collateral audits and risk-based analysis on member institutions throughout New England. Provide overall assessment of the risk profile of pledged collateral to Bank management and member institutions. Apply appropriate discounts and adjustments to pledged collateral to mitigate assessed risk.