Jade Haddad Email & Phone Number

New York, Ny, Us

New York, New York, Us

Deposits Modeling Leader for IRRBB, ALM and PPNR / CCAR- Global coverage of +$1,000B in deposits- Net Interest Income (NII) Forecasting for PPNR and CCAR- Stable / Non-Stable and Core / Non-Core Deposit Modeling - Deposit Run-off / Attrition Modeling for Economic Value of Equity (EVE) estimation- Deposit Pricing Analytical Framework and Modeling (Deposit Customer Rate Betas + statistical models)- Deposit Total Balance and Migration Modeling - HTM Capacity Modeling - Funds Transfer Pricing (FTP) Framework analytical supportTeam and Framework Leadership- Committees: Interest Rate Risk Committee; Funds Transfer Pricing Committee- Manager of Managers- Built a diverse team of +15 quantitative modelers over multiple locations- Led regulatory interactions on deposit models and assumptions- Managed senior / executive stakeholder interactions- Firmwide analytical frameworks covering 100+ deposits products- Framework rolled out with global engagement across Business / Product Management, FP&A, Treasury, Risk, Model Validation, Internal Audit, Technology and Implementation teams

Norwalk, Ct, Us

Capital Allocation Leader- Capital Allocation Framework covering +$150B in assets- Framework allowed robust, prudent and risk-based incentivization and shareholder value accretion - Portfolio risks assessed across multiple risk types (e.g., Credit Risk, Investment Risk, Operational Risk, IRRBB)- Enterprise-wide concentrations and diversification benefits assessed and allocated - Global Portfolio Risk and Capital Allocation Review - allocating risk capital for risk-return metrics (e.g., RORAC)- Conducted individual deal review of +65 non-standard/complex transactions totaling +$12B- Transaction assessments across deal structure; risk profile and loss realization mechanisms / mitigants- CIO support in establishment of Economic Capital and risk-based allocation framework for asset portfolio- Worked with Global CROs/CFOs in review of risk-based capital assessments Scenario Design Team Leadership- Built Economic Scenario Design Working Group- Design & delivery of enterprise-wide scenarios, narratives, and macroeconomic forecasts for base / stress - Established quarterly economic outlook reports covering key regions, risks, and developmentsGE Corporate and Industrial- Establishes global risk assessment framework for industrial businesses- Exposures aggregation, review, analysis, and dashboarding for credit exposures globally- Collaborated with GE senior executives / teams across finance, valuation, product management, and technology

Norwalk, Ct, Us

Stress Testing and Economic Capital Model Oversight, Framework and Model Risk Buffer- Oversight and ownership of Capital Planning models- Sign-off on all Stress Testing and Economic Capital models, including methodology, testing and results- In-depth review of loss statistical models (e.g., parametric, non-parametric, linear, non-linear, simulation-based) - Coverage of losses estimation across Retail + Wholesale Loans, Structured Products, Fin + Op Leases, Equity- Provide analytical support for complex Structured Transactions for M&A and divestiture- Thought-leadership on loss realization, capital adequacy and capital stack, and capital management analytics- Model Risk Compensating Control and Capital Buffer best-in-class framework for mitigating model risk

Norwalk, Ct, Us

Economic Capital Framework, Definition, and Model Oversight

Montréal, Quebec, Ca

Portfolio Credit Risk Management- Quarterly monitoring and reporting of portfolio risk including Expected and Unexpected Losses- Quarterly variance decomposition, allowing for early detection of risk changes and drivers- Drafting of public disclosure statements on Economic Capital- Ongoing monitoring of capital stack and peer analyses Risk Appetite, Economic Capital and Return on Risk-Adjusted Capital Framework- Design of Economic Capital Framework and incorporation into Risk Appetite Framework- Incorporation of Risk-Adjusted Capital and "hurdle rates" into Loan Pricing- Assessment of new products for loss estimation and incorporation into the Economic Capital FrameworkRegulatory Guidelines (Basel II / III) and Requirements Interpretation- Review of regulatory requirements in design and maintenance of portfolio risk management framework- Review and interpretation of regulatory capital requirements for new products- Review of NSFR and LCR requirements under Basel IIIModel Development- Development of Statistical Models for estimation of Losses and Economic Capital- Risk Stripes / Portfolios: Credit Risk, Operational / Business Risk, IRRBB, and Venture Capital Investment Risk- Approaches: Monte Carlo Simulation, Distributional Mixture Models, Vector Autoregression models, Logistic and Linear Regressions, Merton-Vasicek Models for credit risk, ARIMA, GARCH, and Copula Models

Montréal, Quebec, Ca

Montréal, Québec, Ca

Dakar, Dakar, Sn

London, Gb

Phd, Economics

Msc, Finance And Economics

B.A., Economics