John Keeling Email & Phone Number

San Francisco, California, Us

As fifth team member to join a liquidity risk organization reboot, I built a ground-up liquidity data management practice – including a regulatory reporting and liquidity stress testing capabilities that have reliably met deadlines. MY TEAM OF LIQUIDITY EXPERTS:➢ Partners bank-wide with business line leadership to grasp bank product and data nuances, and to advise on available data and data modeling tools. ➢ Builds custom analytic tools to calculate, aggregate and report stressed cash flows, product/business line exposures. ➢ Performs quantitative analyses of diverse products and issues related to deposits, counterparty identification/typing, securities/trading and Liquidity Transfer Pricing (LTP).HIGHLIGHTS:➢ Built bank’s first enterprise liquidity database, and managed development of a complex, continually-evolving phased data mart in partnership with IT.➢ Oversaw data acquisition in collaboration with IT and Data Owners integral to daily supervisory reporting submissions and internal liquidity risk management activities.➢ Remediated Dodd-Frank Recovery & Resolution deficiencies on short notice – employing tools and stress simulation modeling and facilitating a business process for supervisory reporting and liquidity stress testing.➢ Gained Federal Reserve Examiner acceptance of numerous data controls and tools by facilitating Liquidity Data Management presentations during CLAR Liquidity Exams.

San Francisco, California, Us

Recruited to course-correct Retail Credit’s at-risk Basel II framework compliance across the bank’s retail loan/line-of-credit portfolios, I developed data sourcing workarounds and credit modeling. The success of this initiative put regulatory capital back on track and averted 8-figure consulting fees that generally accompany audit findings. When Wells Fargo and Wachovia merged, I partnered with Corporate Credit to integrate and ensure Basel II compliance and to provide education across retail business lines. HIGHLIGHTS:➢ Led a 60-member taskforce and matrixed managed diverse bank resources key to successful EAD, PD and LGD runs.➢ Liaised between OCC/FRB Federal Regulators, Retail Credit Basel II teams, PMO and Internal Auditors – co-leading meetings, preparing materials and reported on integration amidst intense, high-profile regulatory scrutiny. ➢ In a second line of defense role, resolved post-merger compliance, statistical modeling, accounting and technology issues.

I led the design and development of this asset management startup’s platform supporting buy-side collateral, deal and bond analysis. I led the development of analytics, integrated a vendor model for prepayment and default and custom tools to support buying in a frantic market. I also designed an application to facilitate stress testing and perform collateral/deal/bond surveillance on >60K securities.

San Francisco, California, Us

I led a team of 3 that built custom applications that facilitated the valuation and risk management associated with diverse product loan collateral and securitization. Much of the framework and business efficiencies for data gathering and modeling we established remain in place within Treasury today.

Montebello, Ca, Us

Recruited after earning my economics degree from MIT (and leveraging my computer science undergrad skills), I built this application from the ground up – pioneering Wall Street’s first interface providing broker/dealers, trading desks and portfolio managers with previously hard-to-obtain data for projections, stress tests, etc. In this role, I provided end-to-end support to 100+ firms during a period of explosive growth.

Master Of Science (Ms), Economics

Bachelor Of Arts - Ba, Economics & Computer Science Minor