Serve as the Global General Manager for our Balance Sheet Management solutions

Serve as the General Manager of the the firm’s Risk and Performance business unit; Own the development and successful execution of all financial, strategic, vision, and operational aspects of the business unit – which is based on meeting the requirements of commercial bank balance sheet management and the evolving needs of our customers: executive risk officers (CFOs, CROs, Senior Risk Managers, and Treasurers).-Global Team building: Build skillset and responsibility centers of excellence: Get the right people onboard, into the right seats, ensure they understand their mission and how their contribution matters-Subject Matter Expert - specific expertise in balance sheet management, liquidity risk, ALM, topics of IRR measurement, hedging strategies, regulatory requirements, and related: examples: pros / cons and practical considerations of calculating risk profiles and metrics of: Net Interest Income scenario shocks, Duration of Equity, DV01/key rate duration, Monte Carlo VaR (full revalue vs. revalue on sensitivities, sampling/sim approaches), Monte Carlo EaR, runoff vs. reinvest/growth balance sheets, PVs for non-traded instruments)-Led teams to develop the architectural blueprint, staffing, sequencing and implementation of client business optimization projects such as:• Capital Stress Testing: aligning of systems, position data, assumptions, models and results of previously silo-ed Risk, Credit, and Treasury functions to build a repeatable process to understand current capital consumption, capital use under stress, and alternative product mixes to increase earnings• Regulatory Reporting Process optimization: introduced streamlined workflow and automated steps, achieving reduced people and systems handoffs for a variety of regulatory compliance needs (Dodd Frank, Basel)• Building global centers of excellence for implementation, development, testing, and administration activities

In charge of business financials and operations of Risk and Performance, North America and globally responsible for the BancWare asset liability management product:• Expertise as a senior coverage manager concerning commercial bank balance sheet management issues, including: Dodd Frank Act Stress Testing – PPNR simulation, Macro model and re-rating bottom up approaches for credit losses, Allowance/Provision estimation, Investment book mark to market, Dividend and other Capital actions, Basel III standardized RWA, scenarios other than the Fed mandated IRR/ALM - NII forecasting, IRR shocks, EVE, full balance sheet sensitivity and risk measures such as effective duration, key rate, VaR, Monte Carlo EaR, and Gap reporting; typical ALCO reporting; management of mortgage holdings (prepayment modeling, Monte Carlo valuation/OAS, CMO structures, floating and hybrid structures)• Liquidity Risk - steps and challenges of implementing LCR, 2052a/2052b, Enhanced Prudential Standards requirements (cash flow projections, developing internal CF scenario/stress tests and associated assumptions (deposit decay and flight, LOC drawdowns, wholesale funding availability), pro-forma forecast and scenario LCR, data challenges, Survival Horizon reporting), traditional ratio measures (loan/deposit)• Business Development – established a market and product strategy to meet both current year budget targets and longer term, multi year growth aspirations

• Responsible for understanding how new regulatory developments, such as Basel III, Dodd-Frank, the interagency Interest Rate Risk Advisory, proposed interagency Liquidity Risk Mgmt guidance, and industry and market realities (death of non agency mortgage market, loss of securitization as funding vehicle, attraction of “hot” deposits in large volumes) affects how banks manage their business in addition to software-specific modeling requirements; design solutions to meet these requirements• Serve as the keystone for understanding the “client use” case: identify market requirements and revenue opportunities via “product mgmt by walking around:” frequent, ongoing visits to customers and non-customers, Client Advisory Councils, analysis of self-conducted, Bancware and third party conducted surveys, and review of industry publications and white papers• Conduct presentations and training classes on various risk mgmt topics: current and future state of Balance Sheet Mgmt, Liquidity Risk Mgmt, prepayment modeling, pricing/option valuation models/OAS, risk measurement (Gap, Balance Sheet duration of equity (effective duration, DV01, key rate duration), Earnings-at-Risk, VaR), hedging, and stress testing of other key drivers (volatility, spreads, PD/LGDs, deposit decay rates, FX rates, growth assumptions)• Work with existing and prospective clients to design and develop solutions; manage my direct reports in the business analyst group and functionally manage the development team to develop detailed specifications to explain how retail, wholesale and structured commercial bank instruments should behave for accrual income/EPS simulation and market valuation, in both deterministic and stochastic interest rate environments. (retail and commercial loans, non-contractual deposits, whole loans, MBS, CMOs, ABS, callable/putable advances and other structured notes, callable CDs and borrowings, swaps, swaptions, IR caps and floors, structured derivatives)

Directly managed a group of FTE and contract employees tasked with implemented the full breadth of the Bancware product suite• Functioned as Tier I Project Manager; lead implementations for commercial banks, mortgage companies, government agencies, captive finance companies • Acted as the most senior resource, assisting with the implementation of advanced modules (EaR, INTEX, AFT/ADCO third party prepayment interfaces, deposit modeling, complex derivatives, embedded option retail products such as escalator, callable, extendable time deposits, Hull-White lattice valuation module) • Advised clients on industry best practices• Assisted clients with backtesting model and forecast results with actual experience (prepayment speed forecasts, new volume forecasts, administered rates vs actuals)• Built interfaces for trade capture and the on-the-fly modeling for instruments such as swaps (plain vanilla, basis, amortizing, cancelable), swaptions, callable FHLB advances, step-up bonds, CMOs• Guided a client in the construction of the necessary reports, setup and assumptions needed to build its budget for proforma Funds Transfer Pricing margin (including option, liquidity, and currency add-on charges)• Assisted a mortgage company client with modeling its wholesale liability and held for sale loan book• Aided a large multinational financial institution model its loan, wholesale funding, and hedge book, characterized by a large number of currencies (greater than forty), large number of forward starting transactions, and almost total absence of regular/uniform amortizing products

• Forecasted one and two year net interest income, under different deterministic interest rate scenarios• Assess Bank’s GAP and duration profiles, including market value of equity• Modeled prepayment behavior of premium second mortgage portfolio (peak $2BB; high FICO piggybacks with elevated prepayment sensitivity) Designed, executed, and managed performance of associated hedges. Programmed in-house FAS91 level yield model for amortization of premium; price prospective deals • Valued using Bloomberg existing derivative positions (pre-FAS133 $2BB notional) including caps, floors, swaps, corridors, swaptions, and spread locks, indexed to CMT, CMS, LIBOR and BMA• Designed, managed and executed post FAS133 hedging• Undertook special projects: duration of demand deposits, capital optimization (selling portfolios, issuing new debt and adding products/portfolios/derivatives), analyzed/executed swapping of callable debt from fixed to floating/shorting of embedded call option, calculated market value of balance sheet for Harbor Federal Bancorp acquisition (to help determine offer price as well as determination of post-close goodwill)

• Forecasted short term cashflows available for non-sweep investment; matched maturities with cash needs