Joshua Wander Email & Phone Number

Pittsburgh, PA, US

Greater Pittsburgh Area

• Lead model developer for CECL Program. Models under development for entire retail and commercial portfolio. Principal author of Model Development Standards and Model Documentation Standards for CECL Program. Sourcing.

Greater Pittsburgh Area

• Lead model developer for a discrete-time hazard model used for estimating probability of default for modified residential real estate products. Leveraged internal origination, credit and operation data, as well as.
• Maintained Basel-compliant probability of default, exposure at default, and loss given default models for bank-owned residential real estate products. Developed model monitoring plan, data infrastructure, execution.
• Lead model developer for Basel-compliant loss given default models for bank-owned residential real estate products. Leveraged internal origination, credit, and operational data, as well as industry data. The new models.
• Developed cumulative default vectors for estimating the lifetime losses related to lot, construction, and construction-to-perm mortgage loans. Vectors leverage internal origination, credit, and operational data..

Greater Pittsburgh Area

• Developed a model for estimating the lifetime losses related to large portfolio of sold mortgage loans. Model leveraged internal origination, credit, operational, and legal data. The new model alleviated regulatory.
• Executed a model for estimating twenty-quarter losses to bank-owned credit cards, education lending products, unsecured loans, and other installment products for DFAST / CCAR. Execution included evaluating the.
• Developed two custom behavioral scorecard models to improve portfolio segmentation for direct vehicle loans. The new scorecard models leverage internal historic data and credit bureau attributes to provide a 71% lift.
• Provided high-level portfolio analytics that leveraged the wealth of information contained in each customer’s credit bureau file. Analytic results were visualized with Tableau, summarized into a dashboard, and shared.

Greater Pittsburgh Area

• Validated all the high impact origination and behavioral scorecard models used in the retail mortgage, home equity, credit card, unsecured, vehicle, and small business lending arenas. Validations included a detailed.
• Validated several high impact capital reserve models. The validation scope and procedures were largely the same as above. A successful validation of these models helped ensure PNC's working capital was used effectively.
• Worked with the consumer and small business Basel II probability of default, exposure at default, and loss given default model development teams to ensure the final models were Basel II compliant.
• Acted as the principal author of a cross-functional working group which developed model documentation requirements for all scorecard and statistical behavior models.
• Co-wrote a suite of user-friendly, auditable, SAS programs which were used in all origination and behavior scorecard model validations.

Greater Pittsburgh Area

• Validated several high impact recovery and behavioral models designed for use in both the consumer and small business arenas. Validation results were summarized in a written report and presented to senior management..
• As a member of the Default Strategy Steering Committee, developed new processes for analyzing the performance of and verifying all changes made to collection strategy decision trees used in consumer and small business.
• Monitored collection performance of third party serviced Consumer and Business Credit Card portfolios.
• Interfaced directly with the OCC, FNMA, FHLMC, and U.S. Dept. of the Treasury to develop new auditable processes for regulatory reporting needs
• Performed Goodness-of-Fit and Population Stability testing on all purchased portfolios.
• Represented Consumer Risk Management in several large-scale initiatives such as product launches, scorecard implementations, process overhauls, and third-party bank conversions.

Master'S Degree, Financial Mathematics, 3.81 / 4.0

Bachelor Of Science (B.S.) / Minor, Applied Mathematics / Economics, 3.42 / 4.0