J Scott Bork, Mba Email & Phone Number

Salt Lake City, Utah, United States

Regional Lead for Liquidity Explain Attribution & Projections Team in Core Treasury.Maintained the firm’s liquidity metrics projection, advising senior management on asset liability spread over various time horizons. Drove key stakeholder engagement towards narrating the firm’s forward liquidity position and presenting strategic recommendations to optimize funding channels and collateral deployment• Compiled briefing materials for weekly meetings with the CFO and Head of… Show more Regional Lead for Liquidity Explain Attribution & Projections Team in Core Treasury.Maintained the firm’s liquidity metrics projection, advising senior management on asset liability spread over various time horizons. Drove key stakeholder engagement towards narrating the firm’s forward liquidity position and presenting strategic recommendations to optimize funding channels and collateral deployment• Compiled briefing materials for weekly meetings with the CFO and Head of Liquidity Risk, coordinating with senior leadership across divisions to craft a narrative on the state of liquidity. Leveraged Tableau to visualize the forward path and identify emerging trends. • Partnered with Technology to improve system resiliency; JIRA tracking performance issues, testing code changes, and improving both run time and performance. Show less

Wilmington, Delaware, United States

Asset Class Controller on Risk CFO Project Team, specializing in Financial Derivatives and basket of Traditional Credit Portfolio instruments. Project 1: Tasked with aggressively migrating and reengineering the Counter-party Credit Exposure reporting framework used for annual Federal Reserve stress testing (CCAR). Implemented centralized Tableau data warehouse, identified data requirements, and defined Alteryx logic to standardize regulatory submissions in compliance with Federal… Show more Asset Class Controller on Risk CFO Project Team, specializing in Financial Derivatives and basket of Traditional Credit Portfolio instruments. Project 1: Tasked with aggressively migrating and reengineering the Counter-party Credit Exposure reporting framework used for annual Federal Reserve stress testing (CCAR). Implemented centralized Tableau data warehouse, identified data requirements, and defined Alteryx logic to standardize regulatory submissions in compliance with Federal Reserve Guidance. • Imbedded Quality Control (QC) mechanisms, automated period-over-period Variance Analysis, standardized Secondary Review procedures, and centralized Attestations and other Data Validations. • Prepared ad hoc analyses and commentaries to understand historical trends while, ensuring accuracy of financial reporting. Gathered Risk Mitigation Framework slides for presentation to the Federal Reserve Board (annual stress testing exercise). Project 2: Centralized Wholesale Credit Risk reporting and built systems to control financials for Earnings Press Release (EPR) and SEC filings.• Coordinated with various lines of business to closely examine and measure reportable control totals related Firm Loans and Leases, Provisions, and Loss Allowances.• Generated “TCP Key Ratios” reports for senior risk managers in preparation for Earning Press Release.• Scrum Master for designing, testing, and deploying RAD tools for SEC and MIS report automation. Subsequently retired five high-risk User Tools; saving over 48hrs quarterly Show less

London, England, United Kingdom

Facilitated close procedures and reporting by provided balance sheet analysis, P&L and risk sign-off, and supporting various system development lifecycles for the EMEA Rates Trading business.• Extensive balance sheet analysis, drafting weekly/monthly/quarterly commentaries to Trading Desk, Risk and Legal Entity Controllers. Keenly understood P&L calculations, risk models (VaR), end of day mark sources, and data flow from trade capture through centralized Firm-wide aggregators.•… Show more Facilitated close procedures and reporting by provided balance sheet analysis, P&L and risk sign-off, and supporting various system development lifecycles for the EMEA Rates Trading business.• Extensive balance sheet analysis, drafting weekly/monthly/quarterly commentaries to Trading Desk, Risk and Legal Entity Controllers. Keenly understood P&L calculations, risk models (VaR), end of day mark sources, and data flow from trade capture through centralized Firm-wide aggregators.• Collated Standardized Risk Weighted Assets (RWA) balances and engaged with Capital Risk Management to validate Regulatory Capital Requirements. Partnered with IT to build and pilot a consolidation, aggregation, and reporting framework for regulatory reporting; defined data parameters, built subledger reports, and tested output of RWA Tool functionality. • Served as SME on Funds Transfer Pricing (FTP) and Spot FX Revaluation navigated CIO Treasury’s Cost of Funding Engine (CoFE) to explain deviations within daily P&L.• Instructed monthly Trader Income Attributions per Transfer Pricing Agreements, monitored LE cash balances, and prepared tax control totals for Advance Pricing Agreements (APA). Show less

Wilmington, Delaware, United States

EMEA Rates & Global FX Financial Controller, managing four-member team responsible for reconciliation and substantiation of general ledger financials. Operated Hyperion, FDW, SAP, and trading summaries.• Coordinated with Risk, Cash Management, and Settlement Ops to implement early derivatives clearing operations and controller frameworks for central clearing models with the Chicago Mercantile Exchange (CME), London Clearing House (LCH), and Intercontinental Exchange (ICE). •… Show more EMEA Rates & Global FX Financial Controller, managing four-member team responsible for reconciliation and substantiation of general ledger financials. Operated Hyperion, FDW, SAP, and trading summaries.• Coordinated with Risk, Cash Management, and Settlement Ops to implement early derivatives clearing operations and controller frameworks for central clearing models with the Chicago Mercantile Exchange (CME), London Clearing House (LCH), and Intercontinental Exchange (ICE). • Chaired weekly cash management calls to document, track, and remediate cash breaks within 30 days• Deployed quarterly GL attestation methodologies, substantiating over 8,500 account balances back to Risk Management Systems. Further, supervising key control reconciliations for SOX audit. •Imbedded Quality Control (QC) mechanisms, automated period-over-period Variance Analysis, standardized Secondary Review procedures, and implemented centralized Attestations and other Data Validations to dramatically improve quality assurance and appease regulators/audits. Show less

Chicago, Illinois, United States

US Treasury Repo settlement team lead. Liaised with the Financing Desk traders and sales team to remediate pricing disputes and instruct amendments. Managed 'on-the-run' US Treasury Note positions for 2s, 5s, and 10 year issuances. Prioritized liquidity for sensitive clients. Facilitated the daily TIPS settlement for note reconstruction. Worked with cash management to balancing DDAs.

Master Of Business Administration (M.B.A.), Corporate Finance And Strategic Management

Bachelor’S Degree, Business Administration And Information Systems

Education record