Development of audit solutions utilizing Python, R and Excel VBA for the purposes of continuous auditing and business intelligence.

Management of Programming Analysis Staff Hire, train and manage a staff of four programmers Manage a department that exhibits mastery of six data analysis and data acquisition software products Perform pre-sales scoping of solutions to aid sales staff in making proposals for continuous monitoring and pricing of custom solutions Team with marketing to improve ability to promote and sell solution products Work closely with project management on best method for delivering solutions while avoiding scope creepNotable Contributions: Lead strategic intitiative to improve non-software sales focusing on marketing and sales of solutions and training services Oversee creation and maintenance of code library with managed version control for training and assimilation of new staffExemplify exceptional skills in developing statistical sampling for audits Utilize various techniques, such as classical variable sampling, attribute sampling, and monetary unit sampling Efficiently determine areas for improvement in the company and perform integral role in pursuing acquisition of key source material Conduct demonstrations of sampling techniques within IDEA for prospective sales customers Determine errors in software’s sampling calculations and ensure successful implementation of software correctionsNotable Contributions: Implemented a new sampling approach for client where helped them set and achieve sampling objectives Rendered expert advice to clients/customers on IRS sampling rules for tax audits and successfully argued with the IRS on their behalf

Design, deliver and manage the creation of innovative Visual Basic programming products Develop applications for data analysis that can be resold Implement the design of fuzzy matching as well as fuzzy duplicates analysis Develop custom client scripts to prevent fraud, audit control violations and increase client efficiency Develop and present methodology and script applications for employing time series, trend analysis and correlation to identify fraud/control conflicts in areas of payroll and payables Generate Excel Export Utility to easily enable the export of various databases into Excel worksheets Create linear regression program from scratch for auditors that classifies outliers using extraction of regression predictors Expertly facilitate speaking engagements to present programs and ask for feedback on necessary improvementsNotable Contributions: Managed the development of 7 applications and serviced 100+ clients Played a major role in executing 20 automated audit solutions for oil and gas client based on Ernst & Young standards with Excel VBAManage the implementation of continuous monitoring software and data analysis Implement data analysis scripts for automated, continuous monitoring of controls and fraud violations Determine and directly convey economic realities of the monitoring business to management Manage the economics of pricing for staff upkeep, risk and development of contracts Perform effective project management in solving client problems and simultaneously reducing provider risks Expertly execute the production of scripts that test for fraud to generate data for monitoring output Notable Contributions: Implemented SAP-automated extraction program to gather data out of SAP without human intervention for analysis Oversaw and managed the implementation of automated continuous controls monitoring solutions for six major clients

Current projects, responsibilities and achievements: Provide research and data analysis for clients as well as internal IDEA development purposes Authored An Auditor's Guide to Downloading Data to assist auditors in implementing data download transfers Topics include: Networks, relational databases, SQL and ODBC implementation, OLE DB, file transfer protocol Mainframes: DB2, QMF, AS/400 and database management systems Implemented Visual Basic scripting in IDEA Designed and programmed regression technique code so IDEA can perform regression analysis Designed tests that implement Continuous Control Monitoring using SymSure for IDEA Managed a SQL Server database for a download test environment Performed and/or implemented Ad Hoc and Transaction SQL, Stored Procedures and Security Access Monitoring Provided in-depth research and statistical and programming background for IDEA audit sampling techniques Techniques: Classical Variable Sampling, Attribute Sampling and Monetary Unit Sampling Conducted research and synopsis of Audimation business impact resulting from the Recovery and Reinvestment Act of 2009 Analyzed and summarized the newly detailed reporting requirements of those receiving government aid Addressed potential needs of recipients for analytical audit software tools Created an IDEA case-study analyzing player performance impacts for the Houston Rockets basketball team Analysis illustrates usage of three IDEA techniques: correlation, trend analysis and time series

Analyzed U.S. housing to isolate sources of price bubbles in regional and national markets Identified two cases of missing variable bias in Federal Reserve Board's housing model that prevented housing bubble identification Invented a comprehensive measure of banks' mortgage lending practices using American Housing Survey data Constructed loan-to-value and price-to-income ratios as key components to price-to-rent housing models Efficiently produced several rounds of ratios using SAS to fine tune and edit survey errors and changes Processed raw ASCII files from National Archives; Produced the only accurate national and regional measures of U.S. housing stock on a quarterly basis from 1967-2007 Constructed annual housing stock series from Census Housing Vacancy Survey (HVS) data Identified via research the many errors, exclusions and procedural changes that occurred over time Smoothed changes backwards to eliminate breaks in the HVS data Applied changes to data subcategories before re-aggregating to total unit and total occupied housing levels Distributed national changes across regions using constrained linear least squares Implemented Kalman Filter interpolation to create defensible quarterly series using related quarterly series as proxies Loan-to-value ratios proxy: quarterly national foreclosure rates Housing stock proxies: quarterly regional housing completions Performed Bayesian deseasonalization of quarterly, monthly and weekly energy and housing data

Simulated Fedwire payment system to determine effect of government-sponsored enterprises P&I policy change on both the Fedwire network and reserve account balances of banks, GSEs and Treasury accounts Developed methodology to prep payment and balance data for simulation One day of data involves over 700,000 transactions and over 65,000 accounts Identified and collected new data sources: securities par balances, P&I owed by GSEs, credit limit exceptions Developed Excel macros to streamline statistical calculations from simulation output Created succinct way to present simulation scenarios to compare potential outcomes Presented work to central bankers at Bank of Finland payments conference and to policy makers at FRBNY Tested beta version of the Bank of Finland simulator software and identified software flaws Worked closely with software company to design and test receipt-reactive gross settlement algorithm for future simulations Statistically identified key drivers of daylight overdrafts for credit risk management Handled acquisition of 6 months of ACH payment data totaling 2 to 6 gigabytes per day for future fraud analysis Implemented first Connect:Direct FTP mechanism in New York to comply with IT conversion policy Designed plan to automatically collect all data sources on a daily basis for future implementation Eliminates need to manually conduct IBM mainframe downloads on a monthly basis, reducing training costs Allows the most up-to-date information to better serve clients with real-time business needs Analyzed the production risk of five new quarterly reports Worked with IT staff to mitigate risks and assist with their planning Orchestrated acquisition of cash processing's SQL database for future analysis Revamped the hiring processes for research assistants to incorporate more staff involvement

Published paper on findings from receipt-reactive gross settlement simulation research conducted jointly with Bank of Finland Invented new statistics to prove benefits of new payment settlement mechanism Created the name "Receipt-Reactive Gross Settlement" (RRGS) Conducted statistical analysis to study Fedwire end-user business demands and characteristics Developed program to construct a representative sample of 500 transactions from a pool of 8 million Performed regression and confidence interval analysis with the 500 transactions Analyzed the payment reciprocity established between end-user groups Arranged interview with Prudential Insurance Co. cash management division Participated in a working group to distill the contents of many interviews into meaningful results Serviced the credit risk management and Fedwire product offices in an internal consulting capacity Developed search program for outright repos on book-entry wire Developed a forecast of daily Fedwire funds volume for annual production Quantified the impacts on the Fedwire system due to potential operational outages Documented and managed group's proprietary database Augmented payments database to include CHIPS and reserve account balances Trained 6 research assistants

Coordinated two rounds of time-critical payment system simulations conducted by the Bank of Finland to support an FRBNY payment system liquidity-enhancement proposal Work culminated in publication in the Economic Policy Review Traveled to the Bank of Finland to oversee revised simulations and conduct preliminary analysis to ensure correctness Prepared payment data for simulation and performed post-simulation analysis according to Federal Reserve accounting conventions Solely initiated and constructed a program to quantify the anticipated loss of payments volume to a near competitor Analysis provided necessary information for pricing decisions Created an accurate forecast model of annual payments transaction volume using econometric time-series analysis Distributed forecast results each quarter to multiple VPs and Senior VPs Forecasts aided business units in determining future budgeting and pricing Developed computer programs to calculate overdrafts and search for federal funds transactions

Overall Description Worked directly with economists and policy-makers to quantitatively address internal policy issues related to the movement of money within the Federal Reserve System, domestic competitors and international settlement Analyzed Fedwire wire transfers, book-entry government securities trading, CHIPS payments, and banks' intraday balances Created a new, historical database by collecting payment and reserve account balance data from disparate sources Discovered data's unique conventions and developed programming methodology for accurate processing Coordinated IT solutions and founded new business area contacts for the purposes of acquiring new data and clientele Handled hiring, training and development of research assistants in mainframe, UNIX, SAS and simulator environments

Worked as an analyst in practice development with internal insurance group and in product development with a client-based team Performed several Excel analyses of insurance industry; focused on market concentration, business trends and M&A Performed insurance company research and expense analysis to determine the sourceable base ($1BN+) and potential savings ($200M+) for proposals Research involved in-depth work with both statutory (SAP) and GAAP financial statements Work usually culminated in extensive involvement in creating new business proposals Worked directly with partners to prepare company-specific M&A strategy documents for presentations to insurance clients by doing historical M&A benchmarking, in-depth company research and financial analysis to determine purchasing possibilities Helped team members conduct a new-product survey for a credit card company to confirm earlier profitability calculations