I am leading a team of subject-matter experts in modeling and data science to perform effective challenge of model development, validation, implementation, and usage and substantive testing of controls for key business processes.

Within the Internal Audit Department's team of modeling subject-matter experts, I led model-related audit testing and assisted with the development of a framework for assessing risk related to emerging modeling techniques. In this role, I also partnered with our Data Analytics Team and our business partners to identify opportunities for applications of data science within the organization.

Within the Financial Model Validation team, I am engaged in multiple aspects of Model Risk Management, notably Model Benchmarking and Research, Model Risk Quantification, and Model Validation. I have also led initiatives related to development of modeling standards and improvements to internal model performance monitoring.Model Risk Benchmarking and Researcho Led development of benchmark models for key Tier 1 CCAR PPNR and Loss models for major product lines (Card, Personal Loans, Student Loans, and Deposits).o Developed alternative approaches to perform effective challenge on efficacy of using modeling techniques in certain applicationsModel Risk Quantificationo Managed the overlay review framework and supported related independent review/challengeo Managed the model risk buffer framework for model risk quantification as part of CCAR/DFAST processesModel Validationo Led independent model validation for Deposit Balance models and regulatory reporting processes for the Liquidity Coverage RatioModel Risk Management Initiativeso Worked with key personnel to update MRM’s position on diagnostic testing, resulting in revisions to Modeling Standards and Procedures for Model Development, Model Validation, and Model Performance MonitoringAwarded the 2017 President's Award for achievements in Model Risk Quantification, Benchmarking, and Research.

I participated in Model Risk Review and Assessment activities by providing an independently-determined alternative model against which a model-under-review can be compared. In benchmarking, I provided the assessment teams with valuable insights regarding the model development assumptions and processes as well as an alternative view of the forecast in question, which allows for a more objective assessment of the reasonability of the primary model forecast.I have modeled nearly all aspects of banking operations, from deposit gathering to losses and receivables for unsecured loans for both revolving and non-revolving lines of credit. I have also reviewed vendor models in these areas to assess efficacy and applicability relative to their use within the enterprise. This gives me a very broad view of banking operations with respect to operation and associated financial risks.Model Risk Benchmarking and Researcho Led development of benchmark models for key Tier 1 CCAR PPNR and Loss models for major product lines (Card, Personal Loans, Student Loans, and Deposits).

I was responsible for financial forecasting related to the Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test (DFAST) processes, including statistically-based forecasts of accounts and balances for the Deposits business.Deposits Model Development and Operationo Implemented Deposit Balance models developed by third-party vendor for usage in CCAR/DFAST processeso Led model development of Deposit Balance models for usage in CCAR/DFAST processeso Produced forecasts of deposit balances for use in BAU planning and CCAR/DFAST stress testing

For eleven and a half years, I worked within the Insurance and Actuarial Advisory Services practice, though was frequently deployed to other practices within EY on engagements that required my specific set of skills and experiences, which were in limited supply within the firm. I was deployed on projects with global financial services companies, American auto manufacturers, and insurance companies and brokers. I have worked directly with personnel at all levels of client organizations, from staff-level through Senior VP, and assignments have required an understanding of operations and IT functions as well as the ability to synthesize new information quickly and develop new skills as needed.Though not an actuary, I was able to apply my quantitative and operational experiences to actuarial engagements. Actuarial assignments included managing and performing loss reserve analyses in support of an audit or a Statement of Actuarial Opinion and occasional pricing projects using standard ratemaking methods and non-traditional techniques, including the development of predictive scoring models. Beyond actuarial pricing and loss reserve analysis, I have experiences with many non-traditional actuarial applications. I have contributed to the development of risk-adjusted performance measurement models, with emphasis on the correlation/aggregation of risks. I have also assisted clients in developing tools for aggregating their credit risk exposure. Outside actuarial work, I have experience with projects pertaining to SOX-404 documentation and testing financial reporting processes. Due to my background, I acted as one of the technology leads in the actuarial practice, with responsibilities including coordinating the practice's content management systems developed as part of the firm's "Community" content sharing initiative and developing technology initiatives, e.g. technology skills training programs.

I performed quantitative analysis for all departments within Operations, including Claims, Marketing, and Customer Retention, reporting to the Vice President - Operations and the CEO of the company. After nine months, additional responsibilities were assigned related to the actuarial function of Operations, reporting to the Chief Actuary.