Matthew Sean Clarkin Email & Phone Number

New York, New York, United States

New York, New York, United States & Plano, Texas, United States

• Formulated, implemented, wrote up all the model documentation, and handled model review for facility-level PD/Rating Migration, Downgrade, LGD, and EAD model frameworks disconnected from MEVs, called CSF, that would permit stressing the Wholesale Credit portfolio based on custom-tailored scenarios to be used for Risk Appetite, industry limits, and monthly portfolio monitoring• Designed and built-out the control environment around CSF monthly/quarterly process flow cycle• Leveraged expertise in wholesale portfolios and loss forecasting models to explain and receive buy-in from LOB CRO/CFOs and business stakeholders in simple terms• Managed relationship with lines of business on all stress testing related requests monitoring wholesale portfolios day-to-day, conducting deep dive analyses, and identifying emerging credit trends• Personally designed, built, and tested UAT, Prod Parallel, and Production versions of various Dremio Tableau dashboards to automate the analysis of stress testing and Risk Appetite model runs for my team and business stakeholders’ needs

New York, New York, United States

• Scheduled, managed, and facilitated semi-annual Scenario workshops with senior subject matter experts from the business in order to update loss estimates associated with large but infrequent potential risk events for inclusion in stress testing and capital• Led the conversion of Expert Assessed scenarios into Structured Scenario Assessments by formulating consistent and repeatable scenario formula structures in partnership with business experts• Managed the design, development, and testing of the Operational Risk Scenario Analysis Module (ORSAM) system as the Subject Matter Expert (SME) from Scenario Analysis working with Product Owners and Business Analysts on a daily basis• Assisted in the formulation and development of an Economic Capital model for the economic measurement of Operational Risk, which included summarizing the framework for the firm’s CRO

New York, Ny

•Assisted in the development of investigative methodologies to statistically identify and characterize potentially collusive financial sectors and firms before harm to the industry or investors can be done.•Analyzed the historical relationship between at-the-money volatilities and skews of cliquet options.•Contributed materially to a departmental project where personal responsibilities included checking the historical performance of path-dependent models for Asian options.•Performed classical examinations of implied volatility term structures to independently verify if at-the-money VIX of various tenors are mean-reverting with parameters calibrated based on an O-U model which then underwent in-sample, out-sample, and routine normality tests.•Built probabilistic predictive VaR models using PCA and multivariate time series regressions to model two separate concepts: the default risk of a cross-section of S&P 500 companies based on CDS spreads and the movements across a treasury bond-yield surface of twelve tenors.

New York, Ny

•Duration modeling, variable specification, and data compilation for professor’s follow-up paper.•Extracted, structured, and regressed spreadsheets from the 2005-2012 Panel Study of Entrepreneurial Dynamics, the purpose of which was to perform survival analysis on potential start-up founder groups which would quantify the impact of a founding group’s composition on the enterprise’s longevity.

Vernon, Nj

•Award-Winning Ski Resort and Waterpark located in Sussex County, New Jersey.•Worked as a Client Relations Agent addressing clients and investors and concerns about future of the company.•Focused primarily on explaining the infrastructure of both ski resort and waterpark to clients for them to understand the resort's potential and current profitability.

•Boston University center for culture, diversity, and campus-wide unity dedicated to philosophies and teachings of visionary, activist, and theologian Howard Thurman.•Welcomed new people in the Center, and represented the Howard Thurman Center in the BU community while promoting an atmosphere for new ideas and voices to be heard.•Volunteered in projects for social activism, forums on race and society in America and abroad, and launched a new program called Board with Matt.

Boston, Ma

•Built a discrete choice model of utility to determine the statistical significance of individual software games to the overall success of a game console.•Gathered sales numbers and product characteristic data covering 111 specified variables, and performed time series analysis using four related regression models to follow three industry-competitors’ game consoles across Japanese, European, and US console markets over 7 years.

Intern under mentorship of Senior VP at Investment and Wealth Management Firm.Managed market and firm cash flow analysis to derive companies' competitive advantages and finances compared to their industry competitors.Compiled stock data and corporate evaluations on specific companies to forecast potential stock growth and degrees of market competition.Drafted and submitted company, stock, and industry reports that used by Senior VP.

Master Of Arts (M.A.), Economics, 3.54

Bachelor Of Arts (B.A.), Economics, English, 3.8

Activities and Societies: BU Literary Society, BU Writer's Workshop, Howard Thurman Center Student AmbassadorGRE Quantitative: 167.

High School Diploma