- Managed corporate Interest Rate Risk (IRR) and Funds Transfer Pricing (FTP) methodology and production processes- Responsible for ongoing portfolio strategy, reporting, and ad hoc topics (e.g., pricing, margin strategy, peer B/S comparison)- Owned corporate deposit valuation methodology for IRR and FTP- Finance lead for LIBOR Transition project; organized pricing model owners & strategy teams to ensure consistent SOFR implementation and external communications- Led project team to remediate merger-related validation report for IRR model methodologies in QRM- Owned and maintained commercial loan pricing models to support LOB pricing decisions

Treasury Interest Rate Risk Management- Promoted to team leader managing three analysts- Owned system and process to calculate IRR metrics and balance sheet forecasts to support investment strategies- Member of ALCO executive committee; responsible for monthly reporting and compliance metrics for Net Interest Income (NII) at Risk & Market Value of Equity (MVE) at Risk- Developed and presented ad hoc ALCO analysis: projected deposit costs, NIM rate sensitivity, and portfolio growth profitability trade-offs (e.g., loan and securities growth dependent on funding costs)- Led ALM Working Group to review portfolio analysis, key assumption updates, and model implementations- Supported reporting for various stakeholders: mortgage valuations for REIT sales and ALLL assessment, fair value loan assessments, liquidity position maturities, portfolio yields, and securities premium amortization

Treasury Asset/Liability Management & Funds Transfer Pricing

Treasury Finance Model Development

Quantitative Management Analyst Program