Developed and enhanced existing stress-testing models and calibration methodologies covering the Bank credit products suiteStrong understanding of stress-testing models, both internal and regulatory requirements and knowledge of financial products (FX, derivatives, deposits, commitments, loans, etc) Produced in depth analysis of stress testing results and create high quality reports for Boards, Regulators and internal use on a regular basisCollaborated with senior business professionals in enhancing liquidity planning, liquidity stress testing models, and limit setting methodologiesMaintained and enhanced existing liquidity risk reporting tools including Liquidity Coverage Ratio (LCR), FR2052a, Net Stable Funding Ratio (NSFR), Internal Liquidity Stress Testing (ILST), Resolution Liquidity Adequacy and Positioning (RLAP) and Resolution Liquidity Execution Need (RLEN)Knowledge of various aspects of risk processes and risk frameworks including risk appetite and governance, financial results and liquidity profile, operational risk, market risk, and or counterparty credit riskWorked with various business groups (business analysts and IT) to identify and implement solutions for external or internal requests, such as new reports, data quality improvements and reporting process improvementsKnowledge and understanding of treasury management industry: asset liability management (ALM), liquidity management, and stress-testingExperience with Oracle Financial Services Analytical Applications (OFSAA)

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Helped American Efficient, one of the largest energy efficiency resources (EER) providers in the US, identify and prioritize additional EE value streams to monetize outside of current energy capacity business

Collaborated with senior business professionals in enhancing liquidity planning, liquidity stress testing models, limit setting methodologiesAssisted as needed, with the review and challenge of existing liquidity models such as Internal Liquidity Stress Testing (ILST), Resolution Liquidity Adequacy and Positioning (RLAP) and Resolution Liquidity Execution Need (RLEN)Maintained and enhanced, when necessary, existing liquidity risk reporting toolsStrong communication skills with the ability to explain technical data analysis results to business people and business processes, challenges and issues to technical peopleKnowledge of a broad range of treasury instruments and the complex financial products (including all short and medium term money market instruments, foreign exchange, and interest rate derivatives)Experienced with relevant regulatory rules and requirements impacting risk management (e.g. Basel III, the US Final Rule, FED and OCC inter-agency guidance, bank holding company readiness)Strong analytical experience and process orientation (process documentation, mapping and redesign; business requirements documentation, root cause analysis)Played an active role in counseling and mentoring junior analyst within the organizationStrong knowledge of COSO framework

Designed and developed new processes for liquidity risk measurement and analyticsLed high-quality work products within expected time-frames while managing multiple prioritiesPerformed liquidity risk analysis and analyze the impact of interest rates on the firm’s balance sheetExecuted projects to investigate and improve the risk representation of the Firm’s liquidity risk, contingency funding plans, asset-liability management, and stress testing frameworkCreated high quality reports for senior management, ALCO committee, and regulators on a regular basisMonitored, analyzed and reported market risk, liquidity risk, leverage ratio, counterparty/issuer concentration riskCollaborated with senior business professionals in enhancing liquidity planning, liquidity stress testing, limit setting and asset/liability managementFamiliar with Basel III liquidity monitoring tools (including LCR, FR2052a and NSFR) as well as the Dodd-Frank Enhanced Prudential Standards and the risk data aggregation principles related to BCBS 239Experienced using Bloomberg to conduct risk management reports and research

Worked with team members to understand new products and new counterparty risks being incurred by the trading desks and to understand relevant business and risk requirementsPerformed data analysis for various risk projects for Central Clearing of interest rate swaps, FRA, CDS/CDX, NDF and futures products and define data validation rules and default rulesClearly defined and documented those business requirements, processes, methodologies that are needed to develop and support counterparty risk management systemsPartnered with Credit Technology group on data sourcing and data mapping issuesMaintained consistent counterparty exposure methodologies and aggregation methodologies within risk systemsDeveloped and provided expertise regarding trading products and counterparty risk management, including potential future exposure (PFE), aggregation methodologies and risk processes and systemsWorked with Credit Technology group on technical issues and provided input on potential corrective actionsWorking knowledge of Capital IQ and Bloomberg

Assisted the trading desk with respect to representing complex deals in the P&L/risk reporting systems and reviewed for accuracyReviewed and reported on new deals activities and their impact on the P&L and banks risk profileInteracted with Trading, Technology, Operations and Finance colleagues to formalize PnL in a timely controlled fashionProvided quality PnL commentary that explains the revenue drivers of the desk, supported by Front-to-Back dataCompleted month-end close (reconciled trading books, substantiated balance sheet movements) in order to ensure accuracy of the firm's books & recordsEnsured accuracy of downstream processes, including accounting and other control responsibilitiesWorking knowledge of Capital IQ and Bloomberg

Elicited and documented requirements with support of our subject matter experts, using interviews, documents analysis, and use cases scenariosManaged projects standards through effective risk management according to the division SOP and other policiesProvided ad-hoc analytic reports using SQL and ExcelCreated custom reports and processes to support new lines of businessServed as the liaison between internal/external customers and the software development teamManaged the process of distribution of materials to shareholders as well as collection of shareholder responseshttps://www.mediantonline.com/

Provided Regulatory Report (Quality control, SEC compliance, quick turnaround)Complied with the SEC new regulations on summary and statutory prospectuses and reportsPreformed proxy services for many funds within the regulatory windowExamined information to figure out what is relevant to the problem and what methods should be used to analyze ithttps://www.mediantonline.com/

Implemented an internal control unit and internal auditing processesAssessed financial operations and made best-practices recommendations to managementForecasted and monitored the country office budgetParticipated in monthly internal reportingEnsured compliance with accounting procedures vis a vis the funding agency policyCash-flow management, account reconciliation, general ledger, journal entries, monthly and year end closehttp://www.columbia-icap.org/whatwedo/mtctplus/index.html