• Managed a high-performing team of analysts focused on the attribution and analysis of liquidity risk positions and metrics, including LCR (Liquidity Coverage Ratio), RLAP (Resolution Liquidity Adequacy and Positioning), RLEN (Resolution Liquidity Execution Need), NSFR (Net Stable Funding Ratio), ILST (Internal Liquidity Stress Testing), Intra-day Liquidity, Metric Monitoring, Collateral Management, and Liquidity Forecast Oversight.• Oversaw liquidity risk reporting technology systems (MS SQL Server and Tableau) used by the liquidity risk oversight team.• Prepared materials for ALCO, the Risk Committee of the Board, Liquidity Risk Oversight Committee, and Bank Regulators, clearly communicating liquidity risk positions and drivers.• Calibrated Liquidity Risk Appetite Metrics owned by Independent Risk and led review and challenge of Key Risk Indicator metrics owned by Treasury.• Led high-profile initiatives on implementation of NSFR, FR 2052a (6G), and ILST.• Prepared and presented reports to senior management, regulators, and auditors, highlighting key liquidity risk trends and findings.• Develop and maintain relationships with key stakeholders, including senior leaders, risk managers, and regulators.• Led successful interactions with regulators, preparing and presenting materials that articulate the firm’s liquidity risk posture and governance practices.• Expert in complex analysis and developing new reports.

• Provided independent review and challenge of 1st line Treasury liquidity risk function.• Performed monitoring and credible challenge of the liquidity risk metrics, methodologies, assumptions, and interpretations.• Developed and managed a database for liquidity risk analysis.• Developed reporting and attribution processes to independently monitor liquidity risk metrics (LCR, NSFR, RLAP, RLEN) and liquidity position of the firm.• Monitored bank compliance with liquidity risk regulations (FR 2052a, LCR & NSFR).• Contributed to drafting of Annual Liquidity Risk Assessment of the bank's quantitative liquidity position and quality of risk management.• Managed small team responsible for daily liquidity risk reporting.• Conducted assessments of liquidity risk models and reviews of new products and business initiatives for liquidity risk.

• Led projects to meet the reporting and calculation requirements of the FR 2052a.• Managed a small team responsible for daily LCR calculation, analysis, and reporting of the LCR ratio.• Presented liquidity risk reporting analyses to Treasury senior management.• Automated and enhanced liquidity risk reporting for ALCO, improving efficiency and accuracy through the implementation of automated tools and streamlined processes.• Reviewed Parent Company and Bank guaranty requests from third parties and provided recommendations to senior management.

• Developed and administered monthly Basel II Advanced Risk Weighted Asset (RWA) data assimilation process used for RWA forecasting.• Produced ALCO reports for senior management to track and analyze new volume, runoff, credit migration, and unfunded commitments usage.• Performed behavioral analysis on corporate commitment utilization, deposit runoff, HEIL Re-financing and disintermediation between deposit products.

• Processed changes to organizational and chart of account hierarchies on financial systems. • Ensured various financial information systems used for forecasting, planning, business line reporting reconciled to general ledger and systems of record.• Coordination of legal entity changes on financial systems. • Provided information system support to finance planning and analysis group. • Monitoring of managerial reporting month-end reporting processes.

• Analyzed ATM dispense history to forecast future cash needs at ATMs and cash vaults. • Managed cash movement from cash vaults and armored car services. • Reconciliation of daily cash vault paper work.

• Provided routine and ad-hoc reporting support to a direct lending collections group. • Forecasted charge offs, non-accruals, and delinquency roll rates using data analysis and predictive modeling techniques.