Perry Martin Email & Phone Number

Milwaukee, WI, US

Greater Milwaukee Area

• Extensive experience using and configuring QRM (Quantitative Risk Management) software
• Primary responsibility is to make recommendations and provide expert opinions on appropriate mortgage models and model inputs, includes modeling of purchased mortgages, MBS/CMO, and CMBS investments
• Quarterly monitoring of models including making necessary adjustments to optimize model performance
• Manage US Corporate Treasury's Model Inventory / Non-Model Assumption Inventory
• Lead assumption development, review process, and system enhancement initiatives related to the modeling of interest rate risk
• Led initiative to incorporate discount spreads into modeling methodology

Greater Milwaukee Area

• Executive Steering Committee Member - Credit Administration/Revenue Optimization/High Risk Loans Project (Regulator Driven)
• Executive Steering Committee Member - Costing and Profitability System Replacement Project
• Executive Steering Committee Member - Acquired Loan Accounting Project

Greater Milwaukee Area

• Led development of Economic Capital Project (Regulator Driven)

Santa Fe, NM

• Managed interest rate risk exposure and developed hedging strategies on a $50 billion portfolio of mortgage backed securities; hedging strategies included the use of Eurodollar trades, interest rate swaps, and interest.
• Asset and Liability Management Committee (ALCO) member.
• Developed a SQL database to produce ALCO weekly reports.
• Recalibrated asset and liability management models.
• Performed balance sheet stress testing using parallel and non-parallel interest rate shocks.
• Prepared the "S" component of the OTS TB 13a CAMELS rating system for bank charter application; included combining our portfolio with the portfolio of a target bank and calculating pre and post shock Net Portfolio.

Various U.S. Locations

• Wide range of experience in climatology, hydrology, and meteorology; experience in all weather types, i.e. aviation weather, fire weather, severe weather, tropical weather, and winter weather.
• Managed $2 million radar modernization project and associated public relations activities.
• Supervised a team of up to 10 meteorologists and support personnel.
• Analyzed and interpreted data to develop accurate forecasts and warnings.
• Performed scientific research and published results in nationally regarded publications.
• Operated in a fast paced environment where timely integration of accurate solutions was mandatory.

Master Of Business Administration, Finance

Master Of Accounting, Professional

Bachelor Of Science, Meteorology

Activities and Societies: Phi Kappa Tau