• Develop macroeconomic and financial variable forecasts as primary shock drivers for enterprise economic scenario design used in CCAR and CECL stress testing processes and internal capital planning, pricing revenue forecasts.• Compose economic scenario design narratives and align Citi top risks, material risk inventory, emerging risks such as artificial intelligence (GenAI), cryptocurrency, climate ESG risks to present to senior governance committees.• Conduct macroeconomic research/analysis using Haver Analytics and rapid stress testing of enterprise’s emerging risks to assess capital impacts of evolving macroeconomic events and idiosyncratic business line risk pool events.

• Conducted risk control and stress testing of enterprise’s retail, wholesale, credit, market, counterparty, country risk models based on regulatory guidelines, Current Expected Credit Loss (CECL), Comprehensive Capital Analysis and Review (CCAR), Risk Weighted Asset (RWA) methodologies, risk appetite and financial planning strategies.• Partnered with issue owners to provide guidance, challenge, and quality assurance on the various risk models and macroeconomic scenario design of Global Systemic Stress Testing and Rapid Stress Testing with overlays to address idiosyncratic risks to pass the scrutiny of Internal Audit reviews and Regulatory exams.• Provided an independent initial assessment and challenge on the remediation and evidence artifacts to facilitate execution of the Challenge and Quality Review Framework, 1st LoD Risk Control Self-Assessment (RCSA), through engagement and credible challenge with accountable executives, senior stakeholders, 2nd and 3rd LoD.

• Developed scalable data visualization platforms/dashboards using Alteryx and PowerBI to enterprise wide Audit, Tax, Advisory functions to align KPMG pricing with client perception of value to achieve optimal pricing decisions.• Enabled enterprise pricing benchmarking and client pricing scorecard to design alternative fee arrangements such as value based pricing to measure financial impacts of various fee programs with $250M incremental value added.• Initiated partnership with Economics team to build projected inflation tool to capture future pricing trends.

• Project management of wide range of advisory client engagements to deliver services/insights on advanced data & analytics initiatives, regulatory/compliance risk, for the capital market, financial services/technology industries.• Researched and analyzed market/economic, industry and emerging trends to advise clients on policy setting, process improvement, industry/peer group benchmark comparison, current state assessments and future state forecasts.• Performed various assessments, competitive research analysis, risk & control testing, internal audit, validations of model risk management (MRM) policies and procedures based on SR 11-7 guidelines, trade surveillance model uplifts, MRA/MRIA compliance remediations, operational resiliency frameworks, target operating models.

• Designed, developed, tested, maintained/monitored quantitative risk models/tools such as Value at Risk (VaR), Monte Carlo simulations, portfolio paydown forecast models, margin liquidity adjustment models, black out period exposure models using SQL, Python, Snowflake to evaluate members’ securities product portfolio risk exposures.• Performed various analyses/validations for risk management and regulatory compliance requests to ensure adequate margin reserves from members based on market trading volume, depth, liquidity, portfolio pool risk exposures.

• Leveraged various sources of data and technology to conduct analytics and deploy predictive models to enable Toyota Financial Services (TFS) to better serve its 11M customers in their loan, lease, insurance lifecycles.• Effectively communicated analytical findings and recommendations as internal consultant/advisor/SME to various stakeholders and senior management to drive innovative cultural change with analytics/fact-based decision making such as implementing new ways of measuring risk-adjusted profitability using risk appetite framework (RAF).• Developed statistical models using methods such as multivariate/logistic regressions, decision trees, random forest, gradient boosting, neural networks, using SAS, Python to predict customer loyalty, attrition and successfully applied customer segmentation and A/B testing to product marketing campaigns in achieving targeted offers that align with enterprise’s strategic goal of personalization and digital transformation, resulting in 20% improvement in ROI. • Conducted Comprehensive Capital Analysis and Review (CCAR), economic stress testing using scenario sensitivity analysis to various economic variables in the economic capital model to determine enterprise capital adequacy.• Created customer lifetime value management model incorporating expected future profitability, actual historical profitability, predicted loyalty, attrition, product/vehicle preference to calculate customer past and future values that contributed to more holistic customer-centric value management of the asset quality of TFS’s portfolio.• Collaborated with business partners in Marketing, Risk, Treasury, Customer Service Operations, Information Technology to extract and validate relevant data from new customer data marts using SQL, SAS and Tableau visualization to analyze customer behaviors and value added from customer journey/relationships that contributed in growing TFS portfolio from $85B to $120B.

• Worked in the Business Analytics, Risk Strategy department to conduct various types of analytics/reporting in financial profitability/risk management, new business assessments that contributed to company’s growth to $1B portfolio at the time and becoming the largest privately held automotive finance company.• Analyzed and enhanced Westlake’s technology driven loan origination programs to maximize profitability of loan production while mitigating credit risks using various scenarios of loan structures and their sensitivity on pricing for the appropriate loan risk that resulted in $250M securitization of the portfolio. • Developed cash flow and static loss models to target areas within the production to grow profitability by 15% and volume by 60% using metrics such as interest income stream, dealer participation, dealer loss reserve, prepayment, credit losses, acquisition costs, servicing costs, debt leverage.• Worked closely with cross-function departments from Origination, Servicing, Sales, Marketing, Finance, Accounting, to present analytical dashboards/findings to executives to achieve strategic goals of the company.

• Worked in the newly created Direct Lending and CarMax Product and Pricing department to optimize the pricing strategies for the various direct lending and CarMax channels.• Analyzed performances of automotive financing products to maintain and grow profitability targets while optimizing net income, volume and Risk-Adjusted Return On Capital (RAROC). • Created RAROC financial models and logistic regression statistical models using SAS to produce rate sheets that optimize returns for the various new direct lending channels such as direct mail, web, portfolio refinance, business partners like LendingTree, MyAutoLoan, RateGenious, and CarMax. • Provided insights on changes in the risk/return characteristics of loan productions to make timely pricing recommendations to executive pricing committee in response to dynamic market and competitive forces.

• Conducted economic research in support of expert testimony and strategic consulting for a global economic litigation consulting firm including cases in antitrust, strategy/valuation, economic damage, securities fraud. • Evaluated and developed econometric, statistical regression models and other financial models such as event study, earnings response, market value of equity, using Excel modeling and SAS programming. • Utilized Bloomberg Financial Services and Lexis-Nexis search engine to search for market, industry, and company specific data, news, trends and prior litigation cases.