Rob Gilbreath Email & Phone Number

• Played a central role in development and use of prepayment, default, repurchase, delinquency, and modification models in use throughout the company• Built a SAS system that allows modelers to quickly experiment with model changes• Extensive SAS knowledge and talent for increasing flexibility and efficiency of complicated programs• Regularly built software tools for teammates to make work more pleasantPast activity and responsibilities include:• Redesigned and rewrote the corporate loss forecast model simulation system to increase flexibility and efficiency• Conducted SAS training courses for employees• Developed a methodology for forecasting the impact of transferring loans between mortgage servicers• Supervised monthly production of loan-level default model results• Wrote a suite of Excel VBA macros to create and manipulate batches of charts to speed up data analysis and reporting• Modified corporate credit loss forecast model system on an ongoing basis, tailoring it to specific products and research questions• Developed and implemented new credit loss forecast model and new allowance forecast model following market crisis

Performed data retrieval and analysis using SAS and SQL to monitor model performance

• Supervised records collection process for the discovery stage of an EPA lawsuit• Prepared responses to FOIA requests and quality-controlled colleagues' responses