Statistical model development for regulatory and business as usual credit risk practices. Consulting on creation of the Bank’s first internal model management guidelines.

Credit Risk model development and management including loss forecasting models for stress-testing, CECL, and loan pricing. Scorecard modeling for customer asset management purposes.

Statistical modeling for asset and liability management and stress testing. Model development including loan originations, deposit lifecycle, and commercial and consumer loan prepayments, with emphasis on development for use in QRM. One of lead analysts on 6-month project rebuilding QRM account and product hierarchy, improving planning tree, and creating more efficiency in use of QRM framework. Team lead on projects for recently hired junior analysts and development trainees.

Quantitative analysis and modeling of new volumes, prepayments, and total balances of assets and liabilities for the purposes of stress testing, net interest income calculations and economic value of equity.

Quantitative analysis and modeling of new volumes, prepayments, and total balances of assets and liabilities for the purposes of stress testing, net interest income calculations and economic value of equity.