In March 2020, I founded a new team, consisting of data scientists and other quantitative professionals, who develop the next-generation of analytical solutions that go beyond first-order effects and historic relationships to facilitate better business decisions through actionable insights for Bank of America’s wholesale lending businesses.- Lead architect for Bank of America’s wholesale climate risk management model ecosystem that is currently recognized as the industry standard by prudential regulators, third-party consulting firms, and industry peers.- Delivered a series of new quantitative capabilities and analysis using a combination of traditional statistical techniques and modern data science tools and methods that resulted in significant business impacts.- Established a new, strategic function that grew significantly in terms of size and impact delivered over the team’s first three years by attracting and retaining strong, diverse talent across the United States and England in a completely remote work environment.

From October 2016 to March 2020, I led teams of quantitative professionals through the end-to-end development of highly complex, quantitative model systems that supported portfolio risk management initiatives for Bank of America’s $1 Trillion wholesale loan and lease portfolio.- Developed and deployed a multi-generation, expected credit loss—probability of default (PD), loss given default (LGD), exposure at default (EAD)—model framework that quantifies the credit risk within Bank of America’s commercial and industrial portfolio.All generations of the model were delivered on time and underbudget as the framework’s flexible design and implementation allowed it to be customized and scaled to meet multiple domestic and international prudential and financial regulatory standards including CCAR and DFAST, CECL Reserving, IFRS 9 Impairment Reserving, and ECB Stress Testing.- Served as Bank of America’s wholesale credit risk quantitative SME throughout the Enterprise’s CECL / IFRS 9 Reserving Program including participation on multiple internal and external advisory councils involving close collaboration with a wide range of industry participants including peer institutions, prudential regulators, financial regulators, and ‘Big Four’ accounting firms.

From January 2012 to September 2016, I led the day-to-day oversight of client engagement teams responsible for executing large-scale, quantitative programs for external banking and capital market clients and internal initiatives for Ernst & Young’s Quantitative Advisory Services group. Select highlights include:- In my final year at the organization, I led five external engagement teams generating $15 Mn in revenue and was directly responsible for identifying and generating an additional $8 Mn in client engagements.- Served as a credit risk SME on more than 20 external client engagements across more than 10 top tier financial institutions on a variety of topics including CCAR and Dodd-Frank Act Stress Testing, Current Expected Credit Loss Reserving, IFRS 9 Impairment Reserving, Basel II / III, Economic Capital, Model Risk Management, and risk-adjusted pricing / performance.- Developed and delivered more than seven internal training classes with that an average class size of more than 100 professionals each session.

From June 2009 to December 2011, I participated in the regulatory examination process at more than 25 national banks ranging in size from $10 Mn—$1 Tn in total assets. Select highlights include:- Presented regulatory findings and recommendations in the context of balance sheet risk management strategies and investment portfolio analytics to Boards of Directors and C-level management.- Developed credit and liquidity risk analytics that were used by lead regulatory responsible for the supervision of troubled financial institutions.- Co-authored a quarterly asset-liability newsletter used by 50+ bank examiners that highlighted emerging asset-liability trends within the Kansas City supervisory district.