I served as the finance lead on enterprise-wide expense optimization initiatives that drove $200mm+ in annual cost savings, including organizational design and branch reduction programs. I developed profitability modeling (NPV, IRR, payback) for entering new markets that incorporated capital requirements, physical asset buildout, product sales, marketing, staffing, and balance sheet forecasts. I also created a market share based revenue model quantifying the P&L impact of of our Consumer & Business Bank digital transformation. And no strategic finance role would be complete without CapEx allocation and prioritization.

I developed competitive analysis to evaluate peer bank performance and identify strategic initiatives to better utilize U.S. Bank's balance sheet, optimizing returns within our capital and liquidity constraints. In addition, I stood up the analyst rotation program to train in new hires across the Capital, Liquidity, and Interest Rate Risk teams. The role initially focused on building models to help the bank manage its liquidity position on a short-term basis and under stress testing scenarios, including daily Liquidity Coverage Ratio (LCR) forecasting and multi-year Liquidity Stress Testing (LST) scenarios.

I ran the Basel III advanced credit risk-weighted asset (RWA) forecast for U.S. Bank's $400B asset side of the balance sheet using Quantitative Risk Management (QRM) software. This included monthly forecasting as well as running multiple CCAR scenarios, with special focus on new volume, runoff, and credit migration in various stress environments.

Central FinanceFunds Transfer Pricing (FTP)Mortgage Credit Risk