- Design and maintain comprehensive and effective loan portfolio monitoring mechanisms;- Aggregate and monitor bank level stress testing results and monitor for enterprise-wide level trends;- Coordinate and, at times, present periodic reporting to support credit & lending risk management groups including the Board Credit Risk Committee and Credit Policy Committee- Independently develop enhancements to data gathering, analytics, and reporting;- Collaborate with partners in IT, credit administration, bank, finance, and risk management and others to consider corporate business and risk objectives and the implications for loan portfolio monitoring;- Consider regulatory environments as they relate to loan portfolio monitoring, recommend and implement actions to ensure ongoing compliance;- Investigate relevant industry and peer best practices to identify enhancement opportunities for Tompkins;- Developing a risk assessment of the physical and transition risks resulting from climate change, impact on our balance sheet, and steps to be taken to mitigate such risks, and;- Monitor and report on relevant macro-economic, regional and industry specific conditions and trends that may impact credit quality at Tompkins.

Credit Strategy• Developed a 5-year strategic plan for a regional bank to improve key processes over time and capture value from the planning process to meet future heightened regulatory expectations.• Advised a commercial bank on emerging risk analytics, digitizing the credit underwriting process, automating repeatable tasks using robotic automation processes and implementing standardized informational logic using natural language processing to collect and analyze information.• Developed a business case for a commercial bank in evaluating entering the alternative asset servicing industry; provided market perspectives and growth estimates of the industry, completed risk assessment of firm's current servicing capabilities, constructed a financial business case, and presented business case to CFO.Model Risk Governance• For retail and commercial lending ALLL, enhanced the design of US GAAP ASC 450-20 and ASC 310 methodologies for future CECL compliance. Worked with Canadian branch business units on adapting target operating model design to specific IFRS 9 requirements. Designed distinct loss emergence periods for specific business units and modified qualitative adjustment frameworks based on SAB 102 factors.• Prepared model risk documentation, detailing C&I and counterparty rating methodologies in preparation for internal model risk validation.

Credit Risk Governance: • Performed an audit of the credit review function for a top global banking institution, including identifying weaknesses in the risk control structure, developing and executing testing of risk controls, comparing risk controls with regulatory compliance standards, as well as the independent review of consumer and wholesale loan files.• Advised a regional bank on establishing a risk governance framework, credit risk underwriting practices, and reporting procedures for a securitized and non-investment grade investment portfolio that the bank was structuring to deploy excess liquidity and increase asset returns.Credit Risk Scorecards:• Worked with an FBO on structuring committed and counterparty credit risk facilities to private equity funds, hedge funds, fund-of-funds. Developed a due diligence risk rating assessment framework, benchmarked methodology against industry peers, drafted policies and procedures.• Restructured credit risk rating systems and defined rating scorecards for multiple regional banks; enabling the banks to improve their credit decisions, respond to regulators and meet financial reporting requirements.• Reviewed the harmonization of risk rating scales into a global unified Masterscale as part of merger integration efforts between a regional commercial bank and foreign investment bank.Counterparty Credit Risk• Assessed counterparty credit risk governance and collateral management processes for calculating derivative and Fx exposure, applicability of legal agreements (e.g. ISDA, IFEMA) to risk exposure calculations, and resolution of overlimits for counterparty credit risk facilities.• Assessed an FBO’s capabilities of aggregating counterparty credit risk exposure across credit hierarchies and multiple booking entities to comply with single counterparty credit limit regulation.

Client credit coverage for private equity and traditional asset management firms; responsible for structuring and managing the Investment Bank’s credit risk relating to syndicated loans, acquisition finance, derivatives, and FX.Assessed the potential credit risks, constructed financial models and projections, structured deal terms and covenants where J.P. Morgan was providing acquisition/corporate financing to private equity sponsors and asset management teams.Managed capital markets counterparty credit risk by leading due diligence sessions for ISDA/MRA/Clearinghouse negotiations with firms requesting to trade derivatives/repo including swaps, forwards, and options.

Project managed syndicated loans through the credit approval process and incorporated feedback from credit executives, loan servicing operations, and collateral management into the credit package.Developed monthly and quarterly credit risk reporting packages for line of business reviews.Completed credit reviews on mutual funds, asset managers, hedge funds, and pensions.Monitored derivative and repo overlimits and worked with credit executives to remediate issues.