Thomas Humphreys Email and Phone Number

• Conducted ad-hoc analysis of market, credit, and capital risks for seniors leaders based on the emerging risks to the Bank through the risk monitoring framework.• Led department on the complete redevelopment of market risk modeling and reporting through enhanced internal tools.• Established framework for climate change risk modeling and standards at the Bank.

• Developed and established modeling framework for the Banks MPP credit enhancement framework• Leveraged vendor PD/LGD models to establish framework for quantitative credit ratings of member banks.• Enhanced modeling frameworks to comply with internal model and external regulatory guidance through establishment of developmental testing, ongoing monitoring, and auditing of key procedures.• Implemented the Banks CECL modeling framework for the mortgage purchase program.

• Developed and implemented models related to DFAST, retained earnings, and collateral haircut modeling.• Analyzed balance sheet characteristics for market risk by modeling a variety of bonds (fixed, floating, and callable), mortgage assets (MBS, whole loans), and derivatives (swaptions, vanilla swaps).• Evaluated risk characteristics related to the whole loan mortgage portfolio.• Back-tested current prepayment and default models for accuracy providing adjustments if models fall outside of management thresholds.• Meritorious Award winner Q2 2017.

Supported merchant PIN debit routing by forecasting scenarios using R and SAS for individual merchants and/or subsets of merchants. Identified potential merchants for PIN debit routing adjustments to maximize incentive contracts. Monitored and adjusted incentive forecasts to assure monthly and quarterly goals are achieved. Developed data products through the packaging of data/analysis for client use. Pulled data and preformed analytical exercises to inform strategic and tactical decisions including data analysis, data mining, impact reporting, and other ad hoc requests.

Provided support to department on process re-engineering and process documentation. Revised process documents according to specifications of conversion committees. Built process maps of complex and/or significant processes.

MA in Economics with a concentration in Finance

Conducted statistical analysis and reported metrics for the 2012 Annual Report to Congress on Diversity Practices, the 2013 & 2014 EEO Report, and the 2014 EEO Program Plan. Gathered and manipulated large data sets from multiple sources to develop relevant databases. Ensured data integrity by creating acceptable quality assurance tests. Contacted current and potential procurement contracts to ensure compliance with all regulations. Initiated continual process improvement efforts to enhance timeliness and accuracy of reporting.

Researched, analyzed, and corrected service failures on all Department of Defense and State contracts. Developed automated database using Excel macros to track and report quality scores. Implemented new pricing strategies for fiscal year 2013 using year-over-year analysis. Negotiated agency agreements with other affiliates across the US to service shipments. Analyzed utilization reports to accept or reject business opportunities from the Department of Defense and other affiliates.

Coordinated relocation of Department of Defense clients from initial contact to completion. Assisted in the allocation of shipments between different agencies across the United States. Analyzed location surveys to allocate proper equipment, materials, and labor for the relocation process.