Thomas Wright Email & Phone Number

Florida, United States

Boston, Massachusetts, United States

• Prepared monthly divisional financial statements using Hyperion Essbase and Excel. Tracked divisional variances to budget.
• Compiled source files using FIS Integrated Business Solutions (IBS) and SAP Business Objects. Provided data for third-party Asset Liability Committee (ALCO) provider and ran third-party liquidity and deposit tools to.
• Developed commercial loan pricing tool to assist lenders, finance, and credit teams in assessing loans' return on equity (ROE).
• Contributed to the creation of a bank-wide budget and reforecast to reflect changes in banking environment.
• Collaborated with Enterprise Risk Management to track liquidity, capital, interest rate, and market KRIs.
• Assisted regulators during liquidity and asset liability reviews. Ensured accurate information was provided with no comments noted.

Wayne, New Jersey, United States

• Conducted yearly bottom-up enterprise-wide Risk Control Self-Assessment (RCSA) to monitor key areas in which the bank is subject to greatest operational risk.
• Developed multiple methodology changes that improved key support functions within the bank. These were approved by both the Enterprise Risk Committee (ERC) and Board Risk Committee (BRC) to be put into effect as part.
• Built out, tested, and maintained governance, risk, compliance (GRC) system to monitor reporting of risks and controls, loss events, issue tracking, and KRIs.
• Transformed current dashboards that underlie trends for all reports to be proactive in identifying and following up on anomalies or areas of concern.

New York City Metropolitan Area

• Created SQL logic to extract raw data from Oracle database on balance sheet items and reconciled against general ledger to ensure accurate reporting data to be used for reporting and forecasting.
• Enhanced and streamlined multiple Excel models for more precise analysis used in reporting presentations to monthly Asset, Liability, Management Committee (ALMC).
• Conducted monthly valuation and income projections in Quantitative Risk Management (QRM) framework. Provided internal reports on high-stress economic scenarios, supporting key strategic decisions and regulatory.
• Worked with risk management group to develop, coordinate, and manage the bank’s regulatory stress testing processes to be submitted to the FHFA.

Paramus, New Jersey, United States

• Prepared interest rate risk simulation and related balance sheet valuation analytics through QRM program, including prepayment analysis, verifying accuracy, reasonableness, and consistency.
• Prepared balance sheet reconciliations, duration analyses, and income forecast reports.
• Worked closely with treasury capital markets and strategic planning departments on execution of bank’s Dodd-Frank Act stress testing to put together reporting packages for ALCO and DFAST submission.
• Improved processes and embedded models such as deposit attribution, mortgage prepayment, and term structure in QRM balance sheet management program