Tom Marsh Email & Phone Number

St Louis, Missouri, United States

• Manage the Held for Investment (HFI) and Held for Sale (HFS) valuation process for balance sheet loans.
• Calculate accurate HFS/HFI loan fair value and support Accounting with monthly P&L and quarterly SEC footnote disclosures.
• Oversee modeled cash flow projections, economic and rate assumptions, and fair value price monitoring supported by internally developed Key Performance Indicators (KPIs).
• Support a component of Matched Maturity Funds Transfer Pricing (MMFTP) through stochastic fair value modeling and option cost calculations.
• Partner with Accounting and FPA by providing HFS and HFI 9 Qtr. Forecasts of fair value and projected P&L results.
• Manage the Comprehensive Capital Analysis and Review (CCAR) valuation process for the HFS and HFI portfolios delivered to the Federal Reserve.

St Louis, Missouri, United States

• Managed the month end Mortgage Servicing Rights (MSR) valuation, including reporting, analytics, data, model assumptions, and market risk.
• Implement quarterly updates to the MSR value to better align with cashflow assumption and rate back tests.
• Performed detailed analytics surrounding proposed prepayment and default model updates, including changes to value, CPR/CDR, WAL, and projected cash flows.
• Provided monthly valuation reports to Accounting in support of their month end journal entry process and delivered MSR metrics for quarterly disclosures.
• Partnered with third party MSR appraisers and explained monthly variances in appraisal percentages.
• Managed the FR-Y14Q MSR Valuation Stress Schedule submission to Federal Reserve Board.

St Louis, Missouri, United States

• Supported the Trade Desk in hedging the MSR asset by delivering valuation profile interest rate risk impacts.
• Provided daily interest rate sensitivities for directional and non-directional rate moves.
• Updated and tracked the Dollar Value of a Basis Point (DVo1) change and provided key analytics to the Trade Desk.
• Prepared the roll forward and reconciliation of all valuation changes from the daily close value to the month end close value.
• Completed MSR stress testing for inclusion in the 10Q/K.
• Created MSR shock reports to assist management in anticipating value change given certain economic events (i.e. change to HPI, unemployment, CPR/CDR, servicing cost, etc.).

St Louis, Missouri, United States

• Senior Auditor on year-end and quarterly financial audit engagements.
• Analyzed and tested Balance Sheet and Income Statement accounts.
• Performed control test work under Sarbanes Oxley 404 Guidance and communicated performance improvement observations to clients.
• Conducted walkthrough procedures and updated audit documentation based on changes to key processes.
• In-Charged 1st Year Associates, delegated assignments to staff, and reviewed/approved their assigned projects.

Bachelor Of Science - Bs, Economics And Accounting

Master Of Business Administration - Mba, Accounting And Finance