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.• Facilitate audit reviews, reporting, and communication with external and internal compliance and oversight committees. • Owner of 2 proprietary fair value models and one vendor model. Responsible for testing, implementation, and model governance approval for all enhancements.• Provide fair value pricing, valuation metrics, and forecast analytics in support of whole loan strategic sales.• Prepare and present fair value results to Executive Leadership. Support results through detailed analytics including roll forward analysis, model updates, and economic and rate profile enhancements.• Manage 7 direct reports.

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.• Worked with various oversite groups including KPMG, Internal Audit, and Internal Compliance. • Partnered with key groups within SPM including Daily Valuation, Assumptions Management, and Errortracking.• Managed 4 direct reports and assisted in development opportunities within SPM.

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