Product Lead - Strategic Resource Allocation. Work with CFOs, Treasurers, and Chief Investment Officers at nonprofit hospitals to advise on balance sheet strategy. Includes identification and quantification of the following: 1 - Resources - decompose Total Assets to determine what assets are truly unrestricted and potentially available in <7 days to meet emergency liquidity needs. Include available credit lines, and credit capacity in our analysis.2 - Risks - lead a disciplined effort, in collaboration with executives, to identify and quantify the dollar impact of a bespoke list of the top 10-15 risks facing the organization. Includes risks to key Operating Plan assumptions such as: salary increases; payer mix; reimbursement rates; cybersecurity; etc. Can work with ERM to identify and FP&A to quantify.3 - Returns - combine Resources and Risks to formulate an investment portfolio scorecard that prioritizes protecting hospital operations first, while pursuing risk-optimized returns. Collaborate with Investment Advisors to implement a Liquidity Pool based on the risk quantification effort.Please DM me if you are interested in discussing Strategic Resource Allocation. We work with universities as well as hospitals! Happy to help.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT KAUFMAN HALLFor almost 40 years, Kaufman Hall has helped society’s foundational institutions improve financial performance, make effective strategy decisions, and achieve transformative outcomes.

Responsible for Marketing, Business Development, Thought Leadership, and providing general support to VBC activities including Model Validations, Service Bureau, Financial Advisory, Financial Crimes, and LakeHouse Product/Software Development.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT VELLIGAN-BLAXALL CONSULTANTSVelligan-Blaxall Consultants provides risk management and consulting services to banks, credit unions and FinTech companies.

★ Advised clients and developed credit risk model validations for financial institutions to ensure compliance with regulatory requirements.★ Orchestrated projects that included the validation of liquidity, capital stress, and asset liability management models.★ Provided guidance to community banks seeking to meet a mandatory 2022 deadline for the adoption of the new Current Expected Credit Losses accounting rule. Hosted two CECL webinars that attracted 80 attendees for each session.★ Wrote a whitepaper on Liquidity Coverage Ratios as well as LinkedIn posts covering multiple risk management topics.★ Successfully negotiated a major project with a credit-card based bank to develop a CECL model that was lauded by Grant Thornton following an audit.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT VELLIGAN-BLAXALL CONSULTANTSVelligan-Blaxall Consultants provides risk management and consulting services to banks, credit unions and FinTech companies.

★ Contributed to the determination of minimum capital requirements by calculating risk weighted assets within a $470B portfolio of retail loans encompassing credit cards, mortgages, home equity loans, and auto financing agreements.★ Supervised three direct reports in the United States and India.★ Improved efficiency and productivity through the identification, consolidation, and automation of manual processes. Led the integration of seven user tools in Excel to a new capital software application.★ Established a formal process to organize and categorize information and communications relating to variances in risk-weighted assets throughout the portfolio. Results included the consolidation of 25 output fields into five categories, reduced preparation time, and improvements in comment quality.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT JPMORGAN CHASEJPMorgan Chase & Co. is a multinational investment bank and financial services company.

★ Managed a three-person team with responsibility for credit risk monitoring, analytics, and loss forecasting within an $87B portfolio of domestic credit card accounts.★ Successfully lowered the loss forecast process from two days down to two hours.★ Improved insight into profits sorted by business by overhauling risk monitoring to separate Citi-branded credit cards from co-branded credit cards through Costco and other merchants.★ Formed a multi-disciplinary team that identified $105M in loss reduction opportunities through 25 strategies that were presented to the Chief Risk Officer.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT CITICiti is a leading global bank that serves more than 200 million customer accounts and does business in more than 160 countries.

★ Established a risk team from the ground up to support the bank’s new credit card business following the acquisition of the $6B Target credit card portfolio.★ Led two direct reports performing credit risk reporting and loss forecasting.★ Lowered credit card losses by $5M by identifying performance gaps in a third party collections vendor.★ Met a 90-day deadline for Basel II regulatory compliance by building an SAS-based Loss Reserve process for the $60B US Retail portfolio, which was approved by auditors and the OCC.☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲☲ABOUT TD BANKTD Bank, N.A. is the US national bank and subsidiary of the Canadian multinational Toronto-Dominion Bank.

Used Strategic Analytics forecast scenario software, data from various sources including internal systems, Excel, Access and Moody’s, to enable stress testing of credit loss forecast results in multiple macroeconomic scenarios. Re-engineered the forecast process to allow both US GAAP and IFRS reporting of forecast results for the US and UK using Excel. Provided credit forecast support and purchase accounting details for three M&A deals.

Set agenda for monthly ALCO Committee; led all liquidity risk and capital management activities. Member of Leadership Team that originated $1B of Retail Deposits per month with an online/mobile platform for four consecutive years. Established liquidity risk monitoring and measurement, based on Basel III LCR and NSFR; communicated liquidity goals & requirements to ALCO Committee and Treasury team. Led project team to update ALCO meeting package, with enhanced focus on IRR measurement, assignment of green-yellow-red levels for all metrics, and a repricing gap analysis. Measured capital adequacy in adverse scenarios and presented to ALCO; utilized RWA for Credit Risk, VaR for Market Risk, and a 3rd party model for Operational Risk. Proposed a hedging strategy and received Board approval to proceed; selected a vendor to provide hedge accounting; worked with Treasury and ALCO on execution of the strategy. Thought leader for capital management activities at the bank, including capital adequacy in stress scenarios, dividend policy, Basel II RWA, Risk Capital, Regulatory Capital, and Risk-Adjusted Return.

Chief of Staff to the bank's first Chief Risk Officer. Implemented ERM Framework; led effort to unify 5 Risk teams under CRO leadership. Created all-new Risk Board Report, summarizing 5 Risk team reports of over 100 pages, largely of data, into a single 20-page narrative report with summary tables and graphs in 5 sections (Economic Outlook, Credit Risk, Market Risk, Treasury and Operational Risk).

Created and continuously enhanced the communication of all financial results to parent company. Prepared 2004, 2005, 2006, and 2007 annual financial plan in GAAP and IFRS – including 36-month P&L and Balance Sheet, plus Power Point and Narrative Documents. Created the bank’s first Product P&L using FTP and expense allocation to drive executive strategy.