• Asset Liability / Balance Sheet Management – Managed the Bank’s interest rate risk program, including EVE / NEV and Net Interest Income sensitivity measurement. Responsible for Funds and Liquidity management and various balance sheet and liquidity stress testing. Responsible for all ALM model loan/investment prepayment, MUNI call, deposit decay, and pricing sensitivity assumptions and their reasonableness.• CCAR and FAST modeling• Portfolio Management – Interim Portfolio Manager, managed the Bank’s $2.9 billion investment portfolio comprised of MUNI, MBS, Corporate, CMO and Agency fixed income securities. Executed $600 mln. of trades including conducting the pre-purchase and ongoing analysis requirements of Dodd Frank. Purchased CRA qualified MUNIs, completed short term municipal financing with local City entity. • CECL – Current Expected Credit Loss implementation, created processes to monitor loan portfolio losses for loan loss allowance under ASU 2016-13, under multiple approaches, including static pool (vintage) and open pool.• Deposit pricing and analysis – Responsible for the pricing of time and non-maturity deposits, including monitoring competitors, projecting in/out flows, retention. • Consumer loan pricing and analysis – Responsible for pricing strategies for consumer loans. This included taking into account the overall balance sheet needs and product mix.• Stock Repurchase Program – Executed the stock repurchase program, including daily management and monitoring broker execution. • Reporting – Responsible for the completion of Board, Regulatory and ad-hoc reporting and analysis. • Model and Data Management – Owned and maintained the Bank’s ALM model (SRI / VTen). Created input files from the Bank’s core systems and Bloomberg.

Physician Compensation Benchmarking / Practice Efficiency / Utilization Analysis / Budgeting / Data Analysis / Business Intelligence

ALM / Interest Rate Risk / Managment Forecasting / Credit Risk

Currency Analyst / Jr. Trader / Series 3

Asset/Liability Analayst, using IPS-Sendero. Modeling Whole Loans, Mortgage Backed Securities, Deposit Flows/Pricing, SBA loans and MUNIs.

Asset Liability Management -Produce the Bank's monthly net interest income simulations under various interest rate and management scenarios. This includes the modeling of non-interest earning rate sensitive balance sheet and income statement items such as BOLI and AUM fee income.Responsible for the analysis of the Bank's deposit behavior, including pricing sensitivities, seasonality and attrition studies.Economic Capital - calculate the Bank's risk adjusted capital by measuring market, credit and operational risks. Market risk measured using a VaR approach, Credit Risk measured using the standardized Basel II methodology and Operational Risk measured using econometric modeling. Business Planning - assist in deriving the Bank's growth projections for the balance sheet, specifically, deposit growth, funding needs and costs.Loan, deposit, borrowing and investment data. Work with large datasets in MS Access, querying and transforming data for input into the Bank's A/L model and various management reporting processes.

Responsible for the calculation of the Bank's quarterly capital ratios.Developed into a knowledge expert on all Bank products regarding their regulatory capital treatment, this required developing a working knowledge of the Banks products, ranging from simple residential loans to credit derivatives.Responsible for forecasting the Bank's capital ratios, this required understanding and incorporating any on/off balance sheet changes, significant Bank activities and new regulations into the forecast.Produced detailed variance reports explaining the key drivers of changes in the capital ratios from previous periods and prior forecasts.Accomplished numerous process improvements surrounding data aggregation and analysis used to complete the quarterly risk calculations, monthly forecast and SEC reporting schedules.Member of Basel II Capital team, developed knowledge of new capital regulations and software implementation.

Balance Sheet Management, responsible for deposit balance and rate modeling. Developed a model to incorporate growth objectives as well as seasonality in deposit gathering and balance volatility.Responsible for maintenance of asset liability models, loading investment, debt, swap and equity instruments into Sendero software.Equity valuation, used A/L software to derive the economic value of the Bank's equity in changing interest rate environments. Focus on investments (SBA, MBS, CMO, and Municipalities), deposits and swaps, but worked an all components of the balance sheet.Completed various historical deposit studies relating to decay rates, interest rates, and other financial market sensitivity.Assumed responsibility for and improved on the Bank's swap valuation models for FAS 133 requirement.SKILLS Research - ability to conduct research projects using economic theory and econometric analysis.Econometrics - ability to use time series and multiple-variable regression econometric models for forecasting and estimation.Mortgage Finance - used knowledge of loan types and loan characteristics to model cash flows and estimate prepayments.Software - Bloomberg, Microsoft Word, Excel, Access, PowerPoint, IPS-Sendero Asset Liability software, SPSS, SAS, E-Views, TSP, Cognos Business Unit Reporting