• Utilize data and analytic tools such as SAS, SQL, and Tableau to develop credit risk and reporting solutions for business end users.• Development, testing, and monitoring of quantitative models, including those used for stress testing, vendor models, CECL models, and ad-hoc models such as those developed for projecting the potential effects of the COVID pandemic.

• Employ a core set of macroeconomic variables to develop scenario expansion models for use in regulatory stress testing exercises such as CCAR and DFAST.• Utilize the R programming language to develop, test, monitor, and implement scenario expansion models across a wide range of macro asset classes.• Conduct market and economic research and discuss with asset class SMEs in order to develop macroeconomic scenarios used in stress testing.

• Responsible for validation and assurance of models utilized in several areas of the bank, including those used in Comprehensive Capital Analysis & Review (CCAR) regulatory exercises.• Conduct detailed testing of modeling practices employed by developers, provide a comprehensive challenge of statistical and business assumptions, and communicate findings through technical reporting.• Wide exposure to modern financial modeling, including time-series forecasting, PD*EAD*LGD loss forecasting, machine learning, and financial crimes

• Utilized BI tools such as Microsoft Access, SQL, and Oracle to retrieve live pricing data for distribution centers across the United States and Canada.• Created and maintained informative dashboard tools using data visualization software such as Tableau and presented findings to management.• Assisted in the transition and integration of a singular system used to track pricing data for all North American distribution centers.

• Responsible for maintenance and repair of Linux, Windows, and Macintosh workstations in all College of Engineering computer labs.• Developed an understanding of network and infrastructure management in an enterprise environment.