• Model development, review, validation and communication solutions incorporating model benchmarking, performance monitoring, and conceptual soundness review• Long-form report writing including white papers, validation reports and audit reports reflecting uncompromising attention to detail and unwavering commitment to client needs• Model scope: Financial crime (AML/Sanctions) ; Derivatives VaR, PFE and CVA; Mortgage prepayment, default, loss severity; Mortgage servicing rights hedging/risk management; Commercial loan loss allowance; Economic capital; Operational risk• Recent engagements, model review/replication/benchmarking: Settlement risk PFE; ALLL (credit card, commercial real estate); Multifamily stress-testing; Customer due diligence, country risk and sanctions/AML; Enterprise-Wide Sanctions/anti-money laundering risk monitoring.

• Led validation and governance of a wide range of models: Basel mortgage PD/LGD; CCAR/DFAST mortgage PPNR; Economic capital; Derivatives PFE; Derivatives VaR; Commercial ALLL • Prepared comprehensive model validation reports subject to SR 11-7• Evaluated and approved ongoing model performance monitoring

• Led research regarding market risk measurement, loan modifications, reverse mortgages and privacy risk around GSE loan-level data disclosures• Developed VaR capital allocation model using Laguerre polynomial decomposition of interest rate term structure• Built predictive models and presented research papers at professional conferences regarding Home Affordable Modification Program (HAMP) modified loan redefault and Home Equity Conversion Mortgage (HECM) reverse mortgage refinance behavior

Led consulting engagements regarding credit loss forecasting and fair lending.• Created termination model and cashflow simulation engine for FHA Home Equity Conversion Mortgage (HECM) reverse mortgage program.• Performed fair lending analyses for programs including Home Affordable Modification Program (HAMP), FHA loss mitigation, and congressionally-mandated analysis of GSE automated underwriting systems.

• Built and led the team responsible for automated model risk measurement on 175 mortgage and term structure models• Led comprehensive redesign and reconstruction of portfolio strategy data infrastructure• Led development of mortgage returns and hedging database to analyze risk-adjusted returns of alternative market-neutral trading strategies

• Created, staffed, and led quantitative analysis group responsible for model risk oversight at Federal Home Loan Banks (FHLBs)• Led development and implementation of VaR scenario generation engine for regulatory capital requirements• Led regulatory review of FHLB VaR models as part of capital plan approval

As Contracting Officer's Technical Representative, oversaw contract research using loan-level mortgage data, multifamily underwriting, and credit enhancements.Published working papers as HUD’s subject-matter expert on multifamily secondary mortgage market.