SUMMARY:

• Action oriented leader with a track record of 10+ years as an accounting, finance, management, cash management, risk management, financial system and implementation professional.
• Formulated estimates for multi - year budgets, budget plans, budget allocations, budget justifications, forecasting, budget projects, and budget implementations.
• As a functional lead worked within FRB requirements, (ex.) FR 2900, FFIEC-101, CCAR, DFAST, Basel compliance, and CAMEL. Proficient in data analytics, data modeling, financial system reporting, and project management with 10 + years of experience.
• Written and run queries, developed, and produced Monthly Management Reports for senior management using SAS, Business Objects, MS Fleet, SQL and Tableau.
• Overall projects have encompassed, risk based capital assessments, credit validation, derivative trading, securities, and fixed income securities.
• Finally, manage synergies around financial analytical tools, domestic and global treasury functions, developed data marts, OBIEE, governance, COSO, mitigate cross-functional, and cross-work stream dependencies systems and applications..

CORE QUALIFICATIONS & PROVEN AREAS OF EXPERTISE:

• Financial/Quantitative Data Analysis
• Governance on Organization Policy and Compliance
• Capital Markets-related Horizontal Reviews
• Comprehensive Quantitative Risk Weighted Analysis
• Budget, Income & Expense Forecasts
• Operational Analysis, Data & System Analysis
• Asset Management/Fee Generation/Valuation
• Financial Statements/Regulatory Reporting
• Federal/State Regulatory Banking Compliance Laws
• DFAST/CCAR, Basel I,II, & III, FFIEC-101, Risk Management, Analytical Technical Lead
• Banking Asset/ Liability Portfolio Management
• Weekly/Monthly Variance Analysis
• Statistical Tracking, Metrics/Monitoring Measures
• Capital Markets Products
• Accounting/Cash Management/P&L Management/Financial Management

TECHNICAL SKILLS:

• Mainframe and PC systems
• Oracle RDBMS
• WebFOCUS
• Report writer
• Business Intelligence Tool
• Business Objects
• SAS 9.4
• NFE
• 4C s
• CTM
• RTSP(PeopleSoft)
• RADR
• RTSP
• Salomon Accounting System
• MS/DOS
• Digital DEC VT220/VT240
• MVS
• LAN
• Lotus 123
• Lotus Notes
• Excel
• Word
• Access
• VBA
• ISQL
• Progress
• Tableau
• ODS Schema
• Dbase III
• WordPerfect
• Impromptu
• AMB
• Data - Trac
• Bloomberg
• InTrader
• Summit
• Hyperion Enterprise
• SAP
• Detopex
• Crystal Reports
• MVS System
• GSM System
• Lawson System
• Report Manager
• Q&E
• SQL G/L System and McCormack & Dodge G/L System.

PROFESSIONAL EXPERIENCE:

Confidential, Washington. DC

Sr. Capital Market Specialist/Sr. Business Analyst

• Determine solutions to minimize or eliminate risks by Use the Monte Carlo Simulation model to determine which Assuming Institutions have the largest and number of performing loans charge-offs in the Shared Loss Program that adversely affect the DIF. The model reveals at the right inflection point of the concave curve, the bulk of AI’s with performing loans charge-offs are nestled.
• The Certificate Data Integrity Investigation Model (CDII) was developed out of the need to validate the accuracy of AI’s payment vouchers. The model evaluate Shared Loss data at the granular asset level in four criteria: (I) Accrued Interest Failure (no claims paid on non-accrued loans), (II) Performing Loans Charge-offs (no claims paid on loans less than 90 days past-due), (III) Duplicate Charge-offs (no claims pay more than once on one appraisal), and (IV) Loss Severity (no claims paid in excesses of 110% of loan). To-date the model has identified $53,129,784 in findings; the FDIC has already clawed back $31,109,649. Result to-date 59% return.
• Develop tool for senior management to manage level of regulatory compliance and internal compliance reviews of Share Loss claims in the HQ office by apply theories, concepts, and practices of statistics, data analysis, variance estimation, survey, sampling design, statistical computing, modeling and simulation develop a Regression Analysis Model to determine the appropriate level Charge-offs and determine number of reviews to be conducted in the HQ office. The study took the 2013 Shared Loss Payments of $2.96 billion and 2,450 certifications processed. RSAM needed to determine the appropriate asset level charge-offs and asset count to be reviewed in the HQ office. The results revealed by the use of regression analysis, set charge-off level at =>$2.5MM, 286 certification will be reviewed, or 79% of total payments. However, when asset level charge-off is set at =>$5MM, 137 will be reviewed or 61% or $1.8 billion of Shared Loss payments will be covered. Therefore, the study shows that at the $2.5MM and above, 108% more certifications will have to be reviewed, but only 18% more payments will be covered. Conclusion demonstrated that the maximum efficiency level will be at the $5MM and above level. The recommendation at the $5MM charge-off level was accepted by senior management.
• Provides supervisory oversight support to senior management, develop governance, internal controls, (COSO), give guidance, risk management, analyze complex and sensitive mission critical work, via developing new theories, criteria techniques encompassing the entire scope of the loss share program; serve as point-of-contact in launching reports, models, and analytics to resolve new challenges in the SLA program, by utilizing excel formulas, such as Concatenate, Pivot table, Max, Hlookup, Vlookup, extracting data from RTSP, ICE, Venue, SharePoint, SAP, Business Objects, RADR, SAS, FFIEC-101, CAMEL scores etc., to provide senior management with Management Reports, design Work-load Management Tools, Certificate Detail Aging Analysis and more. Plus, define application problems by conferring with clients, evaluation procedures and processes, develop business requirements, establish specifications, UAT testing, and write documentations.
• Through measure, monitor and independently assess risks in principal and investment activities; escalate issues/risks to senior management and establish and maintain appropriate risk exposure limits and monitor utilization (VaR), stress test, (RWA), sensitivities on a regular basis by applying stress testing to investment portfolios for Bank Holding Company and (CCAR) reporting purposes, and utilizing the market risk stress testing framework developed.
• Lead a team that devises effective and efficient ways to measure (quantify) market risk by (AI), Asset Portfolios Type, by Performing vs. Non-performing loans, and by Region in an attempted to determine risk exposure. Use Basel II & III recommendations on capital adequacy, market, credit, operational risks, as well as counterparty credit risk (CCR) to determine (AI) risk rating. Results have been encouraging; now supplement model, with stress testing techniques to determine both prepayment, and default risks and correlation on (AI) Loss Share portfolio assets. Senior management use analysis to make early termination decisions.
• Predict the future trends from the current developments in the market and recommend the management accordingly to plan the strategies by the use of SAS models, QRM methods such as Credit Value Adjustment (CVA), Earnings at Risk (EaR), and Counterparty Credit Risk (CCR).
• Applied Lead Business Analyst skills and experience necessary to perform data profiling analysis on large sets of financial data to ascertain patterns that enhance decision making. Experience include the ability to identify, develop, implement and refine the results using data analysis tools and relational database management systems from major vendors primarily Oracle, Business Objects, SAS Institute, RADR, Tableau, IBM Websphere Data Integration Suite, and MS SQL Server).
• Participate in formulating the guide line and evaluating the results of the “Stress Test” for medium-sized banking organizations with assets from $10 billion to $50 billion range. These companies were not subject to the annual (CCAR) requirements large BHC’s with assets great than $50 billion until 2014.
• Coordinate with firm-wide risk management teams to drive regulatory governance projects such as Basel III supervisory and reporting framework, CCAR, instrument authorities, trading consent order, Volcker risk reporting and risk appetite linkage on asset and liability sensitivities. Utilizes Moody Scenario Analyzer modules, ALM, Strategic Planning, Credit Assessment and Origination.

Confidential, Tukwila, Washington

Financial Controller

• Authored company comprehensive divisional short, medium and long range budget forecast models.
• Helped draft company five-year business model, broken into divisional units and consolidated plan.
• Directed the general ledger close, prepared financial statements, and managerial accounting.
• Ensured all mortgage accounting financial statement comply with applicable GAAP, FASB pronouncements, and risk management.
• Developed financial management reporting/control requirements for new products and enhancements in conjunction with accounting.

Confidential, Seattle, Washington

Lead Business/Systems Analyst

• Develop Business Requirements for all Confidential ’s Treasury Systems products.
• Wrote functional specifications
• Developed test plan, test cases, and test summary report.
• Jointly wrote business requirements with business unit to correct problems and filed production change request (PCR) forms
• Concurrently, performed UAT testing with business unit and the development team performed the coding.
• Evaluated regression testing from QA team and discussed final test summary report.
• Coordinated meeting between the business UAT team and IT team to determine the “Go, no go call.”
• I was the Subject Matter Expert for the InTrader application. The InTrader application was the system of records for the banks fixed income investment security products, of which, 85% were in Mortgage Back Securities. I started to work with the InTrader application in 2003. Almost immediately, I recognized that the monthly output of the constant effective yield for the proper application of FASB 91 was incorrect. In fact, one of my main functions was to ensure the proper interpretation and application of the appropriate FASB(s) by product type. Subsequently, I conducted a quantitative analysis of both the fixed and variable Agency/MBS securities over a month, three month, six month, one year, and two year periods. This study resulted in the findings and solutions: - InTrader unable to properly calculate the effective yield on variable instruments. - Performed extensive 100% study of both fixed and variable instruments. - Conducted presentation that revealed huge cash-flow differences on variable securities calculated. - Developed solution: InTrader treated all interest rate re-set as "bullet" rate. Therefore, no retroactive periodic adjustments were performed. - Jointly wrote business requirements with business unit to correct problem. - Process: File a production change request (PCR) form. Wrote both functional specification and "QA" wrote the design specification, developed test plan, test cases, and test summary report. The development team did the coding. Concurrently, I performed "UAT' testing with business unit. I evaluated regression testing from QA team. In addition, I discussed final test summary report. Coordinated meeting between the business UAT team and IT team to determine the "Go, no go call." - Determined production implementation date, and organized production support team.
• Determined the proper economic capital amount on the combined outcome of statistical analysis and stress/scenario analysis. Used Value-at-Risk (VaR), notional limits, risk management, sensitivity analysis, and comprehensive quantitative risk weighted analysis to determine risk weighs and credit risks to senior management on both assets backed and mortgaged backed securities.
• SOX remediation on Financial Systems, FASB 91 & 133, and all Treasury Systems support operations.
• Developed risk analytic reports for the senior management team to internal compliance, highlight key risk exposures; present issues at monthly forums, Basel II requirements, assisted in efforts to improve risk oversight, transparency and infrastructure within the Treasury Division and across the company.
• Worked extensively in the application of FASB 5, 65, 91, 115, 118, 133, compliant issues and Sarbanes-Oxley (SOX) 404 remediation on financial systems requirements. Wrote numerous articles for client on various product types and have authored and implemented new Month-end-close policy and procedures.
• Gain Specialize experience using risk management information systems that identify, measure, and analyze risk levels across large, complex financial companies. Risk levels in a number of the following: lending, trading, counterparty risk (CVA, EE, PFE, EFE, & IRC), foreign exposures, liquidity risk, earnings performance, capital adequacy, or operational risk. Capital adequacy measured in the following: Risk weighted Ratios, Interest Covered Ratios, and Liquidity Ratios on Tier 1 capital.
• InTrader System production support in Market Pricing, Monthly Factor/Interest Rate Payments, Daily Fed Fund Pricing, and Daily reconciliation of security data integrity
• Responsible for all Down-Stream data in the TPG InTrader replacement project
• Direct both the month-end close for the InTrader System, and the FAS 91 Book-Price upload.

Confidential, Mahwah, New Jersey

Consultant

• Lease accounting, restructuring and reporting.

Confidential

Financial Planner

• Estate planning, Investing your money, Eliminating debt, Home ownership, & Insurance.
• Taxes (individual) and small company sales taxes.
• Building personal budgets, Knowing personal net-worth, and Cash-flow & Financial seminars.

Confidential, New York

Controller

• Conceived and established plan to improve corporate cash-flow problem. Dissected and uncovered ineffective operating and timing processes. Generated average of over $150,000 additional cash per month.
• Built the accounting/finance department at Confidential, LLC.
• Collaborated with the board of directors on all critical and strategic financial projects and financial management.
• Analyzed and finalized all monthly, quarterly, annual financial statements.
• Assisted independent accounting firm on audited financial statements and tax returns.
• Diagnosed intricate financial error that negatively impacted company’s income statements. Uncovered unutilized accounting principle, to assess and implement appropriate solutions. Generated increase in monthly income by hundreds of thousands of dollars.
• Performed analyses to determine potential profitability and lost savings of specific projects.
• Ensured all financial management statement comply with applicable GAAP and FASB pronouncements.
• Devised, and initiated policy and procedures for Accounting Department. Planned, organized, structured, and centralized operating functions and responsibilities. This involved physically relocated all the various accounting operation units in one building. Wrote new process flow, and job responsibilities, established functional responsibilities, risk management, eliminated duplication on duties, retraining employees, developed business and industry knowledge data and established an incentive system. Result: Accomplished elimination of back-lagged accounting and financial statements within five months and reduced employee turnover rate 80%.
• Prepared monthly income forecast, and annual budget for upper management.
• Performed accounting functions for structured finance (e.g.) Leases and Mortgages.
• Assisted in monthly close in general ledger, financial statements, and managerial accounting.
• Reviewed and streamlined all accounting, finance, and cash management procedures.

Confidential, New York

Investment Management Accounting Manager

• Organized process to improve staff error rate and re-works. Developed, coordinated and presented innovated cross-functional training program. Increased job completion by 40%, and reduced error rate by 60%.
• Reviewed regulatory reports (e.g.) FOCUS Reports, 15C, 17H, Edgar Filings, FFIEC 101, FRY-9C, FR 2644, FR 2915 & X-17A-5.
• Coordinated Federal & State Regulatory Reports and SEC Reports (ex. 10-Q).
• Directed the monthly general ledger close including Estimates and Variance Analysis.
• Assisted in monthly close in general ledger, internal compliance, financial management, data governance, financial statements, risk management, and managerial accounting.
• Reviewed and approved monthly P&L Analysis, Supplemental Package, Accrual Package, and Allocation Model Tables.
• Took leading role in team that determined market risk measurements on various fund portfolios. Used the Earnings at Risk (EaR) model to measure maximum losses book-value positions on earnings. Was able to determined how marginal changes given different market conditions affected earrings. This model was supplemented with both the Monte Carlo Simulation model, and the Credit Value Adjustment (CVA) model to determine how market spreads were affected. Senior management relied on data from this risk report before publishing regulatory required risk pricing before 9:30am daily.
• Finalized monthly and annual consolidated income forecast along with annual budget for senior management.
• Implemented employee job training, business related, industry related, and management courses to all employees. This resulted in an employee turnover rate decrease of 70%.
• Assisted in year-end audit, special projects, and financial presentations.
• Developed financial reporting/control requirements for new products and enhancements in conjunction with accounting.

Confidential, New York

Accounting Supervisor/Senior Financial Reporting Accountant/Senior Accountant

• Authored policy and procedures for month-end close manual. Researched, analyzed, and designed method of managing data-flow more efficiently. Reduced both accounting and financial reporting time by 50%.
• Provided mortgage-backed, money market securities, swaps, and bond derivative accounting.
• Monitored money transfer treasury functions.
• Redesigned, maintained, internal compliance, and managed the bank’s Advance Loans Investment Portfolio of $16.5 billion.
• Developed, and managed the bank’s largest liability portfolio (e.g.) the Consolidated Obligation Portfolio of $15.5 billion.
• Managed Trading and Counterparty Risks (CVA, EE, PFE, EPE, and IRC): By the utilization of Overnight Fed Funds, Swaps, and Letter-of-Credit instruments.
• Maintained, managed, and reported on the bank’s Investment Portfolio of $6.5 billion of which MBS was 80% of the portfolio.
• Prepared budget allocation models and generated both monthly and quarterly budget variance analysis.
• Created both weekly and monthly income forecasts, fee payment forecasts, for upper management.
• Planned and implemented two General Ledger Accounting Systems. Interfaced with external vendors to vertically integrate stand-alone sub-systems. Saved over $457,000 in the implementation process.
• Performed financial management analysis and reported to senior management and Federal Housing Finance Board on variances in operating budget.
• Provided mortgage-backed, money market securities, swaps, and bond derivative accounting. Plus, applied asset evaluations, determined asset impairment “FASB 118,” and risk management: credit, market, and operational.
• Provided analytical support to senior management on quantitative cash-flow reports.
• Performed Asset Ratio reports for Credit Department.
• Conducted analysis on the performance of various classes of interest assets and liabilities analysis, as well as variances in fee income, and risk management.
• Oversaw automation of the Federal Reserve Board (FR) 2900 2644, 2420 & 2950 financial reports. Gathered, downloaded and interfaced multi-site data. Created 72% more productive time per week. Plus, SEC 10-Q.
• Streamlined Mortgage Origination Report, and Loan-Loss Report for the 252 Report.
• Maintained Pledged Collateral Reports for the subsidiaries.
• Prepared the SBT quarterly questionnaire report & Monthly Statistics Report for the national Council of Economics.
• Investigated inadequacies and unappealing Investment Portfolio Reports. Converted $16.5 billion asset from Lotus 123 to Excel. The bank was “faced” with a system integration issue, after the system conversion from M&D system to MVS system. The MVS system used excel templates to journalize entries. However, all $16.5 billion investment portfolio was housed in Lotus 123 spread sheets. Solution: converted entire portfolio from Lotus 123 to excel. In addition, redesigned reports led to improve time efficiency.
• Managed and modeled fixed income products, such as agency securities.
• Developed and monitored strategic projects, debt equity deals, modeling and investor relations.