Results-driven and forward-thinking PhD. Quant Executive with solid record of accomplishment in risk advisory services. Strong background in quantitative finance, CCAR, stress testing, derivatives, VaR Modeling, GARCH Modeling, pricing models, trading, credit risk modeling such as CECL including those in RMBS/CMBS, consumer lending, credit risk strategy implementation, model validation, risk management, ALLL, investment banking, regulatory audits, documentation review, model governance, data science and data integrity processes performing complex analyses and creating executive summaries of findings. Proficient in R, SQL, Python and SAS, leveraging statistical methods and econometrics to develop strategy that increases customer base, reduce risk and maximize profit through regulatory audit, model development and enterprise risk management solutions. Certified Risk Management Professional by the New York Institute of Finance. Responsible and exceptional leader with forward-thinking mindset and secure presentation skills.
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