Lead the assessment of the model implementation and ongoing monitoring for a pipeline of up to 200 models for various asset classes such as treasury, insurance, equity investment valuations, Internal Stress Test, consumer, and commercial businesses. Validate the implementation of vendor based models such as Moody's (Riskcalc, Riskfrontier), Sungard (Riskbox for Var, EaR), Insurance (Moses) and BancWare/QRM (ALM-Asset Liability Management), Invoice Finance (Factoring using Scorecard implementation in Experian's Strategy Design Studio).
Performed independent model validation testing and replication for Synchrony (pre-IPO), ALM (QRM), and stress test models (Energy Financial business).
Worked with CMO and cross-functional stakeholders to develop and implement an Agile framework for Model Risk Management for Implementation to align with the new strategic vision at GE Capital.
Deliver presentations to Advisory Committee and Senior Management (GECC CRO).
Led the government stress test and improved loss forecast methodology for student loans resulting in million dollar loss reserve release.
Developed and implemented loss mitigation models such as first pay default strategies for student loans and forbearance strategies using predictive modeling, scorecard development and tree segmentation resulting in $2MM savings.
Presentations
2008 JP Morgan Chase Investment Bank Analyst Conference: Current State of the Auto industry.
Associations: American Economic Association, Hartford Area SAS Users Group (HASUG), Credit Risk Groups.
Languages: French, Romanian (fluent), German (knowledge)
GE graduate of Leadership training in Crotonville
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