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Candidate's Name
Prosper, TX Street Address
PHONE NUMBER AVAILABLEEMAIL AVAILABLESUMMARYExperienced professional with a demonstrated history of success in credit risk management, model development, and statistical modeling. Proficient in advising senior management on credit risk issues, formulating product strategy recommendations, and evaluating risk within the loan portfolio. Skilled in end-to-end statistical model creation, ensuring robust internal control processes, and implementing advanced machine learning techniques.Professional SKILLSExtensive experience in credit modeling across retail and wholesale risk spheres (IFRS9, CECL, PD, LGD, EAD, Prepayment), Loss Forecasting, Risk Appetite analysis, and Fair Lending assessments.Proficient in SQL, SAS, R, Python, Tableau and PowerBI.Strong background in Data Analysis, Statistical Modeling and Machine Learning methods.Experienced in Stress-Testing, Internal Controls, Process Standardization, and Compliance (OCC, Basel, CFPB, DFAST, etc.).Skilled in Project Management.EXPERIENCEFannie Mae., Plano, TXLead  Portfolio Credit Risk Analytics, from July 2021Optimized risk-reward outcomes while leveraging large data sets and PD-LGD predictive models to estimate credit losses (CECL), capital usage and prepayment projections.Advised senior management on credit, operational, and enterprise risk issues, affecting loan performance and contributing to product strategy recommendations.Managed portfolio concentration risk by tier, supplier, market and regulated segments.Conducted end-to-end statistical model evaluation, including model deployment, monitoring, capital stress-testing, sensitivity, and scenario analyses.Ensured establishment of internal control processes around model development, implementation, and validation.Developed and maintained credit risk models using ML and econometric methods.Conducted quantitative and macro research, recommending new approaches/algorithms to improve model performance.Collaborated with ORM and ERM to develop KPIs, monitor firmwide RAF, and prepare risk escalation reports.Communicated design and results of model development to diverse audiences, including senior management and regulators.Applied advanced knowledge of financial processes and procedures, contributing to effective quantitative audit support.Toyota Financial Services, Inc., Plano, TXManager  Risk and Data Sciences, 2016  2021Collaborated with Internal and External Audit teams to assess statistical code integrity for critical business models.Oversaw development and validation of ACL/ALLL loss forecasting framework, ensuring compliance with regulatory standards.Enhanced credit risk management through CECL/IFRS9 compliant credit risk and loss forecasting models.Designed cashflow models and formulated strategies for ABS financial valuations.Collaborated with functional business units to identify data requirements for decoding functional models.Monitored profitability drivers of portfolios and implemented strategies to enhance profitability.Directed analytics team in design, development, and delivery of predictive/statistical collections models and data visualization capabilities.Developed account-level attrition and cash-flow projections for the existing portfolio.Utilized Moodys Portfolio Analyzer as benchmark for quarterly ACL estimates.Comerica, Inc., Dallas, TXVP, Quantitative Analytics, 2008-2016Spearheaded redevelopment and coordination of analytics and quantitative modeling for a dual risk rating system.Constructed credit risk models for various portfolios, facilitating accurate pricing, loss estimation, and reserve requirements.Developed credit risk models (PD, EAD, and LGD) for diverse portfolios, ensuring timely analyses for Stress Testing.Led cross-functional teams to implement BASEL and ICAAP frameworks.Validated bank wholesale stress-testing, Loss Forecasting, and Economic and Regulatory Capital models.Conducted internal and third-party audits on model adequacy and compliance projects.Led the team in building challenger models to support CCAR regulatory requirements.Employed Moodys RiskCalc, LossCalc, and RiskFrontier platforms.EDUCATIONWRIGHT STATE UNIVERSITY, Dayton, OhioM.S., Applied EconomicsUNIVERSITY OF ZIMBABWE, Harare, ZimbabweB.S., Statistics (Hons)PROFESSIONAL AFFILIATIONSA member of the Certified Association of Chartered Accountants (ACCA  UK)Currently pursuing the FRM certification.