BB&TEnterprise Risk Analyst and Project Manager
Aug. 2010 - Aug. 2012Winston-Salem, NC• Managed the creation of 20 complex Commercial Credit Risk Models, required by federal regulators, representing 40% of Bank’s $50B portfolio; BB&T passed regulatory requirements, keeping BB&T solvent, securing thousands of jobs and assets
• Designed less-punitive credit risk models, which reduced borrowers’ financing costs, significantly reduced number of loans automatically defaulting and lowered federal reserve requirements for the Bank
• Led cross-functional/cross-departmental teams, providing "end-to-end" execution of risk analytics projects
• Built predictive and portfolio models including, delinquency and default behavior models using SAS, SQL and VBA
• Maintained and executed ongoing analytical processes including, migration analysis, vintage analysis, correlation studies, loss severity analysis and stress testing. • Worked with senior members of the group to provide "end-to-end" execution of risk analytics projects, including support for resulting implementation/systems projects. • Played lead role in building and executing complex, analytical processes such as portfolio model calibration and parameter estimation. • Developed new Master Rating Scale (MRS) used to risk grade all large commercial obligors in BBT's $80 billion commercial real estate portfolio, which helped increase earnings ~80% over Q4 2011 and Q1 2012 • Ensured projects and processes comply with BB&T Model Risk Policy requirements for model documentation, validation and other policy requirements. • Provided analytical support to Credit Administration, Portfolio Administration ABL and Capital Markets • Built and maintained relationships with associates in other areas of the bank and organize technical training opportunities for staff, including Funds Management, Financial Management and Capital Markets • Developed, built and tested Excel-based scorecards used to risk grade Bank C&I obligors ($50 billion in exposure); Developed equivalent models in Moody's IRMA