Recent Projects
Explore our latest engagements where we’ve delivered innovative risk management solutions, enhanced institutional knowledge, and created sustainable value for our clients.
Validated QRM Index Rate Change
Successful validation of interest rate risk measurements and enhanced confidence in regulatory reporting accuracy.
- Validated changes in NII, EVE, and associated sensitivity analysis for retail portfolios and deposits in an IRRBB framework
- Enhanced regulatory reporting accuracy and confidence
- Comprehensive risk measurement validation processes
Loss Forecasting for Non-Standard Portfolios
Enhanced forecasting accuracy for challenging portfolio segments with improved risk assessment capabilities for non-standard lending products.
- Developed loss forecasts for non-standard portfolios, in particular run-off portfolios with short sample histories
- Created custom implementation equipped with overlay adjustments
- Improved risk assessment capabilities for non-standard lending products
Risk Rating Model Implementation
Successful implementation of risk rating model in market-leader software with enhanced portfolio risk assessment capabilities.
- Assisted loan portfolio modeling department in risk rating model implementation in market-leader software
- Enhanced portfolio risk assessment capabilities
- Streamlined modeling processes and workflows
CECL (End-to-End)
Complete end-to-end CECL implementation with automated data processes, validated model suites, and a robust ongoing monitoring framework.
- Mapped merger history and created a unified developmental data warehouse, incorporating an automated quarterly ETL process for CECL input data and an ongoing monitoring package
- Developed, implemented, and tested CECL model suites for CRE, C&I, and Mortgage in market-leader platform designed for CECL
- Established a parallel process in R to independently verify all model forecasts
Ongoing Monitoring & Scenario Analysis
Enhanced model monitoring framework with automated backtesting capabilities and comprehensive policy documentation for regulatory compliance.
- Backtested model results to fulfill audit findings
- Developed ongoing monitoring package and parallel statistical software suite forecasting process for legacy models
- Wrote ongoing monitoring policies and procedures
Reviewed Model Risk Management Function
Strengthened model risk governance framework and enhanced organizational capacity through strategic hiring and policy improvements.
- Reviewed Model Risk Management function at mid-sized financial institution via gap analysis and interviews
- Recommended changes in policies and procedures and participated in hiring new MRM manager
- Strengthened governance framework and organizational capacity
CECL Model Transition Documentation
Comprehensive update of all regulatory-facing and internal control documentation following a major model platform transition.
- Updated CECL policy, ACL process narrative, and methodology summary to reflect new model classifications and data sources across all retail and mortgage portfolios
- Redesigned production quality control workbook to reduce manual oversight requirements while keeping the tool in Excel, ensuring non-technical stakeholders can easily update and maintain it
- Standardized end-to-end process flow diagrams for all active models, each with dedicated control and checkpoint pages
Data Infrastructure Migration & Process Automation
Migrated critical CECL analytical tools to a modern cloud data platform and automated previously manual monthly workflows.
- Consolidated previously separate portfolio processes (auto, credit card, personal loan) into a single, unified automated workflow
- Automated monthly recovery tracking in Python so model outputs flow directly into reporting charts, eliminating manual data transfer steps
Independent Procedure Review & Qualitative Assessment Redesign
Independent quality assurance across model production procedures and the qualitative adjustment process.
- Observed live execution of CECL model production runs to surface gaps in data acquisition, quality validation, forecast configuration, and output storage
- Identified missing steps and ambiguous instructions to ensure procedures are executable by team members unfamiliar with the process
- Redesigned the line-of-business qualitative questionnaire to supplement narrative responses with quantitative metrics for more rigorous quarterly adjustment decisions