Leads enterprise stress testing and quantitative risk modeling across loan, deposit, capital, and liquidity portfolios. Develops scenario analyses, forecasting models, and proprietary methodologies using statistical modeling, machine learning, Monte Carlo simulation, Python, and SQL. Evaluates model performance, supports governance and validation, provides independent challenge, and communicates portfolio risks and analytical findings to senior management, risk committees, and cross-functional partners.

Supports financial and enterprise risk management through quantitative analysis, market and liquidity risk analytics, deposit modeling, stress testing, balance sheet analysis, and automated reporting. Develops dashboards, risk indicators, forecasting tools, and quantitative models using Python, SQL, Excel, and business intelligence platforms. Researches economic trends, identifies emerging risks, improves reporting processes, and communicates analytical findings to Treasury, Finance, Credit, Risk, and executive stakeholders.