Jason Todd Wallace

**** ******* ****

Birmingham, Alabama 35209

205-***-****

acfp0m@r.postjobfree.com

EXPERIENCE

Regions Financial, Birmingham, Alabama

Economic Capital Manager April 2014-Present

• Manage the reengineering of the Economic Capital process as well as its implementation into various other

areas such as RAROC, CCAR, and budgeting.

• Active in the implement of new more robust risk return hurdles.

• Member of newly formed Balance Sheet Management Committee aimed at efficient and an effective asset

allocation strategy.

Senior Analyst- Vice President Risk Analytics November 2011-April 2014

• Calculate credit parameters including Loss Given Default (LGD), Probability of Default (PD), and Credit

Conversion Factors (CCF)

• Responsible for the design and implementation of a cash flow model used to estimate the level of

impairment for our residential first mortgage restructured troubled debt portfolio

• Responsible for calculating the allowance for loan and lease losses for the commercial portfolio

• Active in the ongoing monitoring of credit quality trends

BBVA Compass, Birmingham, Alabama

Economic Capital Manager January 2011-November 2011

• Managing all phases of the ongoing implementation of Economic Capital Calculations/Models

• Working to implement a more robust capital calculation into bank wide pricing models

• Leading the development of all Economic Capital reporting processes as well as analytics

Statistical Analysis & Modeling Team Lead July 2010-December 2010

• Driving force in the restructuring of the Allowance for Loan and Lease Loss calculation process

• Responsible for the implementation various cash flow models

Statistical Analysis & Modeling Analyst November 2008-July 2010

• Basel II and Economic Capital Modeling

BB&T Capital Markets, Charlotte, North Carolina

Collateral Analyst- Vice President May 2007-March 2008

• Managed the residential mortgage conduit database for the Residential Real Estate Finance Group

• Assisted in design and spearheaded the testing and implementation of the mortgage database system

• Mapped data received from mortgage originators and prepared it for use in pricing models using CAS

• Facilitated communications between various third parties including rating agencies and investors

SunTrust Robinson Humphrey, Atlanta, Georgia

Asset Securitization Associate- Portfolio Management January 2006-May 2007

• Delivered sophisticated cash flow models that accurately reflected deal structure attributes

• Responsible for the monthly monitoring of over $1 billion in conduit securitization transactions

• Active in the daily management of client relationships and the push to improve transaction efficiency

Compass Bank, Birmingham, Alabama

Senior Risk Consultant January 2005-January 2006

KPMG LLP,

Risk Advisory - Structured Finance August 2003-January 2005

EDUCATION

GEORGIA STATE UNIVERSITY Atlanta, Georgia

Completed 3 Semesters of course work in the Doctorate of Risk Management and Insurance program

UNIVERSITY OF ALABAMA Tuscaloosa, Alabama

Master of Banking and Finance May 2001

Bachelor of Science in Commerce and Business Administration May 2000

PROFESSIONAL SKILLS

Passed level I of the CFA exam in 2006

Experience working with Collateral Analysis Software (CAS), CreditManager, QMF, VBA, C++, SQL, and SAS

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