Kingori, Kariukih (Kari)

ad2ydg@r.postjobfree.com

Tel. 585-***-****

PERSONAL PROFILE

Senior Global Finance, Treasury, and Risk Professional with extensive Institutional Administrative experience in market finance, treasury operations (including products), credit, operational, and market risk management. Successful track record in risk,

Data analytics, performance management, and Business process mapping (BPM) implementing Risk and ERM Frameworks; Quantitative trained Credit Analyst and skilled writer with experience in collateralization of securities processes of commercial loans; Model validation and procedures. Experience with risk scorecards methodologies/metrics and capital markets risks; Expert in Basel end-to-end implementation process; Basel audits; Basel II (Pillar 2 expert Accord) Basel 2.5 and III capital rules, liquidity, and impact; MC Simulation, PD, EAD, LGD, EC, VAR, LVAR, RAROC, RCSA, (ICAAP and ORSA - Solvency II); ERM integrated framework. Governance process and documentation; Risk Management education and practice: Leverages educational theories and practice methodologies to structure design, develop and deliver Risk Management, Enterprise Risk Management (ERM), and Cyber Risk training for the Board, Senior Management, and corporate practitioners: SOX 404, including alignment with ORM (RCSA - COSO), regulation and compliance: Proven, collaborative, proactive business partner and experienced leader (SME and project management). Provided Risk Management consulting services to financial institutions/mortgage industry on credit and operational risk (Basel II and III frameworks): Basel program assurance, Risk auditing, and reporting, SAP Treasury FI: Business restructuring; managing lenders and restructuring agreements; managing syndications and preparing the business for ratings. Writer: Authors / co-authors of Risk Management, OpRisk, Enterprise Risk Management papers, and ESG in government.

COMPETENCIES

Implementing ERM and Operational risk frameworks, Creating and managing Risk Registers, and Leading, Training, and managing risk management implementation teams. Data analytics Quantitative analysis; regression analysis, GARCH estimation, Garch volatility, and Garch multivariate models and Monte Carlo simulation; Counterparty credit risk, Credit Scoring models, Portfolio Credit risk, KMV model, CreditMetrics, CreditP portfolio view, CreditRisk+ (actuarial approach) and Portfolio Risk Tracker, and Portfolio Risk Indicators. Market Risk;

Risk Appetite, Capital planning, Stress Testing, and scenario analysis; VAR and pricing models, including risk factor mapping and BSM; ORM AMA, LDA approach, loss events, three lines of defense risk framework, qualitative and quantitative approaches to ORM assessment, RCSA process, analysis of KRI's, monitoring and reporting of data; Regulatory and Economic capital Familiarity with COSOERM integrated risk management systems and frameworks; expertise with MatLab, iflex, Algo, QRisk: Variable analysis, Data mining, manipulation, and stewardship; Data structuring, queries, analysis, and reporting; MBS and prepayment models, CDO and CMO issuances and analysis. Leading large culturally and multilingual teams.

EDUCATION AND CERTIFICATIONS

Columbia Business School (Columbia University) NY, NY Risk Management / PRMIA

Rochester Institute of Technology, Rochester, NY MBA -Corporate Finance

(SUNY) State University of New York, Brockport, NY BSC -Finance and Economics

Institute of Bankers, London (International Banking) ACIB - International Banking Diploma 1

Certifications: Certified Treasury Professional (CTP), Certified Cash Manager (CCM); ACIB-Associate Chartered Institute of Bankers;

(FRM) Financial Risk Management – (Candidate). Member: PRMIA, RiskJournal Editorial Committee – Risk, data analytics and Models

Risk Management, Basel II & III Training programs attended: Basel II & III integrated (calculation and reporting) compliant logical data model architecture: Credit risk drivers PD, LGD, EAD, M; Pillar 2 and ICAAP Market risk internal models VAR, back/stress testing, scenario analysis, and enhancements: Economic Vs. Regulatory Capital, Credit Derivatives: PRMIA integrated approach framework for AML strategy SAS-Nonlinear optimization methods, data management, and compliance.

Association for Financial Professionals (AFP) Treasury Journal: Editorial Advisor -Advises and edits articles on investments, financial institutions, risk management, global treasury management, foreign exchange, corporate finance, e-commerce, capital markets, and compliance issues. I was selected on a committee of finance industry experts to judge and pick the 2002 Pinnacle.

PROFESSIONAL EXPERIENCE

Senior Consultant: UNDP GPN-ExpRess Roster Sr Advisor / Sr Consultant: United Nations: August 2023 – Present.

Recently appointed by the UNDP to provide Consultancy services in Various Business disciplines, Risk Management, Banking, Finance, Treasury Management, ESG and Policy Research, Capital Frameworks for climate change, and International Banking.

Patrick Kari Kingori-2

Kenya Government: Ministry of Agriculture, Livestock, Fisheries, and Co-operatives: August 2021 – June 2022

Chairman: National Technical Working Committee Taskforce – Coffee and Sugar Price / Risk and Income Stabilization Framework

Appointed by the Cabinet Secretary for Agriculture, Livestock, Fisheries, and Co-operatives to Chair and lead two Taskforces, Coffee and

Sugar: to understand how the Supply and Value Chains affect farmers' incomes and how to improve the payment systems

Design and Develop a Risk Management Framework (ERM) to buttress the risks in the income stabilization frameworks.

Research, design, develop, and implement the coffee and sugar industry's price/income stabilization frameworks.

Design methodologies to enable farmers to manage risks along the Supply Chain by participating in value-addition.

Assessed the Supply and Value Chains' post-pandemic impact on farmers' incomes and their ability to farm.

Supervised a combined workforce of over thirty task force and Secretariat members in producing and editing the report.

Principal: Fincap Risk Advisors (FRA); Nairobi, Kenya; 01/ 2016 – Present

Researches, leads, structures, organizes, designs, develops, directs, and delivers successful Risk management, Enterprise Risk management,

(ERM), and cyber risk training for organizations' boards of directors, senior management, middle management, and employees.

Effectively lead, guide, coach, and mentor team members and outsourced consultants assigned to develop and execute risk management tasks projects, including data-based solutions to organizational business challenges.

Implements Risk management, ERM, and Cyber risk frameworks for organizations. Organize Risk management forums.

Designs, develops, and delivers Executive education short-term courses on Risk, Cyber, ERM, and Finance Management.

Authors and contributes articles on risk management in daily journals. Collaborates with other risk professionals to provide risk education.

Director: Treasury and Risk: Corporate Restructuring (Spencon Engineering and Construction, Nairobi, Kenya); 02/2015 – 12/2015 Directed the Treasury management function within the business, including all matters related to interest rate risk, cash flow, loan/debtor management, asset management, and banking matters in Eastern, Central, and Southern Africa for a Civil Engineering and Construction Company. Manage finance and lender restructuring arrangements, including Bonding, letters of credit, and bilateral relationships. Contain debt repayments and rollovers. Manages syndications and maintains non-funded facilities.

Heads Treasury and finance restructuring in preparation for access to debt capital markets (corporate bond and forex)

In charge of day-to-day financial operations and relationships with financial institutions. Manages financial risk

RBS Citizens, Boston, MA/ Providence, RI: Sr. Manager, Risk Architecture, Advanced Analytics 02/2013 – 06/2014

Leads reviews/audits of Basel position papers and processes regarding model development, implementation, validation, and stress testing.

Reviews / Audits risk and assures Basel program, including wholesale and retail rating philosophy, economic loss, data/systems, obligors and ratings, the definition of default, guarantor Framework, PD, LGD, and EAD, and financial capital models. Review structure covers Basel

regulation, the bank's policy and procedures, Model methodologies for assessing risk, and model implementation approaches.

Rewrite/ Audit/Edit disparate papers on rating guidelines, model development, and governance.

Reviews the conceptual soundness and benchmarking analysis of the bank's existing stress testing models for the C&I and CRE Wholesale testing models, collaborates with SME on describing/assessing the underlying data, assumptions, and model selection of the various stress testing components. Works with model developers to articulate concepts on model development and address MRA issues.

Develop and implement a successful Basel Qualification process to ensure Basel II projects meet the minimum required guidelines set forth by the Basel II Final Rule. Document the workflow processes, requirements, and project plans with status reporting.

Assesses RBS Citizens Bank risk policy compliance with the Federal Reserve and the FDIC requirements.

Consultant-Possible Solutions (SAP) Woodbridge NJ (06/2011 – 12/2012)

Train Treasury, SAP Cash Management, and Treasury professionals on treasury operations.

Citigroup: Vice President, CCAR/DFAST, Credit Risk Global RWA Analysis, and Reporting (07/2010 – 05/2011)

Direct, lead, and manage data mining processes and analysis for Global, Wholesale Basel II RWA reporting. Oversee the generation of Trading Book, Banking Book, and AFS Metrics, loading to the FRO-Re-Engineering, Global Basel II, 2.5/III RWA COE Basel/periodic reporting

I led, managed, and oversaw the trading book, banking book, and available-for-sale business as usual activities of the Center of Excellence (COE) monthly Basel II reporting, including RWA data quality analysis, remediation, and reporting.

Serve as the subject matter expert (SME) for Basel II reporting and the impact of exceptions on the organization's risk-weighted assets by product dynamics, including the effects of collateral, risk ratings, and other drivers for Basel's RWA calculation.

Participate in Basel production and reporting daily calls as the subject matter expert on Book exposure types and RWA Basel reporting. Provide metrics that impact analysis and prioritize system/process development efforts that reduce issue/cycle times.

Liaison with regulators on RWA reporting, financial/risk matching, and analysis. Provide summaries to regulators for FFIEC reports and supervise AFS, trading, and banking books metrics loading to the Financial Reporting Operations and SharePoint.

Patrick Kari Kingori-3

Emergent Risk Finance Advisors, Oakland, CA: (Risk Consulting: (05/2008 – 06/2010)

Managed, directed, analyzed, and monitored risk management information relating to financial institutions; managed to prepare reports on financial institutions and regional economic factors; assessed lending and borrowing trends and mitigated the potential for future risks.

Worked with portfolio managers on specific projects, including portfolio reviews, updating of credit processes within the portfolio, and risk rating policy presentations to senior management. Provided credit risk model oversight over the development.

Analyzed and monitored consumer credit business portfolios on regional, geographic, and market segmentation. Provided periodic portfolio analytical reports. Interacted with internal customers to share views on portfolio content.

BusinessEdge: New Brunswick, NJ: (Risk Consulting: (03/2006 – 04/2008)

Provided expertise in delivering functional and technical solutions to architecture for Credit, Market, and Operational risk management: Data Gap Assessments (DGA) for Credit Risk under the Revised Framework. Conducted user workshops for Operational Risk, Economic

Identified measures and dimensions and designed cubes (star schemas), including Basel II Standardized-, Internal Ratings Based Approach, and Credit Risk Mitigation. Participated in high-level meetings and presented to executives.

Basel II Accord implementation, firm-wide risk management, and compliance initiative at an international bank in New York: Participated in developing market, credit, and operational risk management process and system roadmap. Analyzed data to determine and establish meaningful Key Risk Indicators (KRI): Implemented SOX and RCSA processes and monitored systems.

Peralta College System, Laney College, Oakland, CA: CFO/Finance Director Business and Administrative Manager (06/2002 – 02/2006)

Restructured College runs business programs from cost to self-sustaining financial business centers for a 15,000-student body Campus.

Instituted financial controls and streamlined business procedures, saving over $180K during the fiscal year; directed institutional investment policy and portfolio management of short-term investments; established control programs and systems to assure compliance with State and Federal regulations governing the management and use of public funds. Head of Administration.

Directed the College budget, investments, treasury operations, strategic planning, technology, and facilities.

Managed Business office staff of over 50 FTEs and implemented campus policy and strategic plans. Administrative Head of Campus, security and safety operations.

Served as acting President of the College when required in the absence of the College President.

Levi Strauss & Co, San Francisco, CA: Senior Performance Consultant (Manager), Planning & Performance (08/2000 – 12/2001)

Directed the Levis' Retail Strategic Annual Business Plans, forecasting and budgeting processes; Accountable for the health of the P & L. Managed the countrywide retail commercial leaseholds, Treasury, bank services, and relationships.

Head of Retail P & L for stores across North America.

Deloitte & Touché LLP, Atlanta, GA: Business/Treasury Analyst (11/1998 – 07/2000)

Advised clients on treasury and financial analysis functions that supported client business strategy; Business Consultant -Budgets, Planning, restructuring, and due diligence; Analyzed and valued business acquisitions, business strategies, and capital projects. SAP FICO and Treasury

Provided financial and business solutions to diversified business clients. Developed a framework for managing payments (EDI-EFT - B2B B2C, C2C, procedures) concentrating, remitting, and receiving funds: RCSA process model to capture operational business risk, and write reports.

Participated in financial industry projects to develop various portfolios and firm-wide performance measurements, including Balance sheet management, Liquidity reporting, Asset Liability Management (ALM), and financial reporting. Calculated performance measurements.

Credit analysis: Prepared credit reports. Examined customer creditworthiness and evaluated credit agreements, reviewed and charged property held by the bank as collateral, and streamlined the collateralization process on credit card and loan issuing procedures.

Banking: Arranged currency swaps and provided research analysis to credit card product development.

Treasury Operations: Leveraged technology to manage treasury operations; Prepared RFPs for financial technology, selection, and implementation: EDI Electronic payment/receipt setups.

Financial Risk Management and Business Process: Developed CFAR (Cash Flow at Risk) methods to protect cash flows; developed collateral procedures; developed netting methods to mitigate and control liquidity and risk; and developed hedging methodologies.

Spherion Corporation Financial Services, Atlanta, GA Consultant-Finance and Treasury Services Advisor (1996 –1998)

Medaille College, Buffalo, NY: Adjunct Finance Management and Analysis Instructor. (1994 – 1995 Academic year)

American International Group, New York, NY: Senior Cash Accountant / Senior Financial Investment Analyst (9/91 – 11/1993)

Professional Associations: Institute of Bankers; Association of Financial Professionals (AFP); Global Association of Risk Professionals (GARP); Professional Risk Manager International Association; San Francisco (PRMIA); New York & San Francisco Society of Security Analysts. Member:

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