Grant McMillion, CFA

***** **** ******* ***** - ************, FL 32258

904-***-**** abmtca@r.postjobfree.com

Work Experience

Bank of America

December 2008 - Present

Risk Management Analyst II, Retail Credit Risk Analytics - Jacksonville,

FL

Duties & Accomplishments: Design, document, and implement quantitative

default and loss forecast models for Auto, Specialty (Marine/RV/Aircraft),

and Bulk (Auto Purchase Pools) portfolios; construct portfolio economic

shock models and scenario analysis; act as the lead modeler for the DFS

division's Enterprise Stress Test initiative; gather and analyze large

sets of portfolio and economic data; identify key economic and non-

economic drivers of portfolio performance; present analytical results to

executive-level management; ensure models and analysis are thoroughly

documented, validated, and in compliance with corporate model governance

standards.

Bank of America (formerly Countrywide)

May 2006 - November 2008

Vice President Margin Management, CMD Secondary - Plano, TX

Duties & Accomplishments: Create models, policies, and procedures to

determine the appropriate level of pricing to offer customers in

Countrywide's $1.37 trillion dollar MSR portfolio; set pricing on annual

originations of over $25 billion to optimize the trade-off between minimum

prepayment run-off and maximum origination revenue; conduct analysis to

identify key revenue and lock-to-fund pullthrough drivers; build and

maintain division's origination forecast model; adjust pricing to help

absorb secondary market shocks; act as a liaison between secondary

marketing and the MSR portfolio recapture sales team.

NetBank, Inc.

February 2005 - April 2006

Capital Markets Analyst, Secondary Marketing - Columbia, SC

Duties & Accomplishments: Provide direct analytical support to the

mortgage trading desk so that the traders could make optimal trading

decisions; build, enhance, and maintain a suite of best-execution trade

models; perform post-hoc analysis on investor bids to determine ways to

enhance future mortgage pool offerings and increase trading revenue; build

and maintain the price-volume profitability forecast model for the trading

desk / mortgage division; monitor trends in competitor pricing of various

loan products; assist in the update of the risk management system with

market rates / conditions.

Blue Cross Blue Shield of South Carolina

August 2003 - January 2005

Financial Analyst, Information Systems Finance - Columbia, SC

Duties & Accomplishments: Review cost reports for variances; develop cost

projections; create budgets for the next fiscal year; approve payables;

aid in the deployment of a new payables management system.

Education

Clemson University

August 1998 - May 2002

Clemson, SC

Bachelor of Science, Financial Management

1st in Class of 1,591 Students, 4.0/4.0 GPA, Summa Cum Laude, Departmental

Honors.

Computer Skills/Languages

High proficiency in SAS, SQL, R, MS Office (including Macros and VBA), and

Bloomberg Terminal.

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