Risk Management and financial industry professional with an exceptional quantitative and financial background. Combining rigorous financial engineering and deep understanding of business intelligence in order to drive superior economics. Design and implementation of complex enterprise-wide programs.
Extensive interaction with clients/vendors in design, development, implementation and integration, maintenance and management of various quantitative and risk platforms, trading algorithms, transformational strategies at franchise level, business line level, portfolio level as well as product level.
Solid industry leadership credentials sustained by hands-on expertise in banking (retail, commercial, investment), payment services (credit cards, online payments), wealth management, supply chain management (media, telecom, avionics, pharma), government and health care economics research.
Advanced financial statistical modeling (MMM, Cluster, PCA, Time Series Forecasting, Predictive Models, Machine Learning/Neural Nets/Pattern Recognition, Survival Analytics, Optimizations). Programming in SAS, SAS WORKBENCH, SAS CPNM, MINITAB, STATA, EVIEW, IBM SPSS STATISTICS, IBM SPSS MODELER, IBM C&DS, ORACLE FINANCIAL SERVICES, SQL, C++ and others.
Competencies: stress testing for BHC/IHC; Fed’s CCAR/DFAST (SR11/12 -7, DFAST-14A, IFRS 9, FR Y-14A/Q/M, etc.); CECL preparedness; risk platform and big data governance / integration / lineage and taxonomy (BCBS 239); customer segmentation; credit cards; home and commercial loans/mortgages; structured products; enterprise risk management; monetizing credit, counterparty, market and operation risks; liquidity risk; fraud analytics and prevention (BSA/AML); IT governance; PD, LGD and EAD; loss provision; ALLL, economic capital, Basel II/III; Big Data warehousing and mining algorithms; machine learning; model validation and audit SDLC; business development; relationship management; negotiations; budgeting; quality assessment and control; enterprise risk control and self-assessment (RCSA); compliance.
Extensive international collaborative works. Excellent communication skills, fluent in more than 5 languages. Published in prominent industry and scientific journals - https://www.researchgate.net/scientific-contributions/10168701_Thimothy_Oke
VP ERM – Head of Model Risk Management Dept.
Oversight and management of Apple Bank’s Model Risk Management program, consistent with the Bank’s risk appetite, and direct report to the Bank’s Committees, the Board of Directors and Regulators.
Total portfolio exposure: $11 Billions, including Commercial and Real Estate models ($4, 3 Billions); Commercial and Industrial models ($6, 7 Billions): Corporate, Aircraft, Aircraft Lessors, Sovereign and Interbank Credits; ALM models (Liquidity, Interest Rate, RWA, FX and PPNR)
Sr. Consultant, General Manager
Implementation of complex enterprise-wide programs (Stress Test, CCAR, Basel II/III, DFAST, Economic Capital, Data/Big Data Solutions and Warehousing, Risk Platforms etc.). Model Risk Governance, Policy and Procedures, PMO, company-wide preparedness before various regulators exams and supervision by The Federal Reserve/FDIC and SEC.
Leads life cycle of key functional areas of various enterprise-wide projects, reporting to enterprise Councils and Sr. Managements
Sr. Professional Band, Model Validation and Analytics
GE Capital Global Retail/Commercial Models (including more than 30 countries). Model Validation Lead
Validation of third-party solution suites (SAS CPNM, ORACLE FINANCIAL SERVICES, IBM SPSS MODELER and TERADATA)
Apple Bank for Savings New York, NY Nov 2017 –
Meganalytics Inc. New York, NY August 2014 – Nov 2017
Clients: Major Financial Institutions: CITI Bank, DTCC Scotiabank
GE Capital Norwalk, CT October 2013 – August 2014
Sr. Principal, Business Process
Liaise between Risk, Tech, Finance and Treasury for assessment of Risk Governance. Point of Contact for external auditors.
Enterprise Risk Infrastructure (ERI) assessment. Validation of pricing models for products, portfolios and business lines. Validation of in-house Rating and Share metrics vs Nielsen’s GRP and TRP.
Sr. Consultant, Risk Management and Business Process
Credit risk, non-performing loan analytics, MBS portfolio re-evaluation and pricing, cash flow and reserve valuation. Data lineage, data warehouse and data accuracy architecture design and implementation. VaR analytics and testing; CVA/FVA
Design and implementation of UAT for Guarantee Assets and Guarantee Obligations for Credit Works, representing more than 40% of total US MBS portfolio
Discover Financials, Stamford, CT Cablevision, Bethpage, NY November 2011– September 2013
The Capital Market (CAPCO), New York, NY, January 2010 – November 2011
Clients: Major Financial Institutions, Fannie Mae and Federal Home Loan Banks
Exec. Director / Quant. Analytics and Research
Macroeconomic and financial forecasting: MBS, Lead, Lag and Coincidence Indexes. Panel data analytics and optimizations. Statistical forecasting with high/low frequency data. Assessing dollar value (ROI) of media vehicle outreach, utilizing GRP - TRP
Training of pre-sales and sales forces - CRM
Globicus International, New York, NY July 2008 – December 2009
Manager: Information, Risk and Banking
Design and implementation of Profitability Framework in 10 international lead markets and USA
Developed short and long-memory models for Value at Risk, defaults, write-off rates, reserves and loss provision
Data vendors relationship management (Experian, DnB, Equifax etc)
American Express New York, NY, July 2005 – July 2008
VP: Decision Analytics and Research/Retail Banking
Strategy development and market risk analyses in order to optimize sales and growth in all areas of retail financing, in existing as well as new JP Morgan Chase branches
Monte Carlo simulations and research on targeted customers and small businesses for higher profitability
JP Morgan Chase, Columbus, OH, October 2004 – June 2005
Others: Product Development: i2: Technologies, USA – Research Fellow: Uppsala University, National Board of Health and Welfare, SWEDEN
- PhD, Statistics – Uppsala University, SWEDEN
- Master of Social Science: Business Administration and Economics
- BSC: Business Administration and Economics