Sean J. McCue

ad111y@r.postjobfree.com

914-***-****

SUMMARY

CCAR/DFAST, CECL, Model/Non-Model Risk SME, Change Risk Challenger, Process Map Modeler

EPS/IHC/BHC/BASEL, Strategic Risk Manager, Scenarios, VaR, Liquidity Risk, Treasury, Middle & Back Officer; UI/UX design- discovery, design, development, deployment; wireframing, sprint development, UAT/PROD testing, I-frames, story boarding; incoming and outgoing cross border payments

Business Analyst/Program Manager-Volcker, Data Warehouse, SDLC, UAT-PROD-BAU data manager, Rates

Model validation & audits- IRD, EQD, CLO’s, MBS, CDO’s, Asset Allocation, Pricing, Stress & Attribution

KYC, BSA/AML/OFAC, Fair Lending, SR11-07, SR 11-10; process & control architect; bank & insurance regulator; finance SME; XVA-CVA, IT fintech domain SME, data mapping, wireframing, Azure, Cloud; NASDAQ, FINRA, Reg SHO, Rule 204

Chief Risk Officer- Market, Credit, Operations Risk-Asset Management, Private Banking, Audit, Regulatory Compliance, FRTB, Part 504, First to Third Line of Defense Officer, asset and portfolio manager

International commercial loan officer-Mexico, Portugal & Spain; treasury & FX trader, investment manager

Fixed Income Chief Dealer-Manager- 4 proprietary traders, USTs, futures, options, derivatives; P/L budget $10 million; repo, MMKTs, derivatives trader, Option Greeks, IPV, Big 4 advisory & business development

Data warehouse and model validation review and challenge; warehouse ad hoc and standard reporting

EDUCATION

Fordham University School of Business, New York, NY MBA Finance 1987

University of Navarra, Pamplona, Spain MA Spanish 1982

College of the Holy Cross Worcester, MA BA Economics 1981

CERTIFICATION AND TRAINING

License: Certified Investments Derivatives Auditor (C.I.D.A.) 2008

Languages: Fluent to Proficient- Spanish, Portuguese, French, Mandarin, & Japanese

PROFESSIONAL EXPERIENCE

Barclays Bank, New York

Compliance- Compliance Assurance Oct 2023-Dec 2023

Manage CA review team of 4 officers delivering Legal compliance review, issues and findings for regulatory closure

Citibank, New York

CCB-Global Risk Desk-Risk Officer/Program Manager May 2022- Sep 2023

Design and implement a program of remediation for a MRA related to 5 CAPS and 15 risk workstreams for CCB Credit Risk Redesign, CCAR, RWA, CECL. Liquidity Risk, Treasury

Provided Daily-Weekly and Ad Hoc reporting requirements geared toward middle and senior management review

Barclays Bank, New York

Markets Pre-Trade May 2021-May 2022

Provide risk and control review & framework for the ATS trading platform for FI & Equities, Reg ATS, Cap Markets

Build process and control inventories intended to comply with regulations including 301(b)(10) & 15c3-5

Work in unison with front office, compliance, legal and audit in order to deliver guidance for ATS governance, risk and controls; SMARTS

Citibank/Synechron, New York Aug 2020-April 2021

FX Products- Cross Border Payments

Analyze, create and develop programs for the global migration of applications for cross currency incoming and outgoing payments

Perform discovery, design and implementation of new applications functioning as a SME for FX payment production working with global trading & sales, operations, product control, IT & DEV support

Develop the implementation for FCY payments across the trade life cycle, client interaction channels, validations, FX execution, future dated, pricing/fees, settlements, accounting, returns and notifications

Citibank/LNT, New Jersey & New York Oct 2019-July 2020

UI/UX Design Team BA- GFTS

Perform UI/UX design support, writing BRD’s/FRDs for finance, cyber security, and business application migration and portals; direct and manage DEV team relations intended to build applications

Develop scope and JIRA details to show application integration in an agile framework, work on projects related to finance, cyber security, mobile tokens, and business risk/finance application migrations

Writing user stories, wireframe development, UAT and PROD testing, sprint management and execution;

mock ups, I-frames

Webster Bank/Genpact, Conn. & New York May 2019-Sep 2019

Model Validator/PM- CECL Models

Responsible for model validation review of Moody’s ImpairmentStudio CECL models (MLF, CMM, et al) including methodological formulas and processes for a portfolio comprised of CMBS, CLOs, Municipals, RMBS, Agencies, Corporate Bonds and US Treasuries, Fixed Income

Worked as program manager creating the approach for independent model analysis for conceptual soundness, back-testing, benchmarking, outcomes analysis, and sensitivity analysis

Multimedia Solutions Inc., New Jersey & New York Oct 2018 – Jan 2019

Business and Technical Functions SME- BA/SME

Lead BA/SME responsible for holding workshops with client SMEs intended to build a client portal across all products, Fixed Income and Equities

Turn client requirements into BRD and FRD documentation and describe system development through implementation; SQL server, Excel, WORD, PowerPoint, Microsoft Azure, Cloud

Stright Hamilton Group - Advisory, New York, New York Aug 2018 - Sep 2018

Business Development Officer- BA/PM

Responsible for Impact Investing and ESG advisory sales for new engagements with banks, insurance cos, and corps; Excel, Word

Arab Banking Corporation - Compliance Department, New York, New York Feb 2018 - Mar 2018

Senior Model Validator- BA/PM/SME

Part 504 validation, model validation SME; SIRON AML for sanctions for Trade Finance & Wholesale Banking

Analyze the application and create documentation to complete Part 504 attestation for adequacy and completeness; ascertain proper systems. Test controls across AML methodologies and processes; Excel, Word, OFAC Compliance models validation

Bank of America-Global Market Risk- CCAR Methods & Process Control, New York May 2017 - Jul 2017

BA

Design methodological and process controls across CCAR and design testing for BOA, globally; ARIS modeler; 14A, 14Q - Workstream Risk Managers; map their processes and controls

Federal Home Loan Bank- Model Risk Validation Audit Team, Des Moines, IA Oct 2016 - Jan 2017

BA/PM/SME

Design, scope, & execute 2016 Model Validation Audit; validate 4 models, present issues and remediation

Complete risk assessment, design and execute model audit review documents showing model testing

Advise Audit and MRMG on the latest audit review steps and methods; answer risk analysis queries

Bank of New York-Model Risk Validation Audit Team, New York Aug 2016 - Oct 2016

BA/PM/SME

Model Validation Auditor for model risk review responsible for validations across DEV, LOB & MRMG

Perform model validation on 6 vendor models, SAS, Excel & Bloomberg; compose model risk audit plan

Answer audit queries regarding model risk loss expectation and proper inventory methods for tracking

Citibank - Operations Risk Workstream (ORM) - CCAR/DFAST, New York Nov 2015 - Apr 2016

BA/PM/SME

SME responsible to initiate, direct, and improve CCAR methodology & process documentation for Models, Scenario Analysis, 14A-14Q- RWA-PPNR, SAS & Excel; all Citi businesses for ORM CCAR; write ORM Methodology and Process documents

Banco Santander - Audit Department - CCAR Audit- PMO, Boston, MA Aug 2015 - Sep 2015

PM

Design, develop a CCAR Audit PMO function across all Santander CCAR/IHC/EPS Risk; challenger risk controls; construct automated EXCEL filters for risk-weighted CCAR processes, 14A-14Q-PPNR, all risk losses

UBS Securities LLC - Strategic Risk Change-IHC-CCAR, Stamford, CT Apr 2015 - July 2015

BA/PM

Develop and challenge data warehouse credit exposures, BRDs & FRDs; UAT/PROD recons; SQL, Excel; Reg SHO

American International Group (AIG) – ORM, New York Feb 2015 - Apr 2015

Consultant- BA

ORM control review; define firm-wide risks with SMEs; Bloomberg, EXCEL, WORD, PRISM, VaR

Citibank - Middle Office – Rates, New York May 2014 - Jan 2015

PM

Manage the UAT/PROD development & testing of the Volcker Tool, and data warehouse; stakeholder SME

SMBC Capital Markets - Risk Group, New York Mar 2014 - May 2014

BA/PM

Initiate, instruct, document global trading compliance for the Volcker Rule; draft CVA and VaR limits for trading

BNP Paribas - Audit Department - Capital Markets, New York May 2013 - Jan 2014

BA/PM

Design and execute audits for Dodd Frank and the Volcker Rule in Compliance; operational audit review

Asset & Resource Management - Risk Department, Lagos, Nigeria Sep 2012 - Mar 2013

Chief Risk Officer

Responsible for all risks, reviews, audits, for asset management, B/D, insurance company, fund-to-funds, infrastructure project lending, pensions, Treasury Naira/USD funding

State Street Bank & Trust Co. - Credit Risk – Governance, Boston, MA Apr 2010 - Aug 2012

VP - Credit Risk & Control

Conceive & write risk control reviews for all SSTB businesses for Risk & the FRB-Boston; Basel II, 2.5, CVA

Deutsche Bank - Group Audit, New York, NY Dec 2008 - Nov 2009

VP - Equity Derivatives Team

Audit Manager - SME - design & execute audit plan and reviews for synthetic equities & pricing, Reg SHO (204)

JP Morgan Chase/ WaMu - Capital Markets Treasury Review Audit, New York Jul 2007 - Dec 2008

Audit Manager

Audit Manager- Product SME - design & execute the audit plan and review in the Security Corp.

KPMG – Risk Advisory Services, New York Feb 2004 – Jun 2007

Manager - Market Risk

New engagements - $2MM, audit co-sourcing, IT Systems PM, model validation, FINCAD

NY State Banking Department - Principal Examiner - NY, NY July 1999 - Feb 2004

Fuji Securities - Fixed Income Prop Trader - NY, NY Mar 1999 - Jul 1999

N.A.I.C. - Corporate Securities Analyst - NY, NY Mar 1997 - Dec 1998

Nippon Credit Bank Limited - Interest Rate Prop Trader - NY, NY Jan 1995 - Feb 1997

ABN AMRO Bank NV - Chief Dealer - Bond Desk - NY, Chicago Aug 1988 - Dec 1994

Credit Lyonnais Bank Limited – Interest Rate Prop Trader - NY, NY May 1985 - Jul 1988

Manufacturers Hanover Trust Co. Ltd- Int’l Lending Officer - NY, NY Dec 1982 - Apr 1985

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