Operational Risk Analytics

SUMMARY: Quantitative analyst with *+ years of experience in transformational leadership, economic and financial markets to provide consultation and services improving data analysis and analytics, predictive modeling, and forecasting, teaching, and training, and monitoring and coaching. Detailed oriented, strong analytical skills, fast learner, great verbal, and written communication as well as interpersonal skills with the ability to clearly interpret and present complex results to diverse audience. Exercise initiative, achievement and independent judgement as shown by awards such as a Chancellor’s Graduate Student Award, 2016 and 2017, Graduate Student Excellence Fellowship, 2018 and American Economic Association Summer Program Fellowship, 2020.

RELEVANT EXPERIENCE:

2023 to Present Citigroup, Irving, Texas

Quantitative Risk Model Developer (VP), Operational Risk Analytics.

Develop and document operational risk capital model following the Basel II Advanced Measurement Approach (AMA) to calculate economic and regulatory capital required to protect the firm against operational loss. The model follows the loss distribution approach (ILD) of simulating both frequency and severity distribution for several risk types.

oThis includes preparing Model Governance Documentation: The Model Development Document (MDD) the Annual Model Review (AMR) and Ongoing-Performance Assessment (OPA)

Periodic update of model parameters: review of modeling thresholds for losses, assessment of extreme-value distributions and calculation of parameters for different Units of Measure.

2020 to 2022 Citigroup, Irving, Texas

Quantitative Risk Model Developer (AVP), Credit & Obligor Risk Analytics.

Conduct data extraction and data reconciliation from multiple sources such as the CitiRisk Analytic Tool (CAT) system and apply various analytical tools to test model robustness.

Redeveloped the Ongoing-Performance Assessment (OPA), Annual Model Review (AMR) and Model Development Documents (MDD) which required a solid understanding of the documentation and testing requirements. Models were developed in line with macroeconomic theory and expert judgment of the Risk Managers most familiar with the specific industry and market in order to determine their credit risk ratings.

Peer-reviewed various documentations written by Team to ensure the completeness, clarity and quality is consistent with policy and regulatory requirements before submitting the documents for MRM’s approval.

Prepare reports and detailed quantitative findings for presentation to senior management as well as communicate existing model limitations and provide appropriate measures of credit risk to senior management.

Demonstrate leadership and project management skill and collaboration working in cross-functional team including finance and technology on accountable and transparent use of models for risk analytics and model documentation.

2016 to 2020 University of Wisconsin, Milwaukee.

Teaching Instructor and Research Assistant

Proven record of success as an economist in training and supervising projects in Macroeconomics, Personal Finance and Business Statistics classes with average size of 40 students. Built communication skills, leadership skills, conflict resolution skills. Prepared syllabus for all classes assigned to me and teach students from soup to nuts with very little supervision.

Applied Logistics Regression to examine the drivers of the occurrence of foreign debt surges to 28 emerging market economies (EMEs) over 1990-2016. Differentiating surges in private debt flows from surges in public debt flows to examine which surge flow is more sensitive to global factors or domestic factors and reported the results to senior advisor and committee member.

Applied Logistics Regression and Machine Learning (Decision Trees) to determine the major variables that increases the likelihood of a customer defaulting on his/her loan and credit card payments and reported the results to senior advisor and committee members.

2014 to 2014 Department of Energy, Sunshot Project, Normal, Illinois

Research Intern

Co-developed on a team tasked with reviewing rates for electricity and solar, updating databases utilizing SQL, in addition to analyzing data and reporting results.

Presented data insights and explaining complex findings to management and diverse audience in a much a simpler and concise manner.

2014 to 2015 Illinois State University, Normal, Illinois

Graduate Research Assistant

Conducted research work using statistical tolls such as SAS, R, STATS and E-VIEWS to access data from multiple sources; analysis data, write report and present findings to large group of people including seasoned Professors and researchers

2012 to 2013 Victory R.K Enterprise, Accra, Ghana

Compliance Officer

Audited and monitored company general internal procedures with emphasis on accounts receivables recovery and adherence

to generally accepted accounting principles (GAAP).

EDUCATION

Doctor of Philosophy: (Financial) Economics Bachelor of Arts: Economics and Mathematics

Suma Cum Laude

University of Wisconsin Milwaukee: 2020 University of Ghana-Legon: 2012

Master of Science: Applied Economics

Illinois State University: 2015

SELECTED TECHNICAL SKILLS AND SOFTWARE: Panel Data Methods, Regression and Time Series Analysis, Machine Learning Techniques like Regularization Methods and Dimension Reduction Methods, Model Validation, Decision Trees, Random Forests etc. Proficient in the use of various software packages and tools including STATA, EViews, R, SAS and Microsoft Office Suite and learning Python and SQL

EXTRACURRICULAR ACTIVITIES

Community Volunteer Jun 2015

Distributed over 1000 meals to malnourished children in about 70 countries

Assisted high school students to learn the basis of research work by teaching them and volunteering to be their research advisor on their final capstone (research work).

Volunteered to teach personal finance course like banking, budgeting, credit management etc. to high school graduate in the Milwaukee Public Schools to increase financial literacy among members in the community.

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