Experience

Kiavi

• United States
• Financial Services
• 200 - 300 Employee

• Director, Risk Analytics

  • Jun 2022 - Present



Zillow

• United States
• Real Estate
• 700 & Above Employee

• Manager, Financial Risk Applied Science & Co-Chair Pride LGBTQ+ ERG

  • Jun 2021 - Jun 2022

• Senior Applied Scientist, Zillow Offers Risk ML

  • Oct 2018 - Jun 2021

  Greater Seattle Area • Research and development into methods combining econometrics and machine learning to measure and manage the Liquidity, Market, and Interest Rate Risks associated with Zillow's short-term real estate portfolio. • Implementation of custom model development and testing libraries in Python and Spark. • Development of internal quality control processes including Model Risk Assessment and Independent Validation.



New Credit America

• Financial Services
• 1 - 100 Employee

• Senior Director, Data Science and Risk Analytics

  • Jun 2017 - Aug 2018

  Portland, Oregon • Implemented Data Science infrastructure on AWS, and onboarded Domino DataLab as long term platform solution. • Lead development of machine learning models generating $3MM in annual lift on direct marketing campaigns. • Implemented automated credit risk monitoring reports and collections dashboards. • Conducted thorough analysis of loan defaults, tracing root causes to shifts in acquisition channels from third parties, and assisted in implementing improvements to related underwriting… Show more • Implemented Data Science infrastructure on AWS, and onboarded Domino DataLab as long term platform solution. • Lead development of machine learning models generating $3MM in annual lift on direct marketing campaigns. • Implemented automated credit risk monitoring reports and collections dashboards. • Conducted thorough analysis of loan defaults, tracing root causes to shifts in acquisition channels from third parties, and assisted in implementing improvements to related underwriting standards. Show less



CenturyLink Cognilytics

• Director, Decision Science

  • Aug 2016 - Jun 2017

  • Lead analytics project delivery for client across multiple industries with a primary focus on financial services and government. • Provided thought leadership via authorship of presentations and white papers on subjects such as models for life of loan loss accounting (FASB Current Expected Credit Loss), and the use of literate programming to streamline model development and documentation. • Lead initiatives for standardization of client project deliverables including implementation of… Show more • Lead analytics project delivery for client across multiple industries with a primary focus on financial services and government. • Provided thought leadership via authorship of presentations and white papers on subjects such as models for life of loan loss accounting (FASB Current Expected Credit Loss), and the use of literate programming to streamline model development and documentation. • Lead initiatives for standardization of client project deliverables including implementation of consistent structures and documentation templates, implementation of version control and project tracking systems, and creation of R- and Python-based Exploratory Data Analysis and Model Development libraries. Show less



Umpqua Bank

• United States
• Banking
• 700 & Above Employee

• Senior Vice President, Model Risk Management

  • May 2015 - Aug 2016

  Lead implementation of Model Risk Management disciplines across the Bank. Highlights include: • Creation of Board-approved Policies, Standards, and Procedures in line with FRB SR 11-7/OCC 2011-12. • Hiring and training of Managers and Individual Contributors on the Model Validation, Model Governance, and End User Application Control teams. • Development of education programs for risk management disciplines targeted to different audiences, including Model Developers, Line Managers… Show more Lead implementation of Model Risk Management disciplines across the Bank. Highlights include: • Creation of Board-approved Policies, Standards, and Procedures in line with FRB SR 11-7/OCC 2011-12. • Hiring and training of Managers and Individual Contributors on the Model Validation, Model Governance, and End User Application Control teams. • Development of education programs for risk management disciplines targeted to different audiences, including Model Developers, Line Managers, Executive Sponsors, and the Board's Enterprise Risk and Credit Committee. • Drove selection and implementation of enterprise-wide software solutions for Model Development and Model Risk Management. • Lead response to Audit and Regulatory reviews relating to Model Risk Management • Directly supervised validation efforts related to DFAST, ALM, ALLL, CVA, MSR Valuation, Small Business and Leasing Scorecards, and AML. • Chair of the Model Risk Governance Committee, voting member of the Capital Planning Committee, and non-voting member of the CEO Enterprise Risk Management Committee.

• Vice President, Model Risk Management

  • Sep 2014 - May 2015

  Portland, Oregon Area



H&R Block

• United States
• Retail
• 700 & Above Employee

• Lead Statistician, Operations and Pricing Analytics

  • 2013 - 2014

  Kansas City, Missouri Area • Utilized queuing theory to project 2015 hiring and hourly staffing needs for 12,000 company and franchise offices. Implemented multi-level goal-seeking algorithms into staffing model to allow business partners to balance uniform client experience versus company expense. • Awarded 2014 CEO Equity Award for development of Generalized Additive Models used to assess the impact of severe winter weather on client demand and office staffing needs. The models have been used as a tool in… Show more • Utilized queuing theory to project 2015 hiring and hourly staffing needs for 12,000 company and franchise offices. Implemented multi-level goal-seeking algorithms into staffing model to allow business partners to balance uniform client experience versus company expense. • Awarded 2014 CEO Equity Award for development of Generalized Additive Models used to assess the impact of severe winter weather on client demand and office staffing needs. The models have been used as a tool in development of location specific inclement weather policies. • Adapted techniques used in investment portfolio assessment in conjunction with econometric modeling to evaluate the relative performance of District Managers. Communicated the results of this work to Human Resources partners to and assisted in development of new organizational structure optimizing office-level performance. Show less



Commerce Bank

• United States
• Banking
• 700 & Above Employee

• Consumer Credit Strategy Manager

  • 2013 - 2013

  Kansas City, Missouri Area • Developed credit risk models for 13 loan asset classes as part of legally mandated Dodd-Frank Act Stress Test (DFAST). Documented model selection and testing methods for review by external regulators. • Developed credit risk (Probability of Default, Loss Given Default, and Exposure at Default) models used to forecast loan loss rates, determine capital requirements, and assess the impact of credit line management strategy for $750MM portfolio. Presented results on a quarterly basis to bank… Show more • Developed credit risk models for 13 loan asset classes as part of legally mandated Dodd-Frank Act Stress Test (DFAST). Documented model selection and testing methods for review by external regulators. • Developed credit risk (Probability of Default, Loss Given Default, and Exposure at Default) models used to forecast loan loss rates, determine capital requirements, and assess the impact of credit line management strategy for $750MM portfolio. Presented results on a quarterly basis to bank risk officers and the Chief Financial Officer. • Improved Key Risk Indicators used as part of annual Enterprise Risk Management review—providing an emphasis on forward-looking metrics and realistic response options.

• Analytics Team Lead, Consumer Card

  • 2011 - 2013

  Kansas City, Missouri Area • Produced monthly projections and commentary on US Retail Sales and Food Services to C-level and other senior executives in Treasury, Trust, Capital Markets, Commercial Banking, Consumer Credit, and Corporate Finance. Leveraged projection models to forecast performance for business lines responsible for $180MM in annual revenue. • Assessed new student loan product line using simulation techniques in concert with Markov-Chain Regime Switching and Logistic Regression models. • Used… Show more • Produced monthly projections and commentary on US Retail Sales and Food Services to C-level and other senior executives in Treasury, Trust, Capital Markets, Commercial Banking, Consumer Credit, and Corporate Finance. Leveraged projection models to forecast performance for business lines responsible for $180MM in annual revenue. • Assessed new student loan product line using simulation techniques in concert with Markov-Chain Regime Switching and Logistic Regression models. • Used Bootstrap Historical Simulation to generate Probability of Default (PD) transition matrices for Home Equity lending products. Combined with regression-based models of Loss Given Default (LGD) and Exposure at Default (ED) to deliver Expected and Un-Expected Loss estimates. Collaborated with Corporate Financial Analysts to produce a risk-based pricing model. • Produced a predictive modeling strategy for the cross-sell of Home Equity lending products to Credit and Debit Card customers generating incremental gains of $24MM in loans and $3.6MM of revenue annually. • Completed corporate Leadership Development Program. • Mentored junior analysts on numerous projects including: Modeling financial impact of the Durbin Amendment to the Dodd-Frank Act, Billboard Marketing Testing strategy development, Direct Mail Acquisition Response Model design, Consumer Debit and Credit Fraud detection, daily Credit Card Convenience Check forecasting, and Intern Summer assignments.

• Data Analyst III, Consumer Card

  • 2009 - 2011

  Kansas City, Missouri Area • Redesigned Credit Card Acquisition Direct Mail modeling strategy to reduce cost to acquire in targeted consumer segments by 90%. Integrated new micro targeted selections to lift campaign response rates to 2-3 times industry average. • Modeled competing risks of Credit Card account attrition and charge-off using multinomial logistic hazards- based survival analysis. Generated risk rankings with 15% lift in identification of high risk accounts versus traditional FICO scores. • Analyzed… Show more • Redesigned Credit Card Acquisition Direct Mail modeling strategy to reduce cost to acquire in targeted consumer segments by 90%. Integrated new micro targeted selections to lift campaign response rates to 2-3 times industry average. • Modeled competing risks of Credit Card account attrition and charge-off using multinomial logistic hazards- based survival analysis. Generated risk rankings with 15% lift in identification of high risk accounts versus traditional FICO scores. • Analyzed financial impact of the CARD Act on the Consumer Credit Card line of business. Assessed effectiveness of proposed strategy adjustments. Validated TransUnion’s Income Estimation model used in mandated assessment of consumer ability to repay and presented results of validation study to OCC Examiners.

• Senior Database Marketing Research Analyst

  • 2008 - 2009

  Kansas City, Missouri Area • Used Principal Components Analysis to produce Credit Card Behavioral Propensity Scores. Leveraged scoring system to generate customer segmentation and account-level revenue projections. Oversaw implementation of scores in Data Warehouse environment. • Developed models identifying prospects for pre-approved Credit Card direct mail likely to experience a downgrade in FICO score during period between file extract and campaign execution.

• Database Marketing Research Analyst

  • 2007 - 2008

  Kansas City, Missouri Area • Automated and standardized daily reporting and end-program analysis of Credit Card Acquisition Direct Mail campaigns. • Produced demographic and economic profiles of newly acquired retail branches and their customers.