Success Stories

FDIC

Loss Share

  • Risk Analytics, Project Management, SAS, Portfolio Analytics, Loss Mitigation, and Reporting
  • Assess large database of mortgage assets, create analytics and reports.
  • Publish to management to the field analysts.
  • For data from banks, create new methods to enhance quality; accelerate rate of loading data, QA, data scrubbing, ETL

Loss Share LLC

  • Project Management, Strategy, BPM, Data Flow Arch, Database Design
  • For a Federal Program with oversight of $127 Billion in Assets, designed, built, ran and staffed Project Management Office which coordinated and oversaw and created Strategy, Policy, Business Documentation, Data Flow Architectures, Calendars, Training, Data Specifications, Database design, Semantic and Data Transport Specification. Additionally, ran central office to oversee the transition to new data aggregator for the program.

Loss Share Loan Modifications

  • Designed, built and ran online portal for banks participating in federal mortgage modifications program. Banks input data, and SAS backend runs a model against that data and produces the results.

Office of Financial Research

Methods for Measuring Systemic Financial Institution Risk

  • Identify opportunities for systemic risk modeling
  • Design government-industry shared risk community portal

Securities & Exchange Commission

PMO for Organizational Transformation

  • Provide business process reengineering and organizational transformation services
  • Redesigning business process flows for data collections and analytics
  • SharePoint consolidation, knowledge management modernization
  • Augmentation of project management teams

A Government Sponsored Entity

Loss Mitigation

  • Performed Loss Mitigation on losses by analyzing holdings of “toxic assets” performing forensic underwriting, and identifying and pursuing opportunities to put back fraudulent or non-compliant assets to the original seller.

Credit Risk Management of Residential MBS

  • Credit Risk Modeling (PD, LGD)
  • Forecasted effects of government homeowner assistance programs
  • National and regional Home price forecasting, historical/regional analysis
  • Government Program Assessment and Pro-forma analysis
  • Agency and Non-Agency

Aladdin Trading and Risk Management Integration

  • Risk Management process and metrics re-engineering
  • Portfolio risk metrics comparisons, reconciliations
  • Modeling, Model Validation, and Assumption Testing

Data and Information Frameworks

  • Information Technology (IT) and Software Development Lifecycle (SDLC) Controls for end-user-computing (EUC) financial models – this means taking models that economists have developed and “productionalizing” them – improving controls, automation, accuracy. Allow customers to focus on critical research and model tasks.
  • Data warehouse design and SAS, R, MATLAB toolset selection, architecture, optimization.
  • Forecasted effects of government homeowner assistance programs

U.S. Treasury

Home Affordable Modification Program (HAMP)

Data Management

  • Modeling and database design; external bank interface design; data quality assessments and management
  • Data “socialization” – ensured that datamarts were utilized by multiple teams by research, reporting, analytics, etc

Program Finance

  • Create financial accounting processes and track program financials and actuals vs. budgets

Program Reporting

  • Management reporting, summary reports, and interactive drill-down dashboards
  • Statistical research

Department of Housing and Urban Development / Federal Housing Administration

Fraud: Mortgage Loan Level Analysis and Re-engineering

  • Enhance File Review Process to Reduce Risk to Fund
  • Review Post Endorsement Technical Review (PETR) on FHA insured loan files to reduce risk to the Mutual Mortgage Insurance Fund (MMI).
  • Identify Enhancements to be achieved
  • Write Current State Assessment and Recommendations

Other clients include U.S. Patent Office, Federal Aviation Administration, BNY Mellon, E*Trade, U.S. Navy, and Securities & Exchange Commission.