Matthew Haimes

Master's

Financial Math and Statistics

City National Bank of Florida

Model Risk Analyst

- Validated derivative valuation, fraud, capital stress testing, liquidity and credit risk models - Tested data to find autocorrelation, heteroscedasticity, non-normal errors, and other necessary considerations to perform univariate and multivariate regressions for evaluating models - Managed allocated model review projects and delivered timely and efficiently - Coordinated multi-departmental meetings discussing procedures for model validation - Improved and maintained MRM policy, procedures, and guidelines - Evaluated model methodology, syntax, documentation, implementation, governance and specified remedial action