Jeff Hines

Background

About Jeff Hines

TREASURY / MARKET RISK / ALM / AML / LIQUIDITY, ERM PROFESSIONAL Currently serve as SME Senior Validation Manager for Market Risk, Liquidity, Treasury and Wealth Management. Advising Validation Managers and The Model Risk Management Team Director on Market Risk, Liquidity, Anti-Money Laundering, the Stress Test Capital Plan and other models - Comerica Bank. Formerly involved in Stress Testing (DFAST), Funds Transfer Pricing (FTP), loan pricing model, treasury model, and interest rate model development, security portfolio analysis (BondEdge) and ALCO reporting. Experienced with Asset Liability Management software (BancWare), SQL (SQL Server Management Studio), statistical analysis packages (SPSS), R Statistics package and Portfolio Analytics (BondEdge). Broad experience in all aspects of Asset Liability Management & Funds Transfer Pricing (FTP), including derivative and investment portfolio analysis, decay, beta, and prepayment studies, as well as alternate scenario modeling and backtesting. DFAST / CCAR Stress Testing process design and macroeconomic variable selection (regression analysis). Designing / conducting and presenting various statistical research studies, Strong IT and advanced quantitative/modeling background. Experienced with federal / state regulator interactions and institutional level budgeting & forecasting. Previous experience: Includes three years with AlliedSignal (Honeywell) in International Marketing working with the firm's Japanese joint venture partners. Spent 18 months working for Morrison-Knudsen in DR Congo, Africa. Studied in Paris at the L'Alliance Francaise (Français Général Intensif). Specialties: Model Validation | Asset Liability & Interest Rate Risk Analysis | ERM / CCAR & DFA Stress Testing | Statistical Analysis | Budgeting & Forecasting | Advanced Financial Modeling