Adarsh Babu

• Led governance, development, and delivery of PenFed’s enterprise QRM ALM model, including scenario design and model configuration.
• Managed and mentored a team executing QRM runs, validations, and analytics for income forecasting.
• Enhanced behavioral assumptions to significantly improve ALM forecasting accuracy.
• Streamlined workflow efficiency and data reliability, reducing model-run cycle time by fifteen percent through automation.
• Collaborated with Treasury, Risk, and Finance to integrate QRM analytics into budgeting and liquidity planning.

Oversaw daily ILST stress-testing metrics, ensuring alignment with liquidity risk appetite through root-cause analysis of variances.

• Produced and validated FR 2052a regulatory liquidity reports, enhancing transparency and minimizing recurring variances.
• Developed LST assumptions across various funding sources, optimizing liquidity management.
• Redesigned categorization logic for ILST, improving accuracy and reducing manual adjustments by 25–30%.
• Delivered Reg YY long-term cash-flow reports, integrating business-unit projections and stress scenarios.
• Presented liquidity metrics and analyses to ALCO, Treasury Risk Committee, and regulators to inform decision-making.
• Automated ILST and 2052a workflows with SQL and Python, decreasing cycle time by approximately 20%.
• Produced IRR analytics including NII sensitivities, EVE, duration, and scenario-based risk impacts.

Led and managed a squad of nine soldiers, ensuring operational readiness and logistics coordination.

• Trained over 810 allied soldiers in tactical operations during deployment to Middle East (2016–2017).
• Oversaw tactical coordination and mission planning for successful execution of objectives.
• Maintained high levels of squad readiness through effective training and resource management.

Generated interest rate risk analytics, including net interest income sensitivities and scenario-based risk impacts.

Managed ETL pipelines for asset-liability management and interest rate risk data ingestion, improving data integrity by approximately 40%.

• Forecasted short-term balance-sheet flows for repurchase agreement and wholesale funding portfolios.
• Developed and optimized behavioral assumptions for non-maturity deposit decay and prepayment logic.
• Delivered interest rate risk insights to Treasury and ALCO for effective calibration of risk appetite.