Nancy Hammond
Chicago,IL
Summary
Experienced economist with over 10 years of macroeconomic, financial, and microeconomic analysis, model development of credit and operational risk. Skilled in time series analysis. Languages: Matlab, C++, Python
Overview
32
32
years of professional experience
Work History
Senior Analyst
Treliant
Washington DC, United States
10.2022 - Current
- Designed VaR dashboard with VaR, market, settlement, and counterparty credit ris1
- Analyzed unstructured information to derive key insights.
Economist/owner
QaEconomics
Chicago, IL
01.2021 - Current
- Taught theories, principles and methods of economics at university level.
- Designed and improved models to further strengthen macroeconomic analysis.
- Developed factor model of term structure of risk premia for US Treasury securities
- Authored United Arab Emirates macroeconomic country report
- Analyzed policy shifts of Federal Reserve policy and administered rates and volatility: EFFR, OBFR, TGCR, BGCR, SOHR
- Developed model of state contingent OMO bond net sales: fiscal insurance
- Provided technical support to increase policy impact through high-level economic and public policy advice and analysis.
- Developed market, economic and sector analysis to inform business strategy.
Senior Consultant Risk Modeling and Compliance
Protiviti
Chicago, IL
03.2013 - 09.2023
- Analyzed problematic areas to provide recommendations and solutions to clients
- Developed, validated operational and credit risk models
- Performed stress tests and scenario analysis for G-SIB banks’ CCAR submission
- Developed Poisson regression model of loss frequencies for operational risk Loss Distribution Approach (LDA) model
- Prioritized projects and project tasks depending upon key milestones and deadline dates.
Lecturer Corporate Finance
DePaul University Driehaus School Of Business
Chicago, IL
01.2019 - 07.2022
- Promoted successful investment plans with well-organized and smooth presentations.
- Presented how to analyze interest rates, calculate present value, and price assets
- Lectured on value of the firm; risk, return, and cost of capital; capital structure
- Introduced financial modelling
- Introduced shadow banking
Managing Consultant, Risk Management Advisory
KPMG
Chicago, IL
09.2016 - 07.2017
- Mentored and supported [Number] [Type] department employees to create strong workplace culture.
- Interacted with clients to define and understand long-term goals and strategies
- Analyzed bank capital and liquidity for stability of financial institutions for G-SIB banks’ (Comprehensive Capital Adequacy Review (CCAR)
- Developed, validated credit risk and operational risk models
- Audited equity margin loss model
- White paper: prepayment models for mortgage securities
- White paper and deck for best practices in operational risk
Managing Consultant Energy Efficiency
Navigant
Chicago, IL
01.2011 - 11.2012
- Alleviated issues by using innovative methods and effective problem-solving skills
- Developed models of energy demand response to energy efficiency equipment or energy control strategies
- Developed models of dynamic energy pricing, and incentives to shift demand from peak period
- Developed analysis methodologies and task requirements in tandem with senior management.
Economist
RCF Economic And Financial Consulting
Chicago, IL
04.2006 - 05.2010
- Analyzed macroeconomic variables to provide related forecasts
- Developed Loss-Distribution Approach (LDA) operational risk models and software for global bank: theory, technical guide, Matlab software documentation
- Developed model of advertising spending response to short term and trend economic activity, autoregression (VAR) and error correction models (ECM)
- Authored White paper: price and quantity indices
- Developed market, economic and sector analysis to inform business strategy..
Research Associate
Argonne National Laboratory
Chicago, IL
03.2001 - 03.2006
- Gathered, arranged and corrected research data to create representative graphs and charts highlighting results for presentations.
- Distilled large amounts of information and produced reports, spreadsheets and documents outlining key details.
- Completed exhaustive research into energy use, using databases, physical records and digital resources
- Developed stochastic frontier models of energy use cost functions (Stata, SAS, Unix)
Assistant Professor
Northwester University
Evanston, IL
09.2000 - 09.2004
- Used variety of learning modalities and support materials to facilitate learning process and accentuate presentations.
- Developed lectures and instructional material for international finance, money/banking, and economic growth
- Mentored students and communicated internship and employment opportunities.
- Applied innovative teaching methods to encourage student learning objectives.
Education
Ph.D. - Economics
University of Chicago
Chicago, IL03.2016
Skills
- Data Modeling
- Data Analysis
- Macroeconomic and financial models, econometrics, fixed income, asset pricing
- Monetary policy and financial markets
- Subject area reports, data analysis, visualization, forecasts
- Time series methods, impulse response analysis, cointegration
- Factor and affine models of the term structure of Treasury security risk premia
- Deep learning
- Risk management, model development and validation
- Visualization Python, Matplotlib, plotly
- Matlab, C, Stata, Python, R, github, Java, LaTex
- GCP, AWS
Affiliations
American Economic Association
American Finance Association
Old St Pat's immigration committee
WILD: Women in Listed Derivatives
Languages
Arabic
Limited Working
French
Professional Working
Russian
Limited Working
Spanish
Professional Working
Timeline
Senior Analyst
Treliant
10.2022 - Current
Economist/owner
QaEconomics
01.2021 - Current
Lecturer Corporate Finance
DePaul University Driehaus School Of Business
01.2019 - 07.2022
Managing Consultant, Risk Management Advisory
KPMG
09.2016 - 07.2017
Senior Consultant Risk Modeling and Compliance
Protiviti
03.2013 - 09.2023
Managing Consultant Energy Efficiency
Navigant
01.2011 - 11.2012
Economist
RCF Economic And Financial Consulting
04.2006 - 05.2010
Research Associate
Argonne National Laboratory
03.2001 - 03.2006
Assistant Professor
Northwester University
09.2000 - 09.2004
Ph.D. - Economics
University of Chicago
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