Samuel Dernis
ALM & Capital Planning Analyst
Seattle,WA
Summary
Hardworking and detail-oriented analyst with experience in programming and econometrics, as well as credit, interest rate, and foreign exchange risk analysis.
Overview
2
2
years of professional experience
4
4
years of post-secondary education
Work History
ALM & Capital Planning Analyst
Banner Bank
07.2022 - Current
- Developed model for forecasting timing of loan charge-offs, recoveries, non-performing, and performing loan balances for defaulted loans using K-Means Clustering unsupervised machine learning algorithm.
- Programmed and automated bank’s process for calculating CECL loan loss reserve using logistic econometric models that leverage API connection to Moody's Analytics in order to produce reserve for any available macroeconomic scenario.
- Built cloud-based PBI data model and dashboard to automatically display bank’s interest rate risk position through integration with bank’s Bancware reporting database to present critical balance sheet risk data for over 26 various interest rate scenarios.
- Programmed implementation of loan-level default and prepay model utilizing Age-Period-Cohort modeling methodology which decomposes probability of default model into independent environment, credit, and lifecycle functions and decomposes probability of attrition model into independent vintage, environment, and lifecycle functions in order to improve granularity and visibility into bank’s credit risk position across various commercial, retail, and real estate portfolios.
Treasury Analyst
Schweitzer Engineering Labs
09.2021 - 06.2022
- Developed natural foreign currency hedging strategies to reduce financial risk by aligning international AR/AP exposure and sourcing materials from alternative vendors willing to do business in foreign currencies.
- Provided analysis to management regarding private placements and interest rate swaps through LIBOR – SOFR transition and into period of impending rate hikes by Federal Reserve to negotiate better pricing from partner banks and reduce interest rate risk.
- Developed PBI data model and dashboard to categorize and track cash movement and liquidity internationally to analyze current financial performance against management’s forecasts and long-term financial plan.
- Presented projects and risk analysis to management and executives up to CFO level locally and internationally in three different languages (English, Russian, and Spanish), refining presentation and communication skills.
Education
BBA - Finance
Gonzaga University
Spokane, WA 08.2018 - 05.2022
Skills
SQL
Professional Development
CFA Program
Level 1 - Passed 2022
Level 2 - Passed 2023
Level 3 - Candidate for February 2024 exam
Timeline
ALM & Capital Planning Analyst
Banner Bank
07.2022 - Current
Treasury Analyst
Schweitzer Engineering Labs
09.2021 - 06.2022
BBA - Finance
Gonzaga University
08.2018 - 05.2022
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