Ramin Daniel Pakray

About Ramin Daniel Pakray

Disciplined across Asset Liability Management (ALM) and Interest Rate Risk (IRR)…

Experience

1. Balance Sheet Interest Rate Risk Management (Bsirrm) - Alm, Treasury

   Wells Fargo

   Mar 2023 — Present

   Leading QRM and ALM Forecasts (9qt, IRR Scenarios, YC Tests, CCAR, etc.) for the Consumer Product Portfolios, primarily across Home Lending and Mortgage, Non-Core, Wealth & Investment Management (WIM) and Autos Balance Sheet NII forecasting, in support of the boarder forecasting process involving Stress Testing, FP & A Forecasts, IRR Forecasts, Resolution & Recovery Planning (RRP), and FTP Pricing and Profitability, across the QRM 42-month forecast horizon (90+ Scenarios per quarter)Performing sensitivity analysis across multiple scenarios of QRM Balance Sheet Forecasts for calculating NII/NIM and providing IRR reporting and analytics on key measures (Net WAC, WAL, WAM) and Market Value measures (Gap, Yield, Basis, Option Risks, Duration, Convexity) at a detailed instrument and portfolio level. Reviewing the forecast results and providing data driven insights to Senior Management and across LOB Finance, FP & A, Corporate Treasury and ALMPrimary responsibilities include overseeing the QRM Strategy for forecasting the components of NII including (New Volume Pricing (NVP) assumptions, Bottom up Growth (BUG), New Volume Spreads, Reinvestment assumptions, Prepayment & Scalar assumptions, allocation assumptions used to allocate new volume balances according to specific percentages based on CURP, Revenue/Expense assumptions uses to forecast non-interest income and expense, and planning trades such as projected purchases or sales of portfolio, etc.)

Skills

• Securities
• Microsoft Excel
• Banking
• Customer Service
• Microsoft Office
• Leadership
• Finance
• Investments
• Financial Modeling
• Powerpoint
• Hedge Funds
• Sales
• Insurance
• Portfolio Management
• Financial Analysis