Matthew Miller

Experience

• 

  BBVA Compass

  Jul 2010 - Sept 2014

  • Created an automated, branded report linked to Bloomberg to provide a summary of economic data released on the first Friday of every month • Produced a file to compare the department's universe of available bonds with Bloomberg's BVal pricing function to quickly find cheap bonds• Made presentations outlining clients' municipal credit risk by integrating data from Bloomberg and DIVER. Subsequently created summary templates to help automate the process• Analyzed client portfolios using BondEdge to find ideas to strengthen their portfolio and take advantage of certain market opportunities• Built a presentation template using BondEdge outputs showing projected portfolio cash flows, the portfolio's exposure to interest rate risk metrics such as effective duration, key rate duration and convexity and automated lists of the bonds with the lowest convexity, book yields, and Duration Compensation (Book Yield/Duration)• Helped develop loan analysis for a large bank client to measure prepayment speeds according to each loan type • Troubleshoot settlement issues between institutional clients, and the middle office and safekeeping departments Show less • Develop analytics and create presentations to illustrate how changes in market conditions and account behaviors affect the bank’s interest rate sensitivity (including Economic Capital and Margin at Risk) and liquidity risk profile • Perform, automate and improve process to input the bank’s current position, forecasted balances, rates, spreads and account behaviors into third party models to calculate the bank’s overall economic value of equity (EVE) and net interest income (NII) sensitivity profiles • Configure, test and implement various assumptions, behaviors, and balance sheet changes within the BancWare ALM model to improve the quality of the output data • Design and maintain procedures for the investment portfolio, BOLI and FHLB valuation processes, NII forecast calculations, EVE sensitivity calculations, model updates and Economic Capital for Real Estate • Work with Treasury, Corporate Finance and Accounting to ensure the timeliness and integrity of input data, model output and reported analytics • Assist with daily, weekly and monthly liquidity, investment portfolio and customer deposits reports for executive management • Perform and improve upon a Daily Market Report with news summaries and current and historical market prices sent to executive management during the financial crisis• Distribute and explain Structural Risk metrics and limits data to various teams within the risk department Show less

  • Institutional Credit Sales Analyst

    Aug 2013 - Sept 2014

  • Structural Risk Analyst

    Mar 2011 - Aug 2013

  • Associates Program Trainee

    Jul 2010 - Mar 2011
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  Regions Bank

  Nov 2014 - now

  • Interest Rate Risk Manager

    Jun 2021 - now

  • Balance Sheet & Net Interest Income Forecast Manager

    Oct 2016 - May 2022

  • Investment Portfolio Risk Analyst

    Nov 2014 - Oct 2016