Senior Consultant @ • Assisted a large FBO in improving their ALM and Liquidity Stress Testing using the QRM framework in response to several MRAs. Led the improvement of all aspects of the QRM process including data, modeling and assumptions, and reporting • Provided subject matter expertise and analysis on an audit of the Interest Rate Risk practices of one of the largest domestic GSE's • Assisted a large regional bank with enhancing their LCR platform for 2052a compliance. Assisted with the business requirements by providing rule interpretation, gathering industry insight and best practices and communicating these and the status of the project to senior management From March 2015 to Present (10 months) AVP; Balance Sheet Management Associate - Interest Rate Risk @ •Responsible for analyzing and reporting on the bank’s earning(NII) and economic(EVE) sensitivity to changes in interest rates. Required to understand all BAC product lines, assumptions and hypothetical transactions to determine their impact on each risk measure in varying interest rate scenarios •Analyze and evaluate potential models and their effect on NII and EVE for MBS pricing, Deposit Pass-through rates, Dynamic Deposit Balance Models and Economic Capital calculation. Assisting with model selection, model performance and model implementation •Interface and maintain relationships with groups in Corporate Treasury, Corporate Investments, and each product LOB across an enormous organization to produce explainable results for upper management in an extremely fast paced environment From July 2013 to March 2015 (1 year 9 months) Quantitative Risk Management in the Quantitative Middle Office @ • Contribute to the ongoing Zinc project, an initiative to integrate hundreds of disjoint front office trading and risk valuation engines into one cohesive, accurate market risk valuation engine. Work to understand many different sources of data and identify data quality issues and valuation techniques • Facilitate the Model Governance project with support ranging from direct Model Validation to Excel VBA automation of routine processes that ensure that the correct models are used to value complex derivative positions and counterparty status From July 2012 to June 2013 (1 year) Quantitative Risk Management in Global Portfolio Strategies @ Global Portfolio Strategies under Enterprise Credit Risk, working on the ongoing Enterprise Asset Allocation project as well as EPSSCO reporting • Served as quantitative risk management analyst for Enterprise Portfolio Performance Strategies team. Applied complex quantitative modeling methods in a cutting edge portfolio performance analysis and strategies framework that help guide forward-looking management of commercial credit portfolio risks and returns. • Worked with R&D teams to develop and test portfolio model enhancements. Analyze portfolio model assumptions and output. Developed and incorporated alternative economic, industry, and market forecast views in portfolio analytics, especially worse than expected market conditions. Supported the Risk Appetite Statement and Industry Limit setting • Designed and produced annual industry risk reports that utilized both the MatLab based portfolio optimizer as well as the newly developed RiskFrontier based process to provide name-level recommendations to the business based on the simulation output and revenue as well as industry outlook metrics. Reconciled quantitative model results with qualitative signals reports for each industry and socialized results with the industry risk managers. From January 2011 to July 2012 (1 year 7 months) Charlotte, North Carolina AreaStudent @ Coursework in Statistics, Finance, Risk Management From August 2006 to May 2010 (3 years 10 months)

BS, Actuarial Mathematics @ University of South Carolina-Columbia From 2006 to 2010 Bachelor of Science (B.S.), Mathematics @ University of South Carolina-Columbia Lane Hayes is skilled in: Financial Modeling, Credit Risk, VBA, Analysis, SAS, Matlab, Quantitative Analytics, Microsoft Excel, Market Risk, SAS programming, SAS/SQL, Excel, Spotfire, Access, Credit Analysis