Patrick Cayo

Current location - Charlotte, NC and open for remote work

TECHNICAL EXPERIENCE
Programming Languages: Python, Tableau, GitHub, R Studio
Software/Databases: Bloomberg, FactSet, Capital IQ, Pitchbook, SQL Server, Oracle Financial Services
Analytical Applications (OFSAA), MS Excel, MS PowerPoint, Jupiter/Jupiter Lab, IBM Watson Studio
Others: Fluent in French, Volunteer with Big Brothers and Big Sisters of America

EDUCATION
Master of Business Administration
Concentration in Finance and Strategy
Duke University, The Fuqua School of Business, Durham, NC, 2019 – 2020
Master of Information Science
Concentration in Data Analytics
North Carolina Central University, Durham, NC, 2011 – 2013
Bachelor of Science in Finance
Concentration in Quantitative Finance
North Carolina State University, Raleigh, NC, 2009 – 2011

CERTIFICATIONS
IBM Data Science
Professional Certificate in Progress ITIL v3
Foundation Certified

PROFESSIONAL EXPERIENCE

WELLS FARGO – Charlotte, NC Feb 2017 - Present

Project Manager (VP) , Treasury Risk Data Solutions, Jan 2018 – Present
Lead a project team responsible to develop data driven analytics capabilities and to execute analytics
roadmap by partnering closely with various stakeholders.
Perform complex data analysis and research to inform decision-making and improve observability in
partnership with Data Science and Quantitative Analytics, compile and mine data from multiple cross
line of business sources.
Collaborate with cross-functional partners to understand their business priorities, formulate and
execute end-to-end analytics workflow that includes defining critical metrics, data instrumentation and
gathering, experimentation, analysis, and building forecasts.
Assess, capture, and translate complex business issues and requirements into structured analytics use
case, including effective work stream plans, models, and visualizations.
Lead business needs and data requirements gathering and lead the analysis of complex products for
large-scale initiative.
Coordinate with various stakeholders to find data solutions that align with the Enterprise Data
Management strategy (i.e., data governance, issue remediation, data sourcing and consumption,
regulator commitments); acting as primary engagement point for first- and second-line reviews, audits
and/or testing; provide input or approval to data management related procedures, strategies and
reporting.
Correlate COSO, BCBS 239 and other relevant standards and methodologies to Corporate and
Investment Banking reporting, analytics and data strategy processes.
Identify business needs and work with teams in building reports to support ongoing needs relative to
DMI Processes and Controls.
Vice President, Liquidity Stress testing and Analytics, Feb 2017 – Jan 2018
Participated and supported the development of the RLAP/RLEN models, performed sensitivity analysis
and established documentation of various liquidity risk models.
Performed mid-cycle stress test, produced presentation materials, and presented analysis to the asset
and liability committee as well as the liquidity risk management committee.
Performed daily aggregation, analysis and reporting of the firm’s $550 billion off-balance sheet position
to the Federal Reserve via the FR2052A as well as daily computation of the firm Liquidity Coverage Ratio.
Collaborated with technology group on off-balance sheet and loans portfolio reporting requirements,
performed user acceptance testing and facilitated the implementation of any changes or enhancements
to the reporting tool.

BANK OF AMERICA, Charlotte, NC Feb 2015 - Feb 2017

Vice President, Stress Testing and Analytics, Apr 2016 – Feb 2017
Participated and provided support to large Treasury transformation projects related to the
Comprehensive Capital Analysis and Review (CCAR) and Recovery and Resolution Planning (RRP)
Led and provided support in the development of RLAP/RLEN models, ensured establishment of
documentation and control processes, conducted sensitivity analysis on liquidity risk models.
Engaged with stakeholders and senior management across multiple business areas and divisions
including Risk IT, Quantitative Analytics, Finance, Risk Management and Audit to present project
updates and resolve issues.
Vice President, Liquidity Risk Reporting, Feb 2015 – Mar 2016
Spearheaded the risk data aggregation and risk reporting effort within the Global Liquidity Risk
Management Reporting and Analytics team to comply with FED/Basel standards related to BCBS 239.
Enhanced and participated in the reporting process to stakeholders (Risk committees and Senior
Management) by improving the current processes and continually analyzed the current risk
environment to communicate potential near-term risks.
Participated in the design and development of new processes for liquidity risk measurement (LCR,
FR2052A) and reporting under the guidance of senior management.

WELLS FARGO SECURITIES, Charlotte, NC Aug 2014 – Feb 2015

Senior Analyst, Counterparty Credit Risk
Performed complex data analysis for various risk projects related to the build out of potential future
exposure (PFE) models, defined data validation and default rules.
Developed and provided expertise regarding trading products and counterparty risk management
including PFE models and aggregation methodologies.
Collaborated with team members to understand new products and new counterparty risks being
incurred by the trading desks.
Partnered with Credit Analytics and Technology groups on data sourcing and mapping issues.

CREDIT SUISSE, Durham, NC Jun 2012 – Aug 2014

Risk Analyst, Securitized Products Group
Produced periodic risk, attribution, and performance reports for the structured products group.
Monitored and performed independent price valuation for various structured trading desks.

MEDIANT, Cary, NC Jul 2011 – June 2012

Project Analyst, Issuer Service Group
Designed and developed forecasting and valuations for various projects.
Supported project managers to improve processes; provided ad hoc reports using SQL and Excel
Operations Associate, Investment Company Services.
Performed operational due diligence and conducted industry and market research.

Other Professional Experience

ELIZABETH GLASER FOUNDATION, Ivory Coast, Africa 2004 – 2007

FUQUA CLIENT CONSULTING PRACTICUM Jan 2020 – Jul 2020