Develop, maintain, and enhance quantitative frameworks supporting balance sheet management, enterprise capital planning, stress testing, and Current Expected Credit Loss (CECL) modeling as we mature as a Tier 1 Credit Union exceeding $10 billion in total assets. Lead the design and validation of quantitative models, scenario analyses, forecasting methodologies, and data-driven processes used to assess capital adequacy, credit risk, earning performance, and balance sheet resilience under a range of economic conditions.