Shweta Deshpande

• Responsible for reviewing and approving the results of the GAGO Adjustments Production process for financial reporting /Disclosures documents of Fannie Mae
• Responsible for leading the analysis and proposing changes to the process based on the policy changes driven by FHFA.
• Responsible for reviewing and approving the results of the Valuation of Credit Enhancements/Loss Sharing deals Production process for financial reporting /disclosures documents of Fannie Mae.
• Conducted thorough risk assessments for complex Discounted Cashflow Models, minimizing potential model errors/inaccuracies.
• Mentored junior engineers, fostering professional growth and improving overall team performance.
• Drove innovation by researching emerging cloud technologies, incorporating cutting-edge advancements into Financial reporting.

Working in the Finance Business Analytics group in the Controllers organization. I am responsible for validating results of GAGO (Guaranteed Assets Guaranteed Obligation) EUC which creates the GA and GO values for the entire single Family book portfolio. The GAGO values are utilized in the Pricing of the Performing and 1-month Delinquent loans. Fannie Mae receives Principal and Interest Payment from the servicer, after deducting the Guaranty fee, forwards it to the MBS investor. The EUC I work on calculates the present value of the Guarantee fee income cash flows and the cost of reinsurance of off trust loans i.e. Guarantee Obligation. Also responsible to validate the Credit Enhancement Fair value for the loans involved in Back end or Front-End Credit Enhancement Loss Sharing agreement on Single Family Portfolio. My key responsibilities are-

• Lead Analyst on SF GAGO and CE Production process. Creating monthly validation reports using Tableau and responsible to recommend approval for monthly results.

• Business users of CCFA- Responsibilities include Validating the Model vetting results for GAGO workstream, Reviewing and approving iUAT testing with CCFA, responsible for reviewing and proposing changes to the MPT thresholds for Prepayments/ Defaults and impact on GA, GO.

• Product owner of SF GAGO- Leading SDLC releases of the EUC from the Business team, providing Business requirements and performing testing end to end.

• Create reports for the Capital Committee, Valuation Working Group on a predefined cadence.

• Ad hoc analysis to track the sensitivity of CCFA and IOOAS models to the Economic environment and various credit risks. Product owner of the Analytic tool GUAVA which helps to perform the ad-hoc analysis.

• Extensive use of Tableau, Excel, R and SAS.

• I was working in the Credit Analytics and servicing group (Former Finance Business Analytics) under the Finance department of Fannie Mae. I supported the Loss Allowance portfolio for about 7 years. I worked as a primary Business Analyst on various Analytical models and utilization tools like LAVA (Loss Allowance And Valuation Analytics—GUI based Analytical tool to estimate the Allowance on FAS114/FAS5 population ), ELRM (Econometric Loss Reserve Model, Calculating Collective reserve on FAS5 Population) LFA Reporting Database, ADJ (Adjustment EUC—Summarizing Allowance), BKID (Bankruptcy Identification). Also worked on different portfolios including LFM (Loss Forecast Model), HPFA (Home Price Forecast Application), RTI (Repeat Transaction Index), CBE (Credit Bureau Extract).
• Managed stakeholder expectations through transparent communication and timely status updates, ensuring alignment between project deliverables and business objectives.
• Created detailed user stories for system enhancements, leading to improved functionality and user satisfaction.
• Facilitated requirement gathering workshops, resulting in clear project objectives and deliverables.
• Improved project efficiency by analyzing business processes and identifying areas for improvement.
• Supported leadership team with reporting, analysis, and business presentations to inform divisional strategies.
• Managed and motivated employees to be productive and engaged in work.
• Resolved staff member conflicts, actively listening to concerns and finding appropriate middle ground.