Abrar M. Sait has over 20 years of experience in financial roles focusing on risk management, capital markets, and operations. He has worked at various financial institutions implementing strategies to optimize performance, mitigate risks, and ensure regulatory compliance. Currently, he is looking to leverage his skills in business analysis, financial modeling, and systems implementation into a new role.

1. Abrar M. Sait
Oakbrook, IL 60523; 312-622-0491; asait@yahoo.com; linkedin.com/in/asait
Deliveron strategicinitiativesand clientcenteredsolutions tomitigate financial risks, provide independentoversight,
and implementoperational efficiencies - leveragingbusiness analysis,capital markets, policy, andtechnology.
Competencies & Skills
 "Seasoned FinancialLeader"- adeptatconceptualizing marketandprojectdevelopmentsacrossthe economiclife
cyclesto advance business mandate.
 Strongcommercial finance, capital markets,andinvestmentriskacumenwith successinbringingaCFO/COO
mindsettomanage operationsand balance sheet:securities/assets,credit,andcapital.
 Demonstratedtrackrecordformulatingcashflow,liquidity,andriskmanagementoptimal strategiesand
implementingsystems/workflow improvements atglobal andlocal financial institutions.
 Broad knowledgeof leadingfinancialsystems:CRM(Salesforce),ProjectMgmt.(JIRA,Clarity), SaaS(NetSuite),
Database (Essbase), Content(SharePoint) Trading(Bloomberg),PortfolioMgmt.(BondHub) andERP(Oracle).
 Highlydetailed/organizedprofessional;experiencedworkinginamatrix structure with multi-disciplinaryteams.
 Investment/SecuritiesValuation  ProcessImprovement/SystemTesting,Implementation
 ALM/Liquidity Management  Capital Planning/Performance Reporting
 CounterpartyRisk/Derivatives  Compliance/Regulatory/AccountingPolicy
 Retail/Wholesale LoanManagement  CreditUnderwriting/Market/Operational Risk
Education & Professional Development
Texas A&M University,College Station,TX, 1997 Indiana University,Bloomington,IN, 1993
Masterin BusinessFinance Bachelor of Science, HealthcareManagement
 Candidate of CertifiedTreasuryProf.(CTP),CFA Level II;RMA CreditRiskCertification;BankAnalystCreditCertified
 General SecuritiesRepresentative,NASDSeries7,63 & 65 SecuritiesLicensed
 Extensive experience withMicrosoftOffice applications;Excel VBA, PowerBI& SQL - certificationinprogress
Professional Experience
WellsFargoBank - Chicago,IL(consulting engagement with Robert Half) 2019-9/2019
Project ManagementConsultant: Provided subjectmatterexpertiseand productmanagementto transformwholesale
banking LoBtowardsthetargetoperating model.
 Documentedconsistent creditandmarketrisk metricsonSharePointtoaddressregulatorycorrectiveactions.
 Performeduseracceptance testing&preparedBRDsto roll out the clientsystem(ProfitView) inAgile framework.
Modulescaptureddeal tracking,financial reportinganddeal profitability - ROIC.
 Digital migrationandvalidationcovered:revenue sharing,closedcostdatagaps andcentralizedproduct/model
pricingto optimize decisionmakinginline withenterpriseobjectives.
JMG Financial; TC WealthPartners - Chicago,IL 2016-2018
Financial/Operations Planner: Delivered fee-based fiduciary solutions to a diversebaseof HNW private client
relationships;managed portfolio reviews,operationalriskprograms,controlpolicies,and financialtools.
 Implementedfirmwide internal/3rd
partymodel riskstandardstoensure accurate measurementandreporting.
 Prepared ETF/mutual fundmodelsleveraging systems i.e.Tamarac,Morningstar,andBlackDiamond to construct
customizedportfoliosbasedonrisktolerance and rebalancedrivenby prudentassetallocation principles.
 Deliveredthoughtleadershipcontentand case studiestopresentRIA fiduciaryplatformandtrustsolutionsat15
SchwabAdvisoryNetwork branches;resultedingrowingterritoryrevenue by11% YTD.
 IntroducedeMoney planningtoautomate process anddynamicallyassessclient’sfinancial, on-boardingrose >90%.

2. Abrar M. Sait Page 2
First Midwest Bank - Chicago,IL 2013– 2016
Treasury/RiskManager: Managed integrated financing and capitalmarketengagementsthatincluded mitigating
businessline marketand operationalrisks.
 Migratedexecutive committee portfolioriskanalyticsandreportingfromCharlesRivertoBondHub’sdashboard.
Improvedworkflowto digitalize the onboardingof clientsandmoderate operational/AMLrisk.
 Producedin-depthreports:cashmanagement/workingcapital forecastsandearnings-at-risk (EaR) deliverables for
strategicand tactical decisionmaking;rolledup >$15B asset/liabilityexposuresintoHyperion Essbase.
 Co-managedthe capital marketplatformtohedge bank'sIRR,FX,& MSR exposure;traded$1.7B taxable/tax exempt
(i.e. TBAs, CMBS, MBS, Munis.) securitiesportfolioaccordingtoduration,andtotal returntargets.
 Validatedhedgingstrategiesin Chathammodelstoachieve ideal accountingtreatment,andinstituted all-inclusive
model riskframeworkwith policiestostandardize validationandremediation actions
 Upgradedlegacy treasurysystem i.e. implemented new end-to-endFiserv cashmanagementtoalign withSWIFT,
STP mandate toseamlesslysettle/nettrades,andfurtherenhance bankconnectivity/cashpooling.
 Increasedoperationalefficiencies;negotiatedFCMclearing,ISDA agreementsandbankingfeesforcostsavingsof
$700K; transitionedtrade exposure toBloomberg’selectronicplatformintegratingfront/middle office systems.
 Supervised twoassociatestofosterprofessional development;rolledoutbestpracticesinthe departmentto
manage fedfunds/FHLBadvances andexpanddepositoryplatform - brokeredCDs.Repos,CEDARS.
HSBC Bank - Chicago,IL 2009 – 2012
Capital RiskOfficer: Oversawcapitalplanning and creditrisk strategy,2nd line of defense, - performancereporting,
pricing reviewsand regulatory auditsin corporatebanking and assetmanagementbusinesses.
 Collaboratedwithmulti-disciplinaryteamtomonitorcreditmigration/lossforecastsandROIC. Ensuredthe $2.1B
portfolio(C&Iloan,mortgages) compliedwithauditfindingsandBasel II regulatoryliquidity/IRRmetrics.
 Interfacedwithwholesale businesspartnerstointegrate ERMpolicy,riskappetite strategy,establishandassessrisk
limitson$17B of capital;frameworklinkedstrategicplanning,capital utilization,andprofitability targets.
 Receivedchairmanaward;optimizedgovernance andreportingworkflow viaSunGard(Quantum) todocument
filings(OCC,FDIC,Fed) andmanagedC&Iloanexposure withincreditriskKPIs - EL, EAD,and LGD.
 PartneredwithLoBto oversee liquidityproductplatformandexpanddistributionof shortdurationtreasuryand
fixedincome offerings(SMAs,deposits,moneymarket);exceededYOYassetflow teamtargetsatCAGR of 10%.
 Preparedcredit/marketriskreviewsof under-performingholdingsandtradedproducts- notional size >$150M, and
definedregulatoryframeworkforDFASTstresstestingof run-off portfolio.
ABN – AMRO/LaSalle Bank- Chicago,IL 2006 – 2009
Portfolio/ProductStrategist: Formulated treasury/ALMand creditstrategy to optimizebalancesheet performance,
capital profile,and funding activities.
 Assessed financial andindustrial $900M creditportfoliofordefaultrisk inconcertwithriskcommittee reviews, and
monitored modelsforPnLattribution,including stress/backtesting(VaR) tradesandMtMactivity.
 Co-managedlarge corporate $1.9B loan hedgingprogramutilizingCDS/LCDSandETD (Murex) tominimize counter-
party risk(CCR);portfolio constructionreducedRWAsand generatedreturns above WACC.
 Formulatedfundingandbalance sheet deploymentstrategy. Advised ALMcommittee onthe strategicdirectionof
$20B wholesale liabilitypositions(commercialpaper,treasury) inconcurrentwithdebtcomplianceand NII targets.
 Pricedandfacilitatedtrading of syndicated whole/termloans inline withcreditviews, cashforecasts,andliquidity
strategies;yielded9%returnsoutperformingindex.
 Streamlinedtreasuryprocessflow withthe implementationof CashProtransactionbankingandpaymenthubfor
multi-bankconnectivityalongwithsupplychainfinance modulesforcorporate customers.