Evan Mellos CFA FRM PMP
Director at Federal Agency- Claim this Profile
Click to upgrade to our gold package
for the full feature experience.
-
R Full professional proficiency
-
Python Professional working proficiency
-
SQL Professional working proficiency
Topline Score
Bio
Credentials
-
CFA
CFA Institute -
Project Management Professional
Project Management Institute
Experience
-
SEC
-
100 - 200 Employee
-
Director
-
Jun 2017 - Present
Director of Quantitative Analytics
-
-
Lead Quantitative SME, Federal Agency
-
Nov 2015 - Present
Quantitative Financial SME responsible for monitoring performance and strategies of numerous hedge funds, broker/dealers, clearinghouses and investment advisors, using proprietary and self-coded software tools in Python, KDB, and R environments. Interview and collect trade records from senior management of funds, broker/dealer and advisors, and conduct appropriate statistical and strategic analyses. Publish findings and conclusions to Fed examiners and enforcement officials explaining effective or losing investment strategies and trading errors, detecting, investigating and resolving with portfolio managers any investment and reporting irregularities, and identifying and recommending enforcement actions. Participate in developing software tools and methods to identify trade irregularities, strategies, profitable and suspect trading patterns. Ensure my processes and tools effectively analyze all asset classes I encounter (US and international equities, structured fixed income, indexed investments, all classes of option, futures, commodity, index, credit and swap derivatives, emerging markets, thinly traded and illiquid products, etc.) Show less
-
-
-
Credit Suisse
-
Switzerland
-
Banking
-
700 & Above Employee
-
Senior BA/Project Manager
-
Jan 2015 - Nov 2015
Analytic Business Lead responsible for defining models representing positions, trades, and agreements for all derivative positions and derivative collateral flows within the Americas, and managing the translation of these model results into regulatory deliverables. •Responsible for algorithms, proof of concept, data sourcing and validation of cashflow models of Initial and Variation Margins and Collateral allocation of all derivative trades; •Maintain and communicate methodologies to developers and production teams. •Audit project, development and production processes related to the above. Show less
-
-
-
Merrill Lynch
-
United States
-
Financial Services
-
700 & Above Employee
-
Consulting Project Manager
-
Jun 2014 - Jan 2015
Lead projects to implement Stochastic IA, CVA and FVA components of Front Office trades and positions pricing for Credit, Equity, Commodity and FX derivatives; Manage (Collect, Organize and distribute) responses for Fed Exams and information requests; Document target-state processes and data flows. Lead projects to implement Stochastic IA, CVA and FVA components of Front Office trades and positions pricing for Credit, Equity, Commodity and FX derivatives; Manage (Collect, Organize and distribute) responses for Fed Exams and information requests; Document target-state processes and data flows.
-
-
-
UBS
-
Switzerland
-
Financial Services
-
700 & Above Employee
-
Senior Business Analyst
-
Dec 2013 - Jun 2014
In response to Compliance and Regulatory standards and requirements, expedite the design and implementation of systems, processes and expertise as needed to redesign credit risk processes within UBS Investment Bank, UBS Wealth Management Americas, and UBS Global Asset Management. Author Business and Functional Requirements Documentation to communicate requirements, designs and constraints. In response to Compliance and Regulatory standards and requirements, expedite the design and implementation of systems, processes and expertise as needed to redesign credit risk processes within UBS Investment Bank, UBS Wealth Management Americas, and UBS Global Asset Management. Author Business and Functional Requirements Documentation to communicate requirements, designs and constraints.
-
-
-
RBS
-
United Kingdom
-
Banking
-
700 & Above Employee
-
Senior Project Manager / Senior Business Analyst
-
Nov 2012 - Dec 2013
Direct Royal Bank of Scotland’s Control Framework Project, to identify and enhance creation of economic value within RBS Derivatives and Fixed Income Operations, located in Stamford, Salt Lake City and Mumbai. This ground-breaking project researches & models systems, processes, roles, data and control flows, regulatory controls and tactics into one database, to serve as innovative technology for senior management decision making, investor relations communications, compliance responses, and senior management training. Interview top management to capture processes, systems & functions for the following business areas: -Fixed Income Derivative Operations -Credit Derivative Operations -Treasury and Corporate Trading Ops -CMO Trading Operations -Mortgage and Whole Loan Trading Ops -Funding, Funding Optimization and Settlement Install a reference database to maintain technical narrations, process and function descriptions, and design processes to update and upgrade this data over time. Show less
-
-
-
MetLife
-
United States
-
Insurance
-
700 & Above Employee
-
Director of Treasury Systems and Lead Consultant
-
Feb 2010 - Apr 2012
•Manage installation, operational procedures and policies for liquidity, capital and funding systems •Oversee financial risks and optimize risks exposures and funding strategy •Direct Systems Program Management Office to review system solution methodologies and practices throughout the company. • Enterprise Project Manager overseeing systems, process, reporting and regulatory projects throughout 54 countries. •Manage installation, operational procedures and policies for liquidity, capital and funding systems •Oversee financial risks and optimize risks exposures and funding strategy •Direct Systems Program Management Office to review system solution methodologies and practices throughout the company. • Enterprise Project Manager overseeing systems, process, reporting and regulatory projects throughout 54 countries.
-
-
-
AIG
-
United States
-
Insurance
-
700 & Above Employee
-
Program Manager, Risk Analytics
-
Jan 2009 - Aug 2010
Oversee market risks and risk compliance, price, place and manage fixed income derivate portfolios, provide risk analytics and automated risk solutions for market, interest rate and currency risks, document risk exposures and recommend controls.
-
-
Sr. Risk Project Manager
-
Jan 2003 - Jan 2009
Reporting to CFO, AIG CAPITAL CORPORATION, New York ·Monitor and report market risks, financial compliance issues and limits on ratings triggers for numerous entities within AIG Capital Corporation.·Designed, implemented and managed automation to optimize funding & hedging strategy for $4 Billion subsidiary. Priced, placed and managed derivatives to optimize carry & risk exposure. ·Established and maintained data requirements and formats regarding asset, liability and off-balance sheet positions for virtually all of AIG Capital’s financial subsidiaries. ·Designed automated software and procedures to extract, transform and load all position and market data from subsidiaries and market feeds into AIG Capital’s risk management database.·Install Asset/Liability Management System and designed all financial risk processes, reports and controls. Show less
-
-
Senior Systems Project Manager
-
Sep 2001 - Jan 2003
-Reporting to CIO -Installed Market Risk Management System, and designed all data transformation software and procedures. -Designed all financial risk processes, reports, interfaces and controls related to AIG Capital Corporation, a $106 billion international financial services subsidiary of AIG.-Demonstrate market risk systems installed or developed by my team, and risk management tools, analysis and metrics generated from these systems, to a wide audience of senior executives and managers at numerous subsidiaries throughout AIG. Show less
-
-
-
Citi
-
United States
-
Financial Services
-
700 & Above Employee
-
Vice President
-
1999 - 2001
VICE PRESIDENT, Reporting to Director, Treasury Risk Manager, CITIBANK New York, NY 1999 – 2001 ·Rebuilt and replaced database and software systems, establishing analytics, controls, procedures, and wrote policies to control risk exposure. ·Design and manage all aspects of risk analysis and financial modeling of credit card assets, liabilities, and derivatives while overseeing the development of proprietary parametric models and databases. ·Integrated the risk management process using world’s largest SQL database (over 400 million records and 4 terabytes of data) and world’s largest QRM implementation. ·Monitors all aspects of global credit card risk (VAR measurements, earnings-at-risk, liquidity positions and scenarios, portfolio acquisitions, and hedging recommendations); reports risk positions and recommendations daily with Citibank’s credit card treasurer. Show less
-
-
-
Dime Bank
-
Greater New York City Area
-
ALM Manager / Vice President
-
1998 - 1999
·Designed software models measuring economic income, profitability, income and forecasting which set corporate policy. ·Set appropriate transfer prices for all assets and liabilities enabling bank to grow its customer base and profitability. ·Designed software models measuring economic income, profitability, income and forecasting which set corporate policy. ·Set appropriate transfer prices for all assets and liabilities enabling bank to grow its customer base and profitability.
-
-
-
Ocwen Financial Solutions Pvt. Ltd. - APAC
-
India
-
Financial Services
-
700 & Above Employee
-
ALM Manager /Funding Manager
-
1993 - 1998
·Originally recruited from Columbia Business School as R&D Technology Manager, then promoted 5 times in 6 years to manage risk for $3 Billion in financial services and $1 Billion REIT, directly responsible for the management and control of all aspects of financial risk within total bank operations. ·Responsible for the management of all asset/liability systems design, management, and reporting winning enthusiastic commendations; supervised portfolio of derivative investments and swaps. ·Designed and coded asset match funding application, used throughout the institution to reduce funding costs to 23 Basis Points on the institution’s debt. ·Personally reported findings and recommendations to the board-of-directors quarterly. ·As the Technology Manager installed and managed all accounting and trade information systems (Sungard Portfolio Management System, Sungard Advanced Portfolio System, Ocwen Trade Ticket Information System). Show less
-
-
-
Raytheon
-
United States
-
Defense and Space Manufacturing
-
700 & Above Employee
-
Systems Engineer
-
1987 - 1990
Developed database software to automate control systems for the Seawolf Submarine Program Developed database software to automate control systems for the Seawolf Submarine Program
-
-
-
NAVWAR
-
United States
-
Defense and Space Manufacturing
-
700 & Above Employee
-
Software & Systems Engineer
-
1986 - 1987
Design automation for the DoD's Space and Naval Warfare Systems Command and NASA Design automation for the DoD's Space and Naval Warfare Systems Command and NASA
-
-
Education
-
1991 - 1993
Columbia University - Columbia Business School
Master of Business Administration (MBA), Finance, General -
2011 - 2017
Stevens Institute of Technology
Master’s Degree, Financial Engineering, Derivative Modeling and Pricing -
2012 - 2012
Massachusetts Institute of Technology - Sloan School of Management
Certification, Management and Leadership -
2010 - 2011
PMI Institute
Project Management Professional Certification, PMP (PMI) -
2003 - 2004
Global Association of Risk Management Professionals
Financial Risk Management Certification, FRM (GARP) -
1998 - 2001
Chartered Financial Analyst
CFA, (All Levels) -
1982 - 1986
Rensselaer Polytechnic Institute
B.S., Electrical Engineering, Economics
Community
