Experience

Heartland Soccer Association

• United States
• Spectator Sports
• 1 - 100 Employee

• Independent Contractor

  • Jul 2002 - Present



C2FO

• Independent Contractor

  • Jan 2014 - Jul 2014

  Aggregated and organized large amounts of invoice data and performed statistical analyses to help launch a new investment product. Aggregated and organized large amounts of invoice data and performed statistical analyses to help launch a new investment product.



GreenTree Servicing

• Independent Contractor

  • Feb 2008 - Dec 2010

  Analyzed existing state transition model (for mobile home loans) and modified it to improve performance. Wrote new state transition model for ARMs and FRMs, then enhanced it for multi-threaded execution. Used Intex subroutine library to create reports for ABXs and other derivative securities. Analyzed existing state transition model (for mobile home loans) and modified it to improve performance. Wrote new state transition model for ARMs and FRMs, then enhanced it for multi-threaded execution. Used Intex subroutine library to create reports for ABXs and other derivative securities.



GMAC ResCap

• Independent Contractor

  • Nov 2006 - Jan 2008

  Integrated third-party prepayment/default models with cash-flow engines. Converted proprietary prepayment/default model from SAS to C/C++. Integrated third-party prepayment/default models with cash-flow engines. Converted proprietary prepayment/default model from SAS to C/C++.



Morgan Stanley

• United States
• Financial Services
• 700 & Above Employee

• Independent Contractor

  • Jan 2003 - Mar 2006

  Wrote a fixed income portfolio system for straight bonds, convertible bonds, swaps, and revolving credit geared to the debt issuer. Implemented Black-Derman-Toy interest rate process. Responsible for the analytics portion of a proprietary state-of-the-art modeling system for equities. Wrote a fixed income portfolio system for straight bonds, convertible bonds, swaps, and revolving credit geared to the debt issuer. Implemented Black-Derman-Toy interest rate process. Responsible for the analytics portion of a proprietary state-of-the-art modeling system for equities.



Tallgrass Financial Systems

• Model Developer

  • Feb 1995 - Jan 2003

  Coded the Tallgrass GlobalRisk Value-at-Risk system which analyzed bonds, swaps, futures, and options for interest-rate, currency, and credit risk with parametric, historical simulation and Monte Carlo methods. Created a complex model for pricing fixed, floating, range, and step rate bonds and swaps (including those with put/call features and sinking fund, index-amortizing, self-amortizing, and MMDA amortization) with either Monte Carlo or backward induction simulation. Coded the Tallgrass GlobalRisk Value-at-Risk system which analyzed bonds, swaps, futures, and options for interest-rate, currency, and credit risk with parametric, historical simulation and Monte Carlo methods. Created a complex model for pricing fixed, floating, range, and step rate bonds and swaps (including those with put/call features and sinking fund, index-amortizing, self-amortizing, and MMDA amortization) with either Monte Carlo or backward induction simulation.



Franklin Savings Association

• Sr. Quantitative Analyst

  • Sep 1990 - Feb 1995

  Responsible for the maintenance, enhancement, and optimization of existing computer models for analysis of securities such as MBSs, CMOs, swaps, ARMs, and futures, in addition to the Franklin interest rate process. Participated in the creation of a new CMO model as well as the statistical analysis necessary for the re-estimation of the Franklin prepayment model. Responsible for the maintenance, enhancement, and optimization of existing computer models for analysis of securities such as MBSs, CMOs, swaps, ARMs, and futures, in addition to the Franklin interest rate process. Participated in the creation of a new CMO model as well as the statistical analysis necessary for the re-estimation of the Franklin prepayment model.



United Computing Systems (and its successors)

• Consultant

  • Oct 1972 - May 1990

  Held many positions related to technical support for remote computing customers, field sales staff, and software vendors. Activities included writing, debugging, porting, and optimizing programs, teaching classes, making technical sales presentations, and writing and reviewing documentation. Last position: principal consultant for the Cray X-MP system Held many positions related to technical support for remote computing customers, field sales staff, and software vendors. Activities included writing, debugging, porting, and optimizing programs, teaching classes, making technical sales presentations, and writing and reviewing documentation. Last position: principal consultant for the Cray X-MP system