Experience

Athene

• United States
• Financial Services
• 700 & Above Employee

• Asset Risk Management

  • May 2015 - Present

  • Develop from ground up weekly risk duration report on a $200B portfolio of multiple asset classes. Circulate to senior management for asset liability management, securities purchases and sales • Establish and monitor risk measurement process by coordinating with the quant team, data team and project managers to output risk metrics on a weekly and monthly basis • Streamline and automate commercial loan stress scenario analysis to capture large movements on interest rate, unemployment, home price appreciation, rent and cap rate across multiple scenarios. Reduce stress testing time by 50% • Provide ad hoc reports on various board risk committee meetings. Summarize portfolio manager submissions and watch list commentaries for further assessment • Substantiate monthly price movements at the asset class level by providing commentaries on the firm’s monthly asset pricing memo Show less



Proprietary Capital

• United States
• Financial Services
• 1 - 100 Employee

• RMBS Consultant

  • Feb 2014 - May 2014

  • Increased revenue for the hedge fund’s $500M portfolio of non-agency RMBS securities by identifying deals mis-modeled by Intex, such as subsequent recoveries, bond write-ups, cross-collateralization and WAC IOs pegged to non-modified loans • Increased revenue for the hedge fund’s $500M portfolio of non-agency RMBS securities by identifying deals mis-modeled by Intex, such as subsequent recoveries, bond write-ups, cross-collateralization and WAC IOs pegged to non-modified loans



Deutsche Bank

• Germany
• Financial Services
• 700 & Above Employee

• Vice President, Global Valuation Group

  • Aug 2008 - Jun 2013

  • Performed trade analysis for $1B portfolio of Subprime and Alt-A securities as an assurance for the ABS Trading desk and external funds managing DB’s investments. Increased revenue by identifying mis-marked securities • Developed automated models to analyze Subprime and Alt-A securities which significantly reduced the time taken for valuations by 60%. The model involved flushing liquidation pipelines using 60-day delinquencies, bankruptcies, foreclosures and REO • Constructed and calibrated yield tables based on average life, 1st principal payment period and % bond write-down through collaboration with portfolio managers • Communicated portfolio market risk exposure on a monthly basis to affect portfolio decision making Show less



Millennium Partners

• New York City Metropolitan Area

• Associate Portfolio Manager

  • Mar 2005 - Jun 2008

  • Increased revenue for the hedge funds’ $500M portfolio of ABS, RMBS, CMO and CDO securities by analyzing securities for purchase and sale • Enhanced cash flow modeling for non Intex or Bloomberg securities through using prospectus waterfall payment rules • Established cash flow modeling by developing 14 prepay models within the Derivative Solutions software framework • Produced individual loss curve projections on relevant securities for rigorous portfolio monitoring, enabling quick valuations for sale • Generated portfolio market risk and return stress test scenarios for the hedge fund owners for assessment and fund allocations Show less



AIG

• United States
• Insurance
• 700 & Above Employee

• Trading Analyst, Global Investment Group

  • Oct 2004 - Jan 2005

  • Utilized Derivative Solutions software thoroughly to expedite the pricing process and produced frequent spread numbers on a $78B portfolio of ABS, RMBS, CMO and CMBS securities • Utilized Derivative Solutions software thoroughly to expedite the pricing process and produced frequent spread numbers on a $78B portfolio of ABS, RMBS, CMO and CMBS securities



FACTSET (formerly Derivative Solutions)

• New York City Metropolitan Area

• Client Services Consultant, Client Services Group

  • Sep 2000 - Sep 2004

  • Boosted sales on DS fixed income analytics software from a client base of over 100 institutional groups, including portfolio, money and risk managers through client presentations and relationship management • Managed training and technical support for clients on a wide range of topics such as term structure scenarios, OAS, risk measures, DS performance attribution and DS prepay model to ensure client renewals • Boosted sales on DS fixed income analytics software from a client base of over 100 institutional groups, including portfolio, money and risk managers through client presentations and relationship management • Managed training and technical support for clients on a wide range of topics such as term structure scenarios, OAS, risk measures, DS performance attribution and DS prepay model to ensure client renewals