Oakland, California, United States
Financial executive with a demonstrated history of asset, credit, and risk management; business lending; portfolio simulation; and financial technology system development. Strong skills in the leadership of worldwide teams; asset management; financial, analytic, regulatory, data analysis, and statistical modeling; developing, selling, and implementing complex portfolio systems; and the creation of new financial and modeling technologies. Expertise in: • Portfolio Modeling and Management • Credit Underwriting • Data Mining and Advanced Data Analysis • Single-Obligor Modeling • Credit Risk Management • Regulatory Trends Analysis • Complex System Development • Risk-based pricing, Stress testing, and Recovery analysis • Project Management of complex Financial and Statistical systems • Software and consultative services pricing and selling • Clear communication of complex technical concepts and results Client experience in Banking, Asset Management, Insurance, Venture Capital, Hedge Fund, and Energy fields.
Partner in hedge fund focused on macro tail risk and volatility. Duties include asset selection and trading; portfolio modeling and construction; construction, analysis; and execution of various option, long/short, and volatility strategies; interaction with portfolio limited partners including all communications and asset raisings.
2014-2017 Regulatory Monitoring Group ----------------------------------------------------- Head of worldwide group, operating out of Europe, United States, and Asia, tasked to monitor and analyze worldwide regulatory developments and trends to drive business opportunities in the worldwide regulatory services market. Author of numerous papers, briefings, and findings on worldwide regulatory developments for publication internally and externally. Managed agile-based technical development work on new content feeds and workflows for various Moody’s Analytics’ websites. 2014 Origination Services ---------------------------------- Practice lead of Americas services group offering credit origination services to large financial institutions in North America. As part of this effort, a variety of lending workflow, stress testing, pricing, and limit setting projects were conducted and deployed within the core lending infrastructure of large financial institutions. 2010-2014 Advisory Services Group ----------------------------------------------- Head of worldwide Portfolio Implementation group, with teams based in Europe, United States, and Asia, building and deploying analytic and statistical systems to manage portfolio credit risk. Successfully lead teams creating and executing over forty portfolio analysis and simulation efforts for systemically important banking and insurance firms. These complicated analyses – covering data mining, statistical analysis and modeling, capital, portfolio optimization, correlation estimation, stress testing, valuation, and communication with the senior leaders of each institution – drove these institutions to make multi-billion dollar changes in portfolio composition and risk-appetites.
2006-2010 Advisory Services Group ----------------------------------------------- Directed several dozen portfolio risk management projects aimed at analytically and statistically simulating future portfolio value and loss distributions. In parallel, managed multi-team efforts implementing complex Monte-Carlo portfolio simulation software and associated automated data feeds to the core risk infrastructure of banking and insurance firms. These efforts typically allowed institutions to move from multi-day monthly portfolio simulations to weekly and even daily portfolio simulations where results were available within hours. 2002-2006 Product Management -------------------------------------------- Product manager of several Moody’s Analytics’ single obligor credit risk software offerings. Worked closely with Moody’s Analytics sales, statistical research, and customers to manage the development of web- and LAN-based statistical offerings that calculate, with a minimum of inputs, credit default probabilities at a variety of time horizons. Directed and worked on statistical modeling projects aimed at extending the power of Moody’s Analytics’ statistical models for specific clients through utilization of their proprietary data sets.
Founding partner and CTO of venture-backed electronic trade finance company focused on delivering instant credit decisions to small and medium sized enterprises purchasing over the web. Participated in all company activities including fundraising, business development, portfolio modeling, marketing, technology development, risk management and operations. Resulted in two rounds of seed funding from a Global 1000 company, a VC firm, and a major Investment Bank.
Head of unit responsible for systems leadership and information reporting for a multi-billion-dollar portfolio of business loans and lines of credit. Reported directly to Division Manager and managed a team of approximately 15 analysts and programmers. Primary area of responsibility was to ensure that the in-house developed automated loan decisioning systems and databases, processing annually over 150,000 applications and generating billions of dollars of credit decisions, incorporated the strategic and tactical goals of the division. Additional responsibilities include management of team designing large databases; financial modeling of marketing campaigns and various portfolios; and driving the systems architecture of the division's first web platform while managing the technical work of external Web-based financing companies seeking to offer their products and services alongside Wells Fargo Bank’s offerings.
Worked on over 100 engineering projects, primarily focusing on mathematical and statistical modeling of extreme operating conditions of natural gas power plants and hydroelectric facilities. Primary clients included energy and natural resource companies, newly formed entities proposing construction projects, and internal Bechtel groups desiring specialized engineering solutions. Focus of this consulting work was divided between pre-construction optimization studies and redemption of operational deficiencies in existing facilities. Utilized extensive numerical analysis, computer based simulations, software development, and data analysis.