Tom Schopflocher

About

Experience

• S&P Global Ratings (10 yrs 11 mos)
  • Managing Director
    Oct 2023 - Present · 2 yrs 10 mos

  • Senior Director: Global Structured Product Research
    Sep 2015 - Oct 2023 · 8 yrs 2 mos

• Senior Consultant at NERA Economic Consulting
  2006 - Sep 2015 · 9 yrs 9 mos

  - Consulted on cases involving subprime ABS, CMOs, and other structured securities - Constructed ABS cash-flow models for use in expert reports - Carried out detailed event studies using market models and price inflation models - Valued exotic options using analytical, lattice, and Monte Carlo techniques - Managed cases involving put-back claims

• Vice President at Citi
  Oct 2004 - Apr 2006 · 1 yr 7 mos

  - Developed non-Agency ARM prepayment models - Contributed to monthly Agency and non-Agency strategy articles - Researched and wrote about ARMs, Option ARMs, and IOs - Provided quantitative support for the MBS trading desk - Analyzed loan-level mortgage data

• AVP at Countrywide Securities Corporation
  Jul 2003 - Oct 2004 · 1 yr 4 mos

  - Developed various ARM prepayment models - Analyzed prepayment characteristics of whole loan portfolios - Tested robustness of new models - Performed ad hoc analyses of "scratch and dent," HELOC, IO, and Jumbo portfolios - Wrote research reports and documentation for ARM prepayment models - Provided analytic support for MBS strategists

• Associate at Deutsche Bank
  Aug 2000 - Jul 2003 · 3 yrs

  - Carried out prepayment analysis of large MBS data-sets - Analyzed statistical properties of ABS loan pools - Contributed to monthly ABS strategy pieces - Developed CMBS default models