Hands-on financial services professional with expertise in CCAR stress testing, Basel II, PD and LGD models, credit and interest rate risk measurement methodologies and quantitative analytics leadership. Experience in portfolio acquisition: portfolio pricing and valuation, underwriting, structuring ...more

Hands-on financial services professional with expertise in CCAR stress testing, Basel II, PD and LGD models, credit and interest rate risk measurement methodologies and quantitative analytics leadership. Experience in portfolio acquisition: portfolio pricing and valuation, underwriting, structuring and fixed income analytics. Strong analytical and quantitative skills with computing proficiency - ability to translate technical concepts for non-technical customers, and teamwork capability - ability to work with and coach others at all levels of an organization with PhD/MS in quantitative discipline and solid background in financial engineering.less