Managing Director, Head Of Portfolio And Balance Sheet Research
New York, Ny, Us
• Led development of quantitative analytics and services supporting investment, lending, risk, ALM, treasury, and financial reporting functions at 200+ banks, insurance companies, pension funds, and asset managers.• Managed global team of 40+ financial researchers, engineers, actuaries, and data scientists.• Guided C-suite, and investment risk and credit portfolio management executives on liability-aware portfolio optimization in the face of regulatory requirements (e.g., RBC, CCAR, ICAAP), accounting standards (e.g., SAP, CECL, IFRS 9), and ESG considerations.• Oversaw the design of innovative risk management solutions that level-set articulation of risk-adjusted performance across private and public corporate, sovereign, municipal, commercial real estate, structured, retail, and alternative assets. • Led 2021 redesign of the NAIC’s regulatory guidelines for life insurance ~$3 trillion credit holdings. An important milestone and a testament to consensus building through collaboration with the NAIC, the ACLI, the insurance industry and regulators.• Spearheaded initiatives incorporating ESG and emerging risks (climate, supply chain, pandemic, and cyber) into credit models. • Extensively published in top journals and co-edited "Credit Risk Measurement and Management: Disruption and Evolution," a best-selling Risk Books publication.