Rutter Associates provides advisory services in the areas of market and credit risk management, credit portfolio management, regulatory capital, economic capital and risk adjusted performance measurement, exotic derivatives and levels 2 and 3 asset valuation, model review and validation, hedge analysis, investment portfolio risk/return measurement and management, insurance regulation and litigation support.

UL provides asset management, credit support, and risk management services to facilitate the movement of fuel oil from refineries to end users around the globe.

Capital Markets Group Risk Management implementing Market and Credit Risk VaR, Stress Testing and Associated Limits on the Desk and Portfolio Levels.Ex-Ante Evaluation of Proprietary Trading Strategies.Capital Attribution for Risk Based Pricing and Performance Measurement (RaRoC and EVA).Potential Counterparty Exposure and CVA.

Economic Capital Modeling and Attribution for Credit Risk and Market Risk.RaRoC and SVA modeling and assessment for risk adjusted performance measurement, risk-based pricing, and value-added risk transfer via reinsurance and capital marketsCreated and maintained in-house versions of rating agency capital adequacy modelsMarket and Credit VaR, stress tests, liquidity and interest rate gap analysis for investment portfolios and ALM books..Modeled potential loss distributions of ABSCDO exposures and underlying MBS for quarterly disclosure of impairments and expected and stress losses to guide remediation efforts.Member of team responsible for highly successful Ambac capital raise at height of CDO/MBS crisis (Ambac raised $1.5 billion of capital despite its maket capitalization of roughly $700 million)Member of Senior Credit Committee and Executive Risk Management Committee.

Asset/Liability Modeling Targeting Economic Value of Portfolio Equity as Well as Net Interest Income.Analytics for Transfer Pricing, Capital Allocation, Risk-Based Pricing and Risk Transfer

Static Option Replication to Hedge Balance Sheet Exposures.OAS-Based Pricing and Hedging of Whole-Loan Mortgage Exposures, Residuals from Securitizations and Servicing Rights.Core Deposit Valuation and Hedging.Term Structure Analytics for Transfer Pricing and ALM.

Asset Liability Modeling (Gap and NII simulation using proprietary Chase software) with key responsibilities for interest rate models (term structure and models for administered rates), international sector and real estate finance.

Macroeconomic Forecasting and Fed Watching