Quantitative Finance Professional with extensive capital market experience, leveraging a strong mathematical background to tackle business problems. Experienced in many aspects of financial solutions – abstraction, implementation, validation, and as the end user for decision making and reporting. Currently looking to support home ownership and affordable housing programs.Financial Modeling Early prepayment and OAS models, interest rate option pricing, discount and forward curve generation, hedge accounting models for taxable and tax-exempt assets. Model Validation for third party systems.Trading Desk Financial Engineering/ TradingCallable swaps trading and business development, front line hedge and market risk analysis, system extension for managing assets and Credit derivatives, cross-product multiple currency profit/loss reporting, automation of trade entry and processing.Product Management and Financial EngineerInterest Rate Derivative Trading Platform during initial development and as established product. Managed trade capture and valuation implementation for interest rate derivative products and related volatility and rate applications.System ImplementationBusiness requirement synthesis; algorithm details, UAT test scripts; training material and documentation.