Senior Director (Retired)
Responsible for valuation and analysis of loans, bonds and derivatives for financial reporting including valuation system product management. Implemented solutions for hedge accounting.
Please complete the CAPTCHA to continue
@fhlbsf.com
✓
9 phones found area 415, 618, 414, and 212
✓
LinkedIn matched
A concise factual answer block for searchers comparing this professional profile.
Cathy Willis is listed as Finance Professional, PhD based in San Francisco, California, United States. AeroLeads shows a work email signal at fhlbsf.com, phone signal with area code 415, 618, 414, 212, and a matched LinkedIn profile for Cathy Willis.
Cathy Willis previously worked as Senior Director (Retired) at Federal Home Loan Bank Of San Francisco and Principal at Help Making Sense. Cathy Willis holds Phd, Applied Mathematics from Uc Berkeley, Phd.
This section adds company-level context without repeating Cathy Willis's masked contact details.
AeroLeads found 1 current-domain work email signal for Cathy Willis. Compare company email patterns before reaching out.
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.
Listed skills include Risk Management, Derivatives, Capital Markets, Financial Modeling, and 28 others.
A career timeline built from the work history available for this profile.
Responsible for valuation and analysis of loans, bonds and derivatives for financial reporting including valuation system product management. Implemented solutions for hedge accounting.
San Francisco Bay Area
Consultant in model validations, model development and Calypso system implementation.
Greater New York City Area
Responsible for quantitative strategy, pricing, front line risk algorithms and reporting, development and management of the trading and portfolio systems.
San Francisco Bay Area
Part of a small team that created and brought the Opus interest rate trading system to market.
Greater New York City Area
Developed KP’s prepayment and option-adjusted spread models for MBS and CMO valuation. Contributed to the Mortgage Research publication and produced official prepayment projections.
Quick answers generated from the profile data available on this page.
Cathy Willis is listed as Finance Professional, PhD.
AeroLeads has found 1 work email signal at @fhlbsf.com for Cathy Willis.
AeroLeads has found 9 phone signal(s) with area code 415, 618, 414, 212 for Cathy Willis.
Cathy Willis is based in San Francisco, California, United States.
Cathy Willis has worked for Federal Home Loan Bank Of San Francisco, Help Making Sense, Societe Generale, Renassiance Software, and Kidder Peabody.
You can use AeroLeads to view verified contact signals for Cathy Willis, including work email, phone, and LinkedIn data when available.
Cathy Willis holds Phd, Applied Mathematics from Uc Berkeley, Phd.
Cathy Willis is listed with skills including Risk Management, Derivatives, Capital Markets, Financial Modeling, Interest Rate Derivatives, Options, Trading, and Investment Banking.
Search by job title, company, industry, location, and seniority. Export verified B2B contact data when you need it.
Start free trial Search contactsCheck these profiles if this is not the Cathy Willis you were looking for.