Chris Meli Email & Phone Number

New Canaan, Ct, Us

New Canaan, Ct, Us

Greater New York City Area

Greater New York City Area

Greater New York City Area

- Senior market risk manager, heading a team with members in New York/Mexico City/Sao Paulo, covering Emerging Markets Americas credit/rates and U.S. Structured Credit- Products covered include sovereign/corporate bonds and CDS, correlation credit and bond/CDS options, IR and FX swaps and options, hybrid credit/rates/FX products- Constant interaction with traders, structurers, senior management, other direct business support groups, auditors and regulators, conveying the current risk profile of covered areas, analyzing proposed products/transactions, ensuring the appropriateness of trading/products these within agreed risk tolerances and the effective systems/reporting inclusion of all covered products- Transaction approval and model analysis for non-standard structured products, including default-linked FX swaps, leveraged super-senior CSOs, first-to-default linked CLNs with structured rate coupons- Overhauled and instituted daily market risk reporting for U.S. Structured Credit and Emerging Markets Credit, based on group-developed databases linking to front-office trading systems- Formulated specific market risk model for CDS index options, oversaw development and implementation of the model in bank systems, presented to regulators, and received approval for use in regulatory capital calculations- Analyzed the various regulatory capital drivers of the Emerging Markets business (Stressed VaR, Incremental Risk Charge, All Price Risk) and proposed optimizations and mitigants

Greater New York City Area

- Senior market risk manager, heading a four-person team, covering flow and structured credit trading, conduit arbitrage vehicles, wrap products, corporate treasury trading (proprietary interest rate portfolio), and bank-wide macro credit hedge portfolio- Deal approval and model analysis for structured products: CDOs, synthetic CDOs, first-to-default protection, synthetic factoring, principal-protected and other trigger-defeased transactions, corporate bond/CDS/CDS index options- Interaction with management, business front office, direct business support, and external and internal regulators, communicating risk profiles, the state of risk management systems, contributing to pricing and risk model development, and responding to specific inquiries- Built and maintained calculators and report generators for daily value-at-risk (VaR) and portfolio risk profile for all coverage of credit products; strong knowledge of database construction and use for the tracking, aggregation, and analysis of portfolios containing thousands of trades, as well as historical simulation and Monte Carlo VaR techniques- Assessed the impact of transactions with respect to VaR, economic and regulatory capital, liquidity, name/sector concentration, basis risk, and long-tail risk, across a broad range of products

Greater New York City Area

- Oversaw various internal risk management functions towards developing a consistent and comprehensive risk management framework- Formulated a revised RAROC (risk adjusted return on capital) methodology for Deutsche Bank, presented to business areas and received Board approval- Proposed and assisted in credit protection transactions for regulatory capital management, and analyzed previously executed and proposed transactions for regulatory and economic efficiency- Coordinated Deutsche Bank’s response to revised international regulatory standards for capital management (initial Basel II proposal), and represented DB in ISDA on this question; proposed a framework for regulatory recognition of bank internal rating processes

Greater New York City Area

- Managed credit risk capital allocation and reporting process for all business of Bankers Trust worldwide; the process comprised data access and verification, confirmation of successful capital calculations, structured reporting of results, and management of algorithmic and database improvements and modifications- Collaborated in the design, testing, and implementation of a new simulation-based methodology for calculating credit risk capital for loans- Researched, formulated, proposed and tested new, simulation-based methodologies for calculating risk capital for private equity portfolios- Designed and implemented a simulation-based methodology for calculating credit risk capital for short-term collateralized lending portfolios (repo/reverse and security borrow/loan)

Washington D.C. Metro Area

- Developed and performed atomic-level simulations of technological materials, and assessed implications for device design and performance- Pioneered use of pulsed ion beams for thin film deposition and modification of materials- Performed computer simulations of ion beam interactions with materials to understand and optimize experimental results

Goettingen, Germany

- Collaborated in studies of the high-temperature structure and dynamics of semiconductor crystal surfaces using high-resolution helium atom scattering

Providence, Rhode Island Area

- Managed all aspects of project characterizing the high-temperature structure and phase transitions of germanium crystal surfaces using helium atom scattering- Developed data acquisition and control software and hardware for experimental apparatus- Computationally modeled the helium scattering system, helium beam properties, and instrumental and surface structural effects on the scattered helium signal

Mba, Finance

Ten grades of Distinction in Finance and Operations Management courses Teaching Assistant in Operations Management Tutor for Financial.

Ph.D., Physics

Thesis: Helium Scattering Studies of the Germanium (111) and (100) Surfaces at High Temperatures

B.S., B.A., Physics, History, Cum Laude

Outstanding Graduate Award, Department of Physics Diamond State Scholar, 1984-86

Education record