Curtis Caviness, Cfa Email & Phone Number

Columbus, Ohio, United States

Columbus, Ohio Metropolitan Area

-Customize business processes using Python and SQL coding to take control and integrate operations.-Integrate large data set from Bloomberg, Moody's Analytics and others bringing insight to holdings.-Calculate Value at Risk (VaR) for portfolios, asset types, sectors and individual securities.-Independent modeling of CMBS, RMBS and CLOs for valuation and VaR.-Intimate and longtime user and expert in Moody’s Analytics RiskFrontier product.-Designed, validated and implemented Correlated Stochastic Loss Given Default (LGD) process.-Analyze industry, country, property type and credit-quality correlation affects on distribution of returns.-Create and present reports highlighting credit risk exposure.-Established models for each credit asset type to enable credit risk analysis, supporting model validation.-Assisted bank with stress testing assets using Moody’s Analytics GCorr Macro EL Calculator.-Developed and presented project plan obtaining enterprise funding for business transformation to automate ETL processes loading data to Moody’s Analytics’ RiskFrontier system.-Automated risk attribution report from raw data using SQL integrated with Excel.-Partnered across the enterprise to automate credit risk reporting through Business Objects platform.-Championed Agile IT processes to achieve more rapid turnaround on data solutions and processing changes.-Leveraged research in collateralized debt obligation credit risk to translate its risk in the entire portfolio.-Trained new associates in quantitative CDO surveillance.-Reviewed and analyzed CDO manager reports and establishing modeled values for CDO holdings. -Evaluated CDO managers and their holdings through personal interaction establishing a ranked opinion.-Analyzed models for CDO and structured products valuations, both internal and through vendors and rating agencies. Established procedures to use models for pricing and rating validations.

Mba

Bs, Education - Biology & Math