Executive Director at SMBC Nikko Securities America, Inc.

Corporate Loan Financing Experience- Arranger of financing backed by U.S. corporate loans, primarily corporate credit exposure. - Organized financings backed by portfolios of middle market corporate loans, including cash flow CLO securities and rated securitizations in loan-form.- Owned client relationship throughout the transaction process from initial 
discussions, origination of opportunity, warehouse financing, to the closing/funding of the 
ultimate financing.- Managed 4 -6 opportunities at any one time in various stages of development with each transaction ranging in size from $300M to $500M.- Spearheaded due diligence performed on middle market collateral managers with a focus on:Feasibility of execution for required capital markets financing; Sourcing depth/breadth, compensation structure for originators; Evaluating access to the limited partner investors; Assessing independence within credit process; Sponsored/non-sponsored blend; and Reviewing the staffing required to deploy and execute the investment strategy. 
- Led the direction of transaction parties, including counsels, collateral manager, investors (senior, mezzanine, and equity), rating agencies, trustee/custodian, etc. 
- Drove internal credit processes to provide warehouse financing and investment in the permanent financing.Regulatory Experience- Utilized actionable knowledge of EU risk retention, US risk retention and the Volcker rule. 
- Determination of financing requirements for collateral managers and opportunities for investors in MOA or CMV collateral manager structures. 
- Arranged vertical financing for risk retention to satisfy EU regulations for a middle market CLO manager. Intra-bank Experience- Managed structured credit investments in a portfolio financed by the commercial paper conduit, Versailles CDS LLC, of the Structured Credit Products Group. 
- Advised on optimization of capital for the bank.

- Assisted increasing a global quantitative analytical base comprised of portfolio analytical and cash flow modeling software, each utilizing both stochastic and deterministic methods to analyze the sensitivity of financing structures. 
- Specialized in establishing criteria that enabled ratings to be assigned to innovative structures backed by non-standard collateral such as distressed debt, privately placed loans, and asset-based loans. 
- Researched topics such as interest rate modeling, recovery levels for corporate and asset-backed securities, and default modeling for corporate, structured, and sovereign fixed income investments. 
- Developed and executed a strong global network within S&P and with market participants, while marketing and distributing analytical software.