Daniel Valenti Email & Phone Number

• Conduct financial due diligence on insurance M&A deals

• Manage the assets of SMK's investments, including apartments, self-storage facilities, mobile home parks and other alternative investments• Conduct investment due diligence to identify the best risk-adjusted opportunities for our clients• Create investor presentations on upcoming offerings

New York, Ny

• Manage a $1Bn callable agency portfolio and created a model to accurately capture risk factors and provide PnL attribution• Manage treasury’s basis risks through swap execution and built a model to detail basis risks while measuring economic value• Implemented and administer a FIN41 program to execute treasury collateral switches• Write Python code to automate tasks and to analyze and visualize large data sets• Carry out relative value strategies while overseeing the $30Bn FHLB, $15Bn CD, and $15Bn repo portfolios to provide diverse funding sources for the bank• Produce and present portfolio analytics and strategies to senior management investment and risk committees• Established relationships with rates salespeople and traders in other organizations to ensure best price execution

New York, Ny

• Head cash trader for corporate treasury, which consisted of pricing and executing an average of 50 intercompany funding and derivative transactions in excess of $20Bn on a daily basis• Traded the front-end of a $100Bn treasury and $20Bn agency bullet portfolio, using quantitatively based relative value strategies to generate earnings in excess of its benchmark• Hedged foreign exchange exposure via FX spot and FX forward trades • Reviewed trades to ensure accuracy, compliance and conformance to regulations• Led initiatives to implement best practices created within the group to other businesses and geographies• Demonstrated the ability to work as a part of a large team by assisting in the successful completion of firm-wide projects such as CCAR, resolution planning and tax reorganizations • Managed and trained seven junior staff members

New York City, New York

• Calculated and analyzed treasury’s daily PnL and risk metrics, including DV01, partial durations, VaR, and interest rate exposure for the accrual and mark-to-market positions• Coordinated with other risk managers regarding the transfer pricing of customer assets and liabilities to ensure the appropriate risk was captured allowing treasury to effectively hedge• Prepared daily, monthly and quarterly liquidity risk reports for the North America Consumer Bank and explained variances to prior reporting periods• Computed monthly liquidity ratios such as cash capital and core deposits to loans for the North America Consumer Bank and decomposed various balance sheet changes contributing to the variances• Continuously updated liquidity model assumptions, such as the liquidity value and time to market of various asset types

• Participated in audits within the insurance industry.• Assisted clients in the preparation of consolidated financial statements and footnote disclosures for purposes of undergoing annual audits and filing with regulatory agencies.• Researched and applied applicable accounting policies during audits including: FASB’s, EITF’s, and Sarbanes Oxley guidance.• Prepared various communications to management and the audit committee, including representation letters and recommendations on improving the internal control structure of the company.• Conducted audits of pension and 401(k) plans while assisting the client with the preparation of financial statements in accordance with specialized reporting standards.• Contributed to the preparation of the initial budget and monitored progress for engagements.

Master Of Accounting, Accounting

Bachelor Of Science (Bs), Business Administration And Management, General

High School Diploma