Renewable Energy Evolution (REE) is a leading renewable energy advisor, developer and certified Approved Vendor within the State of Illinois Solar for All (ILSFA) and Illinois Shines (ABP) programs.REE is the #1 market leader within the ILSFA program, having procured 31% market share of the Illinois State renewable energy credit (REC) allocation for non-profits and low-to-moderate income communities in fiscal year 2023-2024.Contract engagement evolved into partnership. To learn more about REE’s commercial scale solar solutions www.ree-solar.com

The group seeks unique investment opportunities where we believe investment can outperform tradition markets or its peer group by capturing excess or otherwise unseen alpha.We adapt to the marketplace and explore opportunities advising, consulting, and co-investing in unique domestic and cross-border investment opportunities. Entrepreneurial ventures include but are not limited to the following:-Real Estate (2015): Developed Chicago's first all co-living building in Ukrainian Village (ranked #1 neighborhood in USA 2016). Quintupled property value and more than doubled equity over the ground-up construction process (24-months).-InsurTech (2017): KarChing is a mobile safe driving incentives app that links teens, parents and insurance companies through gamification and financial rewards for safe driving behavior. Listed in USA TODAY as one of the top 10 "Best Startups Shaping the Next Era of Innovation," in 2024. KarChing's 1st investor. Minority ownership interest. www.karching.com-Spirits (2019): Personally raised over $1 million USD in equity capital from friends and family during COVID (2020-2022) for an award-winning tequila brand and beverage company. Minority ownership interest. -Hospitality (2019): Responsible for initial capital formation that grew from 1 to 3-venues (nightclub, restaurant, lounge) thru COVID. Minority ownership interest.-Agriculture (2020): HectAcre invests in land and farming Blue Weber Agave cash-crop for the production of Tequila in the Highlands region of Jalisco. Gross IRR's of 30%+ (Q4 2022 commodity pricing). Managing Principal-Life Settlements (2021): Secured a $36MM USD / $720MM MXN peso Letter of Intent (LOI) from a Swiss fund to acquire Mexican domiciled and peso denominated life insurance polices. Managed and spearheaded the process from start thru to LOI issuance, which included credit facility application, all pricing, financial modeling and led all meetings between the parties in both Spanish & English.

• disruptive next generation Concentrated Solar Power (CSP) technology• over $1 billion USD Solar field development pipeline for 2020 • led financing/funding for all Solar Field development projects - debt/equity placement, capital structure optimization, partnerships, Joint-ventures• led pricing, underwriting, project due diligence and economic feasibility on a per project basis• through my personal network sourced more than three million dollars ($3,000,000) in “pre-revenue" business loans• advised a change in accounting firms resulting in tax savings of over $2,000,000

Proposed Smart City District adjacent to O‘Hare International Airport Chicago, Illinois, USAProject Footprint: 50 acres. (including 14-acre lake)Projected Development Cost: $1.5B

Contract Role: Aviation Private Equity• Portfolio company of The Carlyle Group dedicated to aviation finance and related investments• Consulting engagement supporting Executive Management with all financial modeling and investment analytics on transactions globally: Americas, Asia-Pacific, Africa, Europe and Middle East• Deal structuring optimization and cash-flow modeling to ascertain the highest risk-adjusted returns on a deal-by-deal basis• Created financial models for $100MM fund: investment return projections, operating expense (OPEX) budget and assets under management (AUM) forecasting and analytics• Drafted Letters of Intent (LOI’s) and Nondisclosure Agreements (NDA's) on a transactional basis for the firm

Contract Role: Land, Development, Construction/Project Funding ~ $3.5BN Development Project• The nation’s single largest adaptive reuse project• Reported to world-renowned British developer and owner Bill Davies• Created financial models for a $3.5BN commercial real estate development project located in Chicago; known as The Old Main Post Office (http://ipdamerica.com)Media Article - 1) http://www.huffingtonpost.com/2011/07/25/british-developer-plans-3_n_908654.htmlMedia Article - 2) https://en.wikipedia.org/wiki/Old_Chicago_Main_Post_OfficeRecent History/Timeline: https://www.chicagobusiness.com/article/20140509/CRED03/140509751/walgreen-dalliance-just-the-latest-of-many-for-post-office

Contract Role: Corporate Treasury Management - $5BN AUM publicly traded Real Estate Investment Trust (REIT)• Consulting engagement, supporting the Vice President of Treasury with quantitative modeling (Microsoft Excel) and treasury support services• Highly quantitative role; deconstructing existing corporate and portfolio level models; redesigning, creating and customizing newly devised quantitative models for Executive Management• Quantitative models included: corporate debt model ($2.2BN), revenue model ($800MM) and underwriting model (~$5BN)• Regression tested and validated quantitative modeling results through-out the model build process for accuracy• Created user training manuals illustrating how end-users should use the newly created bespoke models on a go-forward basis • Developed separate Microsoft Excel models for interpolating interest rates and calculating yield maintenance (contract breakage amounts) on commercial real estate loans; provide quantitative analytics on debt defeasance, refundings, and/or refinancings

Contract Role: Global Fixed Income • Consulting engagement supporting the Global Head of Fixed Income IT • IT/change management initiatives across diverse fixed income and currency product types: CHF, EUR, GBP, JPY, USD• Served as a project manager/senior business analyst within an Agile Scrum IT development team (consisting of 5 members) • Organized and led meetings with product owners, business representatives and IT developers globally to define requirements and created user stories• Reviewed, analyzed, and tested capital markets data within the main data warehouse/repository system for accuracy

Contract Role: Global Counterparty Risk• Supported the Global Counterparty Risk Management Control group with the management and surveillance of derivative exposures across diverse product types: Credit Default Swaps, Foreign Exchange, Interest Rate Derivatives, Repurchase and Securities Lending agreements• Created new operational risk and control reports/presentations overseeing legal documentation processes required for the enforceability of “close-out netting” across multiple sovereign states, jurisdictions, and investment regimes globally; including but not limited to: Russian, Cantonal (Swiss), UAE, Saudi, EU Member States, United Kingdom, Argentine, Columbian.• Participated on conference calls with attorneys globally to discuss country and investment regime specific legal opinions, regarding the enforceability of “close-out netting” • Close-out netting is an essential risk mitigant; reducing the risk-weighting of derivative contracts, which inherently flow-through to Capital Adequacy Ratios (CARs) defined/implemented by the Dodd-Frank Act and Basel III regulatory standard

Contract Role: Municipal Bond Mortgage-Backed Securities• Reported to the Managing Directors assigned to the engagement• Served as a structured finance and real estate subject matter expert (SME) on an engagement with one of the largest banks in the USA; area of focus was within the clients’ municipal mortgage-backed securities (RMBS/CMBS) portfolio exceeding $30BN• Read, reviewed, and abstracted municipal mortgage-backed security (MBS) bond indentures to ascertain respective MBS structure, mechanics, flow-of-funds (waterfall), and deal terms for reverse engineering/cash-flow modeling• Created diagrams and PowerPoint presentations summarizing MBS structures, mechanics, flow-of-funds, and deal terms • Liaised with the client and fellow team members to discuss the diverse range of MBS structures within the portfolio, differentiating characteristics, applicable documentation, and cash-flow modeling strategies

Responsible for Interest-Rate Derivatives Hedging Desk (Front-Office/Deal Team) ~ $3BN Derivatives Hedging Book• Reported to the Senior Vice Presidents of Public and Structured Finance; our group of four professionals generated over $15MM in annual revenue for the bank.• Responsible for all facets of revenue generation via two product types: interest-rate derivatives and municipal bond issuance. Approximately, 80% of our group’s revenue was generated from interest-rate derivative product offerings: interest-rate caps/floors, plain vanilla interest-rate swaps, putable swaps, and swaptions. • Analyzed client interest-rate risk exposures and proposed a diverse range of derivative-based hedging solutions at different risk tolerance and price levels. Transactions ranged from $1MM - $10MM in size. Clients included Fortune 500 companies, municipalities, and commercial real estate investors.• Performed cash-flow modeling, structuring, pricing, and liaised with Northern Trust relationship managers nationwide to facilitate contract, legal documentation, and transactional execution• Drafted legal documentation required for the execution of interest-rate derivative transactions: ISDA Schedules and Dodd-Frank trade reporting/central clearing disclosures• Managed P&L surveillance and reporting for the Structured Finance group (interest-rate derivative products). The group of three dedicated employees generated over $1MM in revenue per month on average• Performed and implemented Dodd-Frank regulatory compliance initiatives; primarily Legal Entity Identifier (LEI) registration with the Depository Trust & Clearing Corporation (DTCC) in New York• Created an Excel-based file mapping system with hyperlinks to organize, maintain, and track all executed legal and regulatory documentation on derivative trades for our group within the banks internal computer network

Consultant: Banking and Capital Markets Group (Global Bridge Team)• Infosys is one of the largest consulting firms in the world, having a presence in over 85 countries and generating over $8BN in annual revenues. Infosys is a leader in business technology outsourcing for the Global Banking industry• Member of the Global Bridge Team, a new vertical for Infosys, consisting of roughly 125 banking and capital market professionals worldwide• Subject matter expert (SME) on an engagement in Chicago with Allstate Investments, LLC (over $100BN AUM); area of focus was within Allstate's real estate lending (whole loans) and investments portfolio, which exceeded $20BN AUM at the time• SME on an engagement in New York with Morgan Stanley; focus was within the client’s debt/equity capital markets and investment banking controls, reporting, and Sarbanes-Oxley (SOX) processes and procedures documentation• Consulted asset management and investment banking clients regarding business processes and respective IT solutions• Liaised with clients to analyze banking and asset management operational and technological issues; gathered functional requirements and proposed functional banking, asset management and technological solutions• Tested and analyzed performance measurement analytics, investment return calculations, and technological enhancements prior to the delivery of respective banking and asset management engagements to client/end-users

Private Placements, Mezzanine and Joint Ventures Team ~ $3.5BN in Levered Assets• Inland American was the largest non-traded Real Estate Investment Trust (REIT) in North America with over $12BN in AUM. Our REIT raised $8.9BN in equity, the most ever for a non-traded REIT. I was part of a Joint Ventures team of five (5), which managed $1BN in investor equity levering to $3.5BN in assets.• Managed diverse commercial real estate (CRE) investment transactions: mezzanine loans, joint ventures, Acquisition & Construction (A&C) loans, tranches of notes (i.e. A/B/C notes), whole loans, loan participation notes, CMBS, and CDOs.• Performed, analyzed and completed a diverse range of investment performance/valuation methodologies on CRE investments: Book Value, Fair Value, Relative Value, DCF, IRR, NPV, ROI, preferred returns, carried interest, and Income Capitalization.• Principal analyst overseeing Inland American’s $250MM preferred equity joint venture (JV) investment with Lauth Property Group (then the 13th largest developer in the U.S. • The JV was a $1.3BN diverse CRE acquisition, construction, and development fund containing 72 CRE assets: raw land, ground-up construction, and stabilized assets.• Workout project lead for the JV capitalized at circa $1.3BN: $297MM (equity) and $1BN (debt). Filed for Chapter 11 bankruptcy in May 2009, becoming one of the largest CRE bankruptcies in Indiana State history; deal sizes ranged from $5MM - $120MM. • Analyzed and modeled financial statements, capital structures, construction proformas, interest-rate projections, and ARGUS software cash-flows to quantify the value of all CRE assets within the Lauth JV (Book Value of $1.3BN).• As workout project lead, worked with the President, General Counsel, CFO, and VP regarding valuations, re-pricing, underwriting, economic feasibility, risk, and asset/JV investment strategy assessments and sensitivities.• Managed the REITs $700MM derivatives hedging portfolio.

Structured Finance (Deal Team) ~ $7BN in AUM• XL Asset Funding (XL) was 1 of only 5 AAA/Aaa/AAA rated GIC providers in North America. Our platform raised over $8BN in capital from 2002-2008 through the issuance of debt capital market GIC and Funding Agreement transactions • Group generated roughly $45MM in annual profit/net income in 2007 with 22 employees generating over $2MM in annual profit per employee• Performed cash-flow modeling, credit analysis, due diligence, underwriting, structuring, pricing, bidding, and contract negotiation on bespoke GIC opportunities associated to a diverse range of debt security issuances/bond-funding structures• Analyzed and assessed the economics, mechanics, flow-of-funds, use of bond proceeds, and structural risks associated with various debt security issuances/bond-funding structures: asset-backed securities (ABS), auction rate securities (ARS), collateralized debt obligations (CDOs), variable rate demand obligations (VRDOs), military housing Public Private Partnerships (PPPs), synthetic CMBS, special purpose vehicles (SPVs), and various municipal infrastructure/public finance projects• ~85% of our GIC transactions were derived from the funding of municipal construction projects: airports, bridges, conventions centers, low-income housing, roads, school districts, water projects, etc.• Analyzed, priced, and bid on approximately $1BN in deal-flow per month. Deal sizes ranged from $10MM – $300MM; average deal size was ~ $50MM• Applied quantitative and technical skills for discounted cash-flows (DCF), weighted avg. life, PVBP (DV01), yield maintenance, and swap unwind calculations on multiple bond fund types and any associated derivatives• Consulted with the ALM team to assess hedging and funding strategies associated with our $7BN AUM bond portfolio: ABSCP, Agency’s, Corporates, CMBS, RMBS, TIPS and Treasury bonds

• Developed a database of historic Morgan Stanley IPO investment returns, analyzed investment returns, and developed benchmarks for IPO investment return/growth forecasting• Conducted and gathered research on mid-level market construction firms within the Midwest region for potential acquisition and/or takeover

• Oversaw and updated the banks property insurance database: builders risk, general liability, workers compensation• Indirectly reduced construction risk on lending activity by minimizing insurance delinquencies• Assisted loan officers and credit analysts with loan origination documentation• Miscellaneous duties: Printed, copied, scanned, and filed credit and collateral files