Quantitative analyst specializing the portfolio modeling, valuations and structuring of residential mortgage and consumer credit assets.Excels in delivering process automation solutions incorporating data and input across different departments.Deliverables have included asset pricing models, portfolio management models, new product/market research.Technical

Audited corporate risk functions such as Global Stress Testing, Risk Analytics, and Trading Book Risk Management and partnered with business to formulate solutions to improve control monitoring.Coordinated the 2012 Global Risk Audit plan for the institutional bank which led to being recognized as “going above and beyond” within the first three months of hire.

Financial Guarantors: Analyzed multi-billion dollar structured insurance derivative portfolios for multiple monoline financial guarantors. Developed a methodology for assessment of the reasonableness of the client prices which required gaining an understanding of the clients underlying collateral positions and developing a mapping schema for each client deal to relevant industry benchmarks.Mortgage Banking: Created price verification models for a multi-billion dollar CMO, ABS, and multifamily mortgage portfolios for multiple reporting periods. Reported findings and recommendations to client senior management, which resulted in multi-million dollar asset valuation modifications, as well as pricing methodology modifications.

Lead subject matter expert for imaging products responsible for direct contribution on more than a half-dozen client engagements as well as consultations on numerous other imaging projects and proposals. Won industry award for “Best Enterprise Content Management” for online underwriting of commercial insurance.