Co-Founder of analytics firm delivering analytical tools used to quantify risk-return profiles of litigation finance interests.• Develop, validate, and implement duration models quantifying transition times between milestones within case proceedings.• Create standardized framework for consistent evaluation of litigation finance interests.

Co-Founder of algorithmic commodity trading advisor (CTA).• Develop, validate, maintain, and execute quantitative futures trading strategies for clients and firm accounts.• Manage day-to-day portfolio risk of firm and client accounts.• Published two applied research papers in the Journal of Derivatives.

Develop and teach graduate and undergraduate courses in business management and analytics.• BUS 325: Management Information Systems• BUS 630: Business Analytics• FNA 632: Financial and Economic Forecasting (developed as a core course for the MS in Finance and Analytics degree)

Led analytics team responsible for developing models to estimate potential losses under severe economic stress and calculate counterparty risk in Futures Commission Merchant (FCM) and Prime Brokerage businesses.• Designed methodology necessary to offer portfolio margin of single-name and index credit default swaps to over 250 clients.• Implemented Standardized Approach for measuring Counterparty Credit Risk (SA-CCR) covering 10,000+ trades for stress testing.• Developed models to approximate potential loss due to relationships with 14 Central Counterparties (CCPs).• Provided analytics and subject matter expertise to support counterparty risk oversight functions, specifically underwriting and Credit Value Adjustment (CVA) oversight.

Created group providing management decision analytics and oversight for compliance with Dodd-Frank Act.• Automated daily position reporting mandated by the Dodd-Frank Act Stress Test (DFAST) and Federal Reserve’s Comprehensive Capital Analysis and Review (CCAR); decreased time to build and test stress scenario from over two months to less than four hours.• Managed relationships with four supervisory examiners (FRB, OCC, FINRA and SEC).• Developed efficient pricing approaches for near-real-time revaluation of trading portfolio consisting of over 100,000 positions and prototyped dozens of intraday risk and exposure reports.

Prioritized competing business requirements and directed analytics team of 40 Ph.D.s conducting model validations of multi-asset derivatives pricing and risk management models.• Formed a collaborative early talent development program to recruit and train roughly 100 Ph.D.s to meet new regulatory demands.• Established an offshore office that saved over $10M in compensation to date.• Coordinated exams with primary regulators and corporate governance teams to ensure compliance with OCC 2000-16, OCC 2011-12, SR 11-7, SR 15-18 and associated model risk management policies for roughly 120 derivatives pricing and risk models.• Formulated framework for a novel quantification of model risk, resulting in a patent application in 2014; research presented at RiskMinds International in 2015.• Concurrently managed team responsible for assessing counterparty exposure in derivatives businesses for nine months until a permanent head could be hired.

Managed audit staff and execution of a defined segment of the audit plan. Established development plans for team members that balanced specific expertise (e.g., market risk processes, derivative pricing theory) with professional breadth. Developed and maintained strong, positive relationships with clients (e.g., line-of-business management) and third parties (e.g., regulatory agencies). Balanced short (e.g., individual engagements) and long term (e.g., annual planning, multi-year coverage cycle) objectives to ensure proper coverage of risks.• Wrote corporate audit program to evaluate soundness of 300 pricing, risk and forecasting models.• Secured release of regulatory MRA concerning audit model coverage.

Developed and implemented complex financial models used to support valuation and risk management of whole loans held on the balance sheet. Provided regular and ad hoc support (e.g., recurring and one-off forecasts or analyses) to internal clients.• Developed a suite of mathematical models for loan-level prepayment and default for mortgages.• Provided monthly forecasts for collateral valuations.

Developed and implemented a scoring system for test batteries used to rate athletic performance. Work resulted in a patent application in 2010.

Conducted and published applied and theoretical research. Provided classroom and individual instruction of statistics and operations research (recognized in 2005 for outstanding teaching by the department). Advised four graduate theses.

Conducted and published applied and theoretical research. Provided classroom and individual instruction of statistics.

Designed gas turbine jet engine hardware for military and commercial compressors.