I coordinate model risk management at Nuveen, a subsidiary of TIAA. Nuveen is an asset manager with close to a trillion dollars in assets. Nuveen invests in a variety of financial instruments with large fixed income, real estate, and equities portfolios. Nuveen is subject to same regulatory standards as banks: Federal Reserve SR 11-7 and OCC 11-12.

I coordinate quantitative teams in the areas of valuation/deal structuring, model validation, risk management, option pricing, and cyber-risk analytics - just about any type of work that involves financial modeling, software, and big data. • Valuation / Deal Structuring. Advised clients on the valuation and hedging of derivatives, structured contracts, and physical energy assets like revenue puts, tolling agreements, solar/wind power, copper/gold mining contracts, and weather derivatives under both US GAAP (ASC-820 Fair Value) and IFRS (IFRS 13 Fair Value).• Transaction Advisory. Provided due diligence for companies pursuing strategic acquisitions in the finance, energy, commodities, and technology industries under both US GAAP and IFRS.• Analytics. Provided advisory services around blockchain, cyber risk, operational risk, optimal hedging strategies, risk management analyticsto the finance, banking, energy, mining, and airline industries.• Audit - Financial Controls. Performed tests of financial controls around trading and regulatory reporting for many large banks with commodity trading desks.• Audit - Price Curve Validation. Validated energy, commodity, and interest rates forward curves. Built software and maintained databases to automate the daily/quarterly process of building long-duration forward curves. • Model Risk Management. 8 years of experience conducting Comprehensive Capital Analysis and Review (CCAR) and Pre-Provision Net Revenue (PPNR) model validation projects for large banks. I have also worked on a large number of smaller project like exotic option pricing models, asset allocation models, market risk models, credit risk models, cyber-risk models, Dodd-Frank Act Stress Testing (DFAST) models, and Allowances for Lease and Loan Losses (ALLL) models.

Professional writer specializing in finance and investment books. * Energy Trading & Investing. A comprehensive introduction to trading, risk management, and structuring deals in the energy market. Adopted as a text for the Energy Risk Professional industry examination. Published by McGraw Hill, October 2009. Second Edition published January 2017.* Energy Investing Demystified. A practical guidebook to passing energy/commodity portions of NASD Series 3, NASD Series 7, FRM, and CFA exams. Published by McGraw-Hill, July 2013.* Risk Management in Trading. A professional handbook focused on helping business leaders make decisions with risk management analytics. Topics include portfolio optimization, hedging, mark-to-market, value at risk, expected shortfall, option trading, and credit value adjustments. Published by J. Wiley, June 2014.

Analyzed physical energy investments and created quantitative models to support credit risk, market risk, and energy trading functions.* Analytics. Built credit analysis systems and energy market credit analytics* Reporting. Delivered insightful analysis of risks of large structured deals to senior management. Reports focused on costs, gross margin, working capital, and cash on hand.* Deal Structuring. Worked with structuring team to develop analytic models: Full Requirements Auctions, FTR trading, weather derivatives, wind investments, gas pipelines, and hydro-power ponding.

Trader, and later head of trading desk, for the mathematical arbitrage trading desk. I was also involved in the creation of the Bear Stearn's energy trading division, Bear Energy. For Bear Energy, I worked to coordinated model validation efforts for trading ideas and structured deals.* Energy Risk Management. Managed an energy structuring team using real options & Monte Carlo approaches to model physical energy assets. (Tolling Agreements, Wheeling, Gas Storage, PV Solar).* Artificial Intelligence / Automated Market Making. Managed team that designed and built an AI-based equities and equity option automated market making and execution systems for Bear Stearns proprietary trading desks.* Math Arbitrage. Head trader on Mathematical Arbitrage Desk. Handled equity, equity option, and commodities proprietary trading for Bear Stearns. Successfully built a $40MM proprietary trading desk across the equities, commodities, and energy markets.* Financial Controls. Built mark-to-market and middle office systems to support middle office and risk management grow the division from 50 to over 500 people. Linked pricing infrastructure to 3rd party trading system (TriplePoint) and firm’s risk management software (Calypso).

I was one of the programmers responsible for building the first Value at Risk (VAR) implementation in the world, the JP Morgan's 4:15 Report. I sat on the Cross Market Proprietary Trading desk as a desk programmer working closely with traders, middle-office, and controllers to develop innovative analytics and driving trading ideas.

‘Rubies of Eventide’ Project C/C++ programmer. Programmer responsible for writing a multi-threaded/multi-user messaging infrastructure for multiplayer online role-playing games.