Derek Singh Email & Phone Number

Florida, United States

San Francisco, California, Us

Apply Operations Research tools, techniques, and methodologies to enhance and improve pricing and risk management capabilities for OpenDoor. The quantitative toolkit includes convex optimization, stochastic optimal control, dynamic programming, monte carlo simulation, policy iteration, computational methods to solve HJB equations. Business applications cover quantitative analysis and modeling of residential real estate markets, transaction volumes, bid/ask spreads, market liquidity, home price dynamics, and inventory risk.

Advisory services and quantitative analytics for financial institutions and corporations. Applications include investment strategies, pricing, relative value analysis, balance sheet optimization, and risk management under uncertainty. Quantitative solutions leverage cutting edge data science research and developments, including publications and preprints of (my) original research.

Boca Raton, Florida, Us

Program Executive for Risk, Analytics, and Underwriting at e-commerce firm Flex Shopper. Flex offers loans and leases on brand name electronics, household appliances, furniture, and other durable goods through online channels and our retail partners to customers in the prime and sub-prime markets. Our decision science team develops and maintains a suite of proprietary models for credit underwriting decisions, fraud detection, business intelligence & marketing analytics.

New York, New York, Us

Program executive for quantitative modeling and data science initiatives at FixtHub. FixtHub develops proprietary software and analytics to provide transparency and granularity into fixed income market pricing, market dynamics, relative value analysis, and risk management, on a real time (as well as historical) basis.

Seattle, Washington, Us

Employ optimization and machine learning for order prediction, waste management, and inventory control for the food supply chain.

Minneapolis, Mn, Us

Project lead for (i) Operational Risk AMA Capital & CCAR modeling (ii) ALM CCAR & IRR (NII & MVPE) modeling (iii) CVA & Derivatives modeling (iv) IP (investment portfolio) modeling teams. The Op Risk team developed proprietary AMA and CCAR models utilizing innovative techniques, data scaling, closed form approximation, and stable region selection for GPD fitting. The CVA & Derivatives modeling team developed LMM term structure models and in-house pricing for structured products. The ALM CCAR team developed logistic regression models for residential mortgage, auto, installment and wholesale loans prepayments and loan spreads, and time series models for NIBD, NMD, MMDA, Now deposit balances and rate paid.

Chicago, Illinois, Us

Director of Quantitative Analytics & Strategy modeling team in Corporate Treasury, reporting directly to U.S. Treasurer. Project lead for PPNR econometric modeling for CCAR / Stress Testing, mortgage prepayment modeling for RRE and investment portfolios, and ALM risk management initiatives.

Chief Quantitative Strategist at HM Fund, responsible for risk analytics and reporting, customized portfolio valuation, balance sheet & projected cashflow analysis. Technical lead, developed econometric bank stress testing PPNR models for BMO linking macro-economic variables to forecast asset balances ( loans & deposits ), interest and non-interest income reporting categories. Developed Basel & Economic Capital statistical models for Wells Fargo Treasury & ALM groups to calculate economic capital, Basel capital ratios, reserves & risk analysis.

San Francisco, California, Us

Developed Basel & Economic Capital statistical & copula ( fat tail ) models for Wells Fargo Treasury & ALM groups to calculate economic capital, Basel capital ratios, reserves & risk analysis. Technical lead for CCAR validation project in Treasury group.

New York, New York, Us

Quantitative desk strategist in the FICC ( Fixed Income, Currency & Commodities ) Division, dedicated to the interest rate and credit derivative trading desks. 5 years devoted to design and implementation of interest rate quant models heavily used by the vanilla and structured products swaps trading desks. Worked abroad 2 years for the London swaps desk. Subsequently recruited ( and spent another 5 years ) to expand the credit-interest rate hybrid business, improving pricing and risk analysis. Implemented and helped design stochastic models for risk analysis and valuations on total return swaps, funding options, and exotic credit-interest rate & FX derivatives for NY, London, and Tokyo trading desks. Assisted Risk Management group with calculation of potential exposures and setting of hierarchical risk limits.

Doctor Of Philosophy - Phd, Operations Research

Mas, Applied Statistics

Master Of Science (Ms), Applied Mathematics

Bachelor Of Science (B.S.), Mathematics And Computer Science