Greg Condas Email & Phone Number

New York

Managed 25-person team responsible for all aspects of Market Risk. Responsible for classical market risk monitoring including: reporting trading positions against defined limit structures; VaR and stress analysis; position and market analysis; model validation; reserve policy and reporting risk to general management and regulators. Held delegation to.

London, United Kingdom

Managed 3-person team responsible for providing quantitative-based sell-side research to clients.Broad activities included publishing client-focused articles that promoted trade ideas with the goal of making Research and Sales more quantitative. Articles addressed topics on capital structure arbitrage, risk in collateralized debt obligations.

Paris Area, France

Responsible for developing and implementing risk-management tools and strategies necessary to promote global credit portfolio management and capital management in the investment and retail bank.Led 40-person team responsible for developing quantitative credit methodologies. Created three intranet-based credit analysis systems used to apply risk ratings (PD.

Greater New York City Area

Managed 4-person team responsible for developing models used to measure counterparty default risk in the corporate, business and private bank portfolios.Responsible for developing and maintaining debt-rating models that integrated fundamental credit analysis with statistics used to rate US and international debt. Led internal research involving.

Ph.D., Agricultural Economics, Econometrics And Futures Markets

Master Of Science (Ms), Agricultural Economics

Bachelor'S Degree, Biology, General