Vice President, Aladdin Sustainability Lab
Current• Created and optimized cloud-based parallel compute workflows to translate research outputs from six different climate hazards across 30+ climate models into econometric and asset specific impacts across five asset classes (CMBS, RMBS, municipal bonds, sovereign bonds, corporate equities and bonds) for integration into BlackRock’s Aladdin enterprise software ecosystem• Delivered analysis of physical risk for place-based assets for large international banking client performing analysis of MBS book of 500k+ properties in under 8 weeks• Audited existing pipelines to save compute, run via command line, provide test coverage, assess different modeling approaches, and increase amount of climate related investment metrics from 200 to 400• Performed sensitivity and attribution model construction to tie changes in company fundamentals as well as portfolio level risks to shifts in climate and exposure variables• Constructed suite of visualizations for portfolio level analysis in the context of climate risk to provide risk and portfolio managers snapshots of areas over or underweight in exposure to climate change