James Fallon Email & Phone Number

New York, Ny, Us

• Manage team members in providing Market Risk coverage for Structured Margin Financing (TRS financing and SPG Repo), with expanded coverage to Credit Securitized Products and Municipal Securities in 2024.• Review and advise on markets, risk and risk changes, limit usage, VAR, Regulatory and Mgmt stress testing, Market Risk RWA and regulatory reporting.• As product owner for Scenario Designer Application, lead an agile squad in the design and development of an enhanced UI for designing and publishing firmwide management and regulatory stress scenarios.

New York, Ny, Us

• Managed team members in valuation control coverage for Credit Securitized Products from 5/2010 to 2/2017 and for Corporate and Municipal Securities from 2/2017 to 9/2019, providing independent valuations on multi-billion dollar portfolios of bonds, loans, CDS and index derivatives, utilizing vendor marks, trades, quotes and models.• Managed the reporting and communication of mark review results including presentation to the heads of the NA Corporate, NA Securitized Products, NA Distressed Debt and NA Municipal desks.• Analyzed bonds in Intex, Trepp or Bloomberg and utilized trades, broker quotes, dealer indicatives, vendor pricing and proprietary models to derive pricing on cash and single-name CDS positions.• Collaborated with traders, quantitative analysts and Risk to design and enhance valuation methodologies and models.• Documented requirements and oversaw development, testing and implementation of mark review automation tools.

Westport, Ct, Us

• Provided Commercial Real Estate cash-flow modeling and underwriting support for advisory engagements • Worked with managing partner to design and develop proprietary Commercial Real Estate underwriting and valuation model (Excel and VBA)

Norwalk, Ct, Us

• Managed US and Canadian CMBS commercial mortgage pricing model and developed pricing methodologies and policies ($2.5B average annual securitized volume).• Provided custom pricing for large mortgages (over $50MM), floating rate mortgages, mortgages with unique features and notes for purchase• Modeled CMBS securitizations (Trepp and Excel) and reconciled deal economics with partner banks• Developed models and tools to automate and improve pricing, including an Excel CMBS waterfall model for custom pricing and an integrated underwriting, sizing and pricing model for CMBS loans • Trained originators on CMBS loan underwriting and pricing modelsMonitored, analyzed and produced reports for $1B CMBS bond portfolio

New York, Ny, Us

• Performed requirements analysis for, designed, developed and implemented IT solutions to support internal departments in their operations• Analyzed data from, created reports on, and administered departmental applications • Provided technical assistance to professors for research and other projects

• Pitched proposals to and negotiated contracts with clients for custom development and implementation projects • Established and maintained accounting, billing, and payroll systems • Researched and pursued financing opportunities (SBA, commercial banks, angel investors)• Performed requirements analysis for and collaborated in design of custom development and turnkey software projects, including an insurance claims management application and an equipment and resource management and scheduling application

Mba, Finance, Management

Bs, Finance, Information Systems