John Deeble Email & Phone Number

Omaha

Omaha

Jacksonville, Florida Area

Worked on the Collateralized Loan Obligation (CLO) Structuring team, part of Deutsche Bank's Structured Credit Group. Assisted in the CLO creation process, from finding potential clients and creating pitches to monitoring loan pools during the 'warehouse' phase. Determined appropriate tranche sizing and necessary covenants for potential CLOs in order to fit current market conditions, investor wishes, and still rate out by given rating agency models. Use Intex software (IntexCalc, Intex DealMaker) in order to analyze properties of potential and current CLOs.

Houston Tx

Worked in the Asset Liability Management team in the treasury department. Our team was responsible for developing, testing, monitoring and maintaining economic based models of balance sheet line item volumes over time. I wrote code in R to streamline the production process of these models - from estimating regression coefficients to creating forecasts to generating tables and graphics of results automatically for existing models. I created a suite of tests to be used in model monitoring. More specifically, I wrote code to systematically test coefficient stability & significance, model performance in-sample and out-of-sample, and relevant model statistics such as homoscedasticity and stationarity. Many tests used confidence intervals determined by bootstrapping.I also worked on data visualization, using the R libraries 'shiny' and 'plotly' to create applications which visualized modeled breakdown of volume changes over time into originations, runoff, charge-offs etc. in a way that a user can manipulate the plots with their desired date-range / line-item.I tried model development as well, coming up with candidate linear regression models for various balance sheet components based on economic reasoning and the validation of statistical tests.

Finance Department

Writing code in R and C++ to compute option prices and implied volatility under Black Scholes Merton and several alternative valuation models. Specifically, investigating the relative validity of the assumption that the percent stock price change over time is normally distributed (stocks follow geometric Brownian motion) against the alternative that stock price changes over time in dollar amounts are normally distributed (stocks follow arithmetic Brownian motion). We are also seeking to analyze these models under the assumption that stocks are themselves an option on firm equity (compound option models). Ultimately, to compare these four models for calls and puts, we are going to do a cross-sectional analysis using historical option price data as strike price varies.

Greater New Orleans Area

Worked in the Product Development department, which develops new life insurance plans to remain competitive in existing markets and to expand to new markets. In addition to developing new products, our department of actuaries oversaw maintenance of current products and ensuring compliance with the latest laws and regulations. I worked mainly in Microsoft Excel and Microsoft Access, using data macros and VBA to format tables of COI (Cost of Insurance) rates. In addition to gaining skills in these two programs, I learned the in's and out's of life insurance, and the life insurance industry.

Biology Department

Used Monte-Carlo modeling to evaluate the likelihood of evolutionary parameters (e.g. population size, migration rates, divergence times) among three populations of a bumble bee (Bombus bifarius).Gathered, edited, analyzed and interpreted data using FastSimCoal (software designed to quickly simulated coalescence among populations), R, and Unix shell scripts. Presented research results at the Undergraduate Research & Creative Activities Conference at the University of Alabama.

New Orleans, La

Wrote VB.NET client-side and server side code (including LINQ) also a bit of SQL Stored procedures to help develop ABM 5.0. ABM is a front-end airport accounting software that airports use to track their contracts / agreements / accounts receivable etc.

Stennis Space Center, Ms

Research on using image optimization techniques (Fourier / Wavelet transforms with restricted L1 optimization) in order to improve bathymetry resolution as inferred from altimetry.

Master’S Degree, Finance: Specialization In Financial Engineering, 4.0

Bachelor’S Degree, Mathematics, 4.0

Activities and Societies: University Scholars Program member, Forza Financial Director of Technology, and Computer Based Honors Program.