Joseph D'Anna Email & Phone Number

New York, NY, US

Redlands, CA, US

Redlands, CA, US

Chairman, Investment Committee. Working with administrators, advisors and fellow trustees: drove development of a strong IPS incorporating innovative, actionable measures of sustainability and risk; helped champion establishment of an innovative, cash management program to maximizes yield by optimizing liquidity; oversaw a successful OCIO search that.

Charlotte, North Carolina, US

Leader on team responsible for Asset Liability Managment strategy and hedge trade specification for $100 billion VA book. Developed risk control/risk parity fund models that unlocked several $100 mil. of regulatory capital. Designed/prototyped option based hedge portfolio optimizer. Designed/prototyped production rates model for GAAP and Statutory.

Stamford, CT, US

Resigned upon acquisition of AnchorPath by AllianceBernstein

Stamford, CT, US

Partner in SEC registered investment manager start-up specialized in systematic derivative overlay strategies. Shared responsibility for hedge fund and mutual fund (Ohio National Risk Managed Balanced) management, trading (listed options, futures, ETFs), investor communication, and staff hiring/management. Led quant strategy, data analytics, and IT.

New York, New York, US

Within Investment Banking Division, headed team of data scientists and financial engineers advising US corporate, government, and non-profit health and higher education clients on on capital optimization; fixed income, currency and commodity risk management; business analytics; bond portfolio duration, debt structuring, issuance planning; quantitative.

Supported trading with original research on post-modification loan performance, property liquidation timing, and loss severity model factor selection. Developed leading edge models/infrastructure for pricing pre-payment, delinquency, default and recovery risk of consumer credit ABS and MBS assets. Introduced and applied analytic database technology.

Utrecht, Utrecht, NL

Key member of SG team lifted to build North American fund derivatives business. With client partners, designed, developed and co-marketed BOLI/COLI products; a bank guaranteed closed-end mutual fund; a mutual fund-linked CD and filed for a patent. Automated optimal stock selection for reverse-convertible notes using fuzzy logic classifiers and news heat.

Paris, FR

Joined with management team when CFM was acquired by SG. Led structuring of hedge solutions for variable annuity issuers and asset managers, based on custom derivatives calibrated for optimal capital benefit in regulatory models for capital markets, mortality and investor behavior. Jointly established Catalyst Re, Bermuda and served as CIO..

Head of debt capital management, bank and rating agency relations at CFM, an RM Bass and JP Morgan backed start-up. Key member of team that raised $3.3 bil. at 20x leverage and near investment grade rates in non-recourse revolving loan facilities secured by managed derivative portfolios. Directed structuring, sales and servicing of 9 securitizations over 4.

Charlotte, NC, US

Validated risk and valuation methodologies. Oversaw monthly mark-to-market of global index options book. Represented bank in OCC and Federal Reserve examinations. Assisted foreign business units with exotic derivative modeling. Served on bank-wide risk/valuation standards committee. Independently developed and implemented portfolio Conditional Value at Risk.

Santa Barbara, CA, US

Redlands, CA, US

Phd, Physics

Bs, Physics, Mathematics

Education record