Quantitative Developer with technical skills in portfolio management and risk management within the Alternative Credit group at Ares. Designed and implemented processes for asset-level cash flow projections across multiple liquid asset classes.

Real Estate Debt Strategies

Non-agency RMBS and Whole Loan Program• Developed a VBA code-based version of IntexCalc’s scenario forecasting tool using the Intex API, enabling the end user to forecast securities in bulk, as well as easily manipulate data in an Excel format.• Pulls loan-level data (Current Balance, Coupon, Originator, Servicer, FICO, etc.), using Python in conjunction with the Intex API to deepen understanding of the underlying collateral for NA-RMBS bonds.• Designs and builds surveillance tools for the RMBS team using VBA and the Intex API to pull and monitor historical CPR / CDR / Severity speeds across multiple shelves (Prime, Subprime, Non-QM) and vintages on demand.• Reconciles forbearance reports for 100+ COVID-19 impacted whole loans. Performs credit and regulatory due diligence for jumbo mortgage loans to ensure compliance with federal mortgage and lending laws, including full underwriting and documentation review.• Maintains dynamic surveillance models on the Whole Loan Portfolios (~$1.8BLN) using VBA to track assessments on credit quality, real estate valuation to report deal flow and provide a daily pipeline update to the Portfolio Manager.• Prepares Internal Credit Review reports on newly-issued RMBS deals for Prime Jumbo and Subprime RMBS with emphasis on fundamental analysis.ABS Research Surveillance• Used the Intex API with Python to automate the parsing of thousands of loans (i.e. ~10,000 loans per deal, for ~50 deals) for key attributes (i.e. FICO score and delinquency status) on a monthly basis.• Built automated surveillance files for Timeshare securities utilizing the Intex API and VBA to provide monthly data flow for the senior research analysts.• Mentored ABS junior analysts on usage of the Intex API and VBA, enabling increased efficiency on security surveillance across multiple ABS sectors (Timeshares, Student Loans, Auto Loans).• Diagnosed, troubleshooted, and fixed broken ABS surveillance processes that had been out of commission for >1 year.

• Performed analysis on historical stock prices to estimate the volatility of selected stocks.• Utilized the Black Scholes Formula to predict expected values of stock prices given different stock price scenarios.• Created real-time updating dashboards using VBA and Google Stocks to chart the relationship between strike prices and option prices of stocks.• Designed a hypothesis test on the effectiveness of the Black Scholes Formula in the current-day stock market.• Implemented a buy-sell strategy to test for potential profits.