Luis Roman Email & Phone Number

Boston, Massachusetts, United States

Focusing on business strategies, asset protection, wealth accumulation, and wealth distributions strategies.Financial Representative of The Guardian Life Insurance Company of America® (Guardian), New York, NY. Strategies for Wealth is not an affiliate or subsidiary of Guardian.CA Insurance License #4205010.This material is intended for general use. By providing this content The Guardian Life Insurance Company of America, Park Avenue Securities LLC, affiliates and/or subsidiaries, and your financial representative are not undertaking to provide advice or make a recommendation for a specific individual or situation, or to otherwise act in a fiduciary capacity. Guardian, its subsidiaries, agents and employees do not provide tax, legal, or accounting advice. Consult your tax, legal, or accounting professional regarding your individual situation. Links to external sites are provided for your convenience in locating related information and services. Guardian, its subsidiaries, agents and employees expressly disclaim any responsibility for and do not maintain, control, recommend, or endorse third-party sites, organizations, products, or services and make no representation as to the completeness, suitability, or quality thereof.

Boston, Massachusetts, United States

• Focus on investment risk management of Global Sector funds within Technology and Healthcare, and long-short strategies; communicating with portfolio managers and reconciling sources, trends, concentrations, and changes in risk, as they align with investment strategy. • In-depth quarterly portfolio reviews including measurement and identification of risks, risk decomposition, VaR analysis, stress testing, scenario analysis, and performance attribution.• Adapt Axioma risk models by modifying factors and parameters to align with firm’s portfolios.• Back-test and validation of multi-factor and statistical risk models. • Research topics of quantitative risk to discover relationships that could lead to investment risk management tools.

Boston, Massachusetts, United States

* Devised a risk management process and reports that were consistent with the construction and overall investment strategy of the fund* Oversaw and supervised all matters that were related or overlapped with risk management.* Spearheaded meetings and discussions on portfolio construction, asset allocation, and factor-based investing* Communicated risk highlights to committees and board meetings* Introduced and produced factor-based risk reports of the total PRIT Fund* Conducted managers evaluation using factor-returns attribution for Small Cap Managers* Analyzed and provided feedback on investments opportunities for distressed senior secured (Fixed Income), multi-family (Private Real Estate), and re-insurance (Hedge Funds) strategies* Implemented a risk benchmark for Private Equity using Barra MSCI's PE Benchmark Implementation Tool* Collaborated with IT and Operations in efforts to streamline data management processes that impacted risk management

Boston, Massachusetts, United States

* Designed and implemented a risk management framework for quantifying, analyzing, monitoring and reporting on global and domestic portfolios* Led team responsible for the identification, quantification, analysis and oversight of investment risk in adaptive risk multi-asset allocation portfolios and fund of funds * Strategies covered: adaptive risk allocation, alternative beta, managed volatility, and adaptive alternatives* Designed customized risk reports including risk decomposition, liquidity, and stress testing reports* Weekly interaction with portfolio managers during investment meetings and quarterly risk review meetings* Represented investment risk management team to senior executives, board of directors and clients* Established strategic partnerships with research, performance, operations, and IT teams* Reviewed and commented on liquidity management and derivatives use proposed regulations* Risk management of UCITS funds Major accomplishments:* Implemented effectively a process and infrastructure to identify, analyze, monitor, and report investment risk across all asset classes: Fixed Income, Equities, and Multi-Asset. The process harmonizes and centralizes risk data from three (3) different risk systems: Blackrock Aladdin, Barra MSCI, and POINT;* Instrumental contributions in the creation of investment risk guidelines, roles and responsibilities of the investment risk process, and formation of an Investment Risk Committee Charter.

Greater Minneapolis-St. Paul Area

* Designed the overall Investment Risk Management process consisting of quantification, identification, monitoring and reporting* Reported to the Board, Investment and other key committees on relevant investment risk issues on a regular bases* Lead a team responsible for investment risk management of active portfolios within fixed income strategies such as: - Structured Assets - Investment Grade - High Yield - Bank Loans - Emerging Markets - Strategic Income - Global Developed Markets - Municipal* Improved proprietary liquidity risk model and created new liquidity reports* Oversight of Financial Derivatives Usage* Worked with risk systems such as: Blackrock Aladdin, Barclays POINT, and MSCI Barra

Boston, Massachusetts, United States

* Lead a global team responsible for the oversight, analysis and monitoring of investment risk in active and passive fixed income funds and SSgA Cash funds* Sub-assets covered: Rates, credit, high yield, municipal, sovereign debt, and multi-sector* Monitoring and risk oversight of UCITS funds* Regular risk review meetings with portfolio managers and investment teams* Stress Testing* Conducted the first Comprehensive Capital Analysis and Review (CCAR) for SSgA

Boston

* Developed a return-based risk system for emerging markets (EM) sovereign bonds in the EMBIG Diversified Index;* Built a quantitative relative-value model for pricing sovereign EM bonds using country-default-forecasts and non-default spreads from the high yield corporate bond market allowing portfolio managers to identify rich and cheap bonds;* Designed a PCA-based risk model for CDX tranches in high yield and investment grade markets resulting in traders better assessing their risk exposures;* Built and tested a tranche valuation model based on the reduced-form approach and intensity default processes. The model improved reliability in relative value trades;* Built a standard structural risk model combining term-structure based on Heath-Jarrow-Merton (HJM) model and credit quality analyzed from option-adjusted spread (OAS) values;* Constructed a customized competitor benchmark (CCBM) to reflect average holdings of all funds included in Lipper benchmarks.

Worcester, Ma

* Wrote research articles in numerical methods for stochastic PDEs and finance* Instructed classes in computational methods in financial mathematics, numerical linear algebra, mathematics and statistics

Irvine, Ca

* Wrote research articles and instructed classes in mathematics, probability and statistics;* Initiated and conducted a seminar in financial mathematics for graduate students and faculty members. Among topics covered: Binomial trees, Black-Scholes modelsand risk neutral measures

Phd, Mathematics

Dissertation titled “On Numerical Solutions of Stochastic Differential Equations". Thesis Advisor: Prof. Nicolai V. Krylov

M.S., Mathematics