Chief Risk Officer
Structured Portfolio Management (Spm)
SPM was a multi-billion dollar AUM alternative asset manager with a 20-year track record investing in fixed income, focused on the housing markets and mortgage-backed securities, employing investment and risk management strategies based on proprietary models of borrower behavior under varying macro-economic conditions. Led firm-wide risk management, quantitative analysis and modeling, data analytics, information technology and software development. Developed risk methodologies and investor reports, ran large-scale calculations, performed return and risk attributions, set and monitored risk guidelines, conducted research on new investment ideas. Hands-on manager of a team of physicists, mathematicians, computer scientists and economists.