Managing my personal investment portfolio

Senior Derivatives trader with responsibility of swap, futures, currencies, and options backing Variable Annuity portfolios Portfolio management of derivative portfolios hedging Variable Annuities and Equity Indexed Annuities Hedging annuities' equity risk, interest rate risk, and options risk Oversight of the execution of daily delta hedging program covering multiple products, indicies, and currencies Execution of Equity Futures, Equity Total Return Swaps, Equity Fixed Strike Options, Variance Swaps, Interest Rate Swaps, Bond Futures, and Currency Forwards Migration of interest rate hedging from interest rate swaps to bond futures for better economics Mentoring Junior Derivatives Traders

Senior Derivatives Portfolio Manager with portfolio management and trading responsibility for corporate risk management and mutual fund equity overlay Portfolio management of Alpha Opportunity (SAOAX) public mutual fund and variable annuity fund Development and management of the corporate equity income hedge Development of a stochastic corporate income simulation model Development of three factor stochastic yield curve simulation model Development of an integrated econometric and multiple asset class stochastic simulation models Development of a multi-tranch CDO stochastic simulation model Development of institutional fixed rate liability pricing models Development of Cost of Capital methodology Development of methodology to estimate rich/cheapness of asset risks (equity, duration, convexity, credit, volatility)  Coordination of investment backing fixed rate liabilities Member of Risk Management, Investment, and Interest Rate Crediting committees

Senior Derivatives Portfolio Manager with portfolio management and trading responsibility of swap, future, and options portfolios Portfolio management of derivatives backing several equity linked annuities & long dated S&P500 call options Portfolio management of derivatives for investment portfolio duration and convexity management Development of an integrated stochastic simulation model of assets and liabilities Pricing of complex derivative structures Advising and execution of corporate asset/liability management Assisting in the development of new products Development of real-time models to determine supportable “new money” rates CBO and structured asset investment

Head of Financial Engineering department with responsibility for developing and implementing analytical pricing modelsfor fundamental valuation, mark to market valuation, risk “Greeks” characterization, and hedging Development of stochastic models for daily power, hourly strike power, spread, & ratchet options Development of a model to generate stochastic electric load distributions Development of a method to estimate the value of the implied optionality of full requirements transactions Implementation of Value-at-Risk

Senior Derivatives Portfolio Manager with portfolio management and trading responsibility of swap, future, and options portfolios Portfolio management of $10 billion interest rate swap, futures, and options portfolios Portfolio management of derivatives portfolio backing $700 million S&P500 total rate of return liability Portfolio management of derivatives and cash portfolio backing an equity linked annuity Management oversight of $500 million short term cash portfolio Development of models to price complex asset, liability, and derivative structures Hedging interest rate risk of an actively managed bond portfolio Advising and execution of corporate asset/liability management Measuring and managing counterparty credit exposure

Project Manager of Corporate Finance  Managed $600 million Medium Term Note programs, $50 million Auction Preferred Stock issue,and $100 million Adjustable Rate Preferred Stock issue Development and maintenance of 5-year Capital Forecast model Modeling and analysis of competitors

Financial Analyst, Investment Planning and Administration / Corporate Planning Asset/Liability analysis Investment income and asset forecasting (short & intermediate term) Prepayment and call forecasting Analysis of the effect of capitalization on subsidiary performance Analysis and interpretation of performance of subsidiaries for senior corporate management Forecast of subsidiaries’ earnings Development of new analytical tools for measuring subsidiary performance

Strategic Marketing Engineer; Programmable Products Division (Semiconductor Group) Financial analysis of investment projects Decision support on product development and withdrawal  Market modeling and analysis of component and end-equipment markets Intermediate and long-range financial planning Manufacturing cost analysis and capacity planning Marketing responsibility for digital signal processor (DSP) product line to major telecommunications accounts  Technical presentations to engineers and managers of client companies