Mark Lamb Email & Phone Number

Louisville, Kentucky Area

Managing my personal investment portfolio

Louisville, Kentucky Area

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

Topeka, Kansas Area

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

Louisville, Kentucky Area

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

Louisville, Kentucky Area

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

Louisville, Kentucky Area

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

Louisville, Kentucky Area

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

Houston, Texas Area

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

Houston, Texas Area

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

Mba, Finance

BS in Engineering Physics (Summa Cum Laude); MBA Student Ambassador; Student Government Senator; Student Activities Board Representative.

Bs, Engineering Physics

Activities and Societies: Student Ambassador; Student Government - Senate; Student Government - Student Activities Board; Pi Kappa.