Matthew M. Moore, Phd, Cfa Email & Phone Number

Cedar Park, Tx, Us

Chicago, Illinois, Us

[Quantitative Engineering & Development]Running a team that builds custom software applications and automation technology tools for the Blackstone Real Estate Debt Strategies (BREDS) and Core+ investments organizations. The team also performs bespoke quantitative analytics and manages monthly valuations for all BREDS residential whole loan investments.

San Francisco, Ca, Us

[Global Capital Markets Technology Group]Managed a team of seven direct reports maintaining a suite of proprietary and vendor software used to support the bank's West Coast foreign exchange (FX) and derivatives trading platforms. Ran and tracked multiple levels of user support for the front office trading teams as well as the back office operations teams. And, coordinated projects to expand the functionality plus increase the stability of these platforms.Architected a multi-threaded Windows service for running a FIX (Financial Information eXchange) engine written in C♯ using Entity Framework 6 for database connections. This service helps connect trades from Refinitiv Electronic Trading (RET) to the rest of the bank's back-end FX platform. Also, served as scrum-master for an Agile squad focused on enhancing the capabilities of this FIX engine to handle post-trade feeds for FX trades originating from Bloomberg and other inter-bank trading portals (e.g. 360T, Citi Velocity, BNP Cortex).Assumed the IT Tech Lead role to complete a complex 10-month project to upgrade the FX front-to-back office trading platform, which is OPICS (a Finastra product). The MUFG Union Bank instance of OPICS has extensively expanded functionality spread over 150+ proprietary DLLs written with custom code in C♯ and VB.NET, adding to the manifold complexity of this major upgrade project. The last upgrade was nearly ten years prior, so the project involved specification and rollout of new hardware along with upgrading the proprietary software components from .NET 3.0 to 4.5 and SQL Server 2008 to 2012.Served as system manager for the bank's installations of OPICS 4.4.3, Calypso v13/v16, and Refinitiv Electronic Trading (ET 2.4).

San Diego, California, Us

[Capital Markets Team & Business Intelligence Team]Built, from scratch, a suite of software for usage in structuring and analyzing asset-backed securitizations, as well as in performing ad hoc financial modeling. The software suite, written using .NET in C♯, contains desktop, console, and web application interfaces. The web application uses ASP.NET MVC framework on the server side and Angular 4 for the front-end browser user interface. Extensive support is also provided for Excel read/write capabilities.Spearheaded the start of a "Model Review" framework for the company. Major responsibilities included the compilation of a model inventory, evaluation of third-party independent reviewers, and classification of models based on risk characteristics. Organized the use of a third-party consultant to review and test complex financial software calculations.Supported a resecuritization using the aforementioned proprietary software built in .NET with C♯. Created pre-formatted Excel-based decrement tables, price-yield tables, and cash-flow waterfall reports used in tie-outs with bankers as well as offering memorandums (OMs).Reverse-engineered and implemented in C♯ the rating agency stress models used for assessing the company's securitizations. These complex stress models involved layering sequences of defaulted and delinquent cash flows as far as four layers deep. This C♯ implementation was reportedly at least 50x faster than the Excel models used by the rating agencies themselves.

New York, Ny, Us

[Financial Analytics & Modeling]Managed a team of four to five direct reports with quarterly responsibilities that included valuation and preparation of presentations for senior management concerning the Legacy Consumer Mortgage (LCM) segment, with principal balance consisting of $6.5 B in forward mortgages, $1.1 B in reverse mortgages, as well as FDIC loss sharing agreements. These finance receivables were held using ASC 310-30 and FAS 91 accounting conventions, including use of a version of FAS 91 retrospective method.Primarily responsible for development, maintenance, and quality control of CIT Bank's proprietary quantitative financial analytics software (written in C♯ 6.0 / .NET 4.5 using Entity Framework 6). This software included both web-based and WPF/MVVM desktop applications. Ran issue tracking and reporting using JIRA for managing software improvements and feature requests for the group as a whole.Directed and participated in back-end development for a single-page format loan origination web platform using Angular2, Bootstrap, and .NET Entity Framework. This application was used for preemptive calculation of risk-adjusted return of capital (RARoC) on new loans. Also implemented complex technical accounting treatments for whole loans and reverse mortgages using C♯ 6.0. These projects included computations for the present value of projected credit losses and database extraction of historical loan payment activity.Prepared and presented an internal short course on "Introduction to Loan Accounting" to help spread institutional knowledge surrounding complex technical accounting treatments for credit impaired mortgages.

New York, Ny, Us

[Forecasting & Modeling Group]Managed a team that grew to five direct reports over 2.5 years, with zero turnover, responsible for preparing quarterly valuations presentations for senior management. Helped organize and implement the technical accounting software used for pooled ASC 310-30 loans, HAMP loans held under FAS 91 accounting treatment, FAS 91 loans under the retrospective method, and FDIC loss sharing agreements under ASC 310-30 and FAS 91 conventions.Primary responsibilities included: (1) Direction, guidance, and review of work products from direct reports regarding whole loan valuations, process automation, and software development. (2) Development, maintenance, and debugging multiple aspects of CIT Bank's proprietary loan pool valuation software (written in C# 5.0 / .NET 4.5). And, (3) oversight of the group's summer internship opportunities, recruiting platform, and advanced Excel skills training.

Raleigh, North Carolina, Us

[Forecasting & Modeling Group]Managed a team of four direct reports with monthly-to-quarterly responsibilities that included valuation and preparation of presentations for senior management regarding all core portfolios from previous acquisitions composed of SFR assets and commercial loans, totaling $10 B in principal balance. These portfolios were held using ASC 310-30 accounting conventions—or at fair value—and included FDIC loss share agreements.Maintained a bank-wide interest rates database. Directed and completed a capital expense project to build a web application (using .NET and jQuery) for direct access to this database. Wrote all of the back-end .NET Entity Framework for the web application and tweaked the front end to meet design specifications. Also conducted analyses used for re-balancing the bank's largest hedging portfolio of interest rate swaps ($2.0 B notional).During the Summer of 2013, assumed partial responsibility for management and oversight of two interns pursuing masters degrees in financial engineering. Each intern worked on projects related to interest rate curve construction in the LIBOR, Treasury, and FHLB markets. Provided guidance, support, training, and suggestions to aide in the completion of these projects.

Raleigh, North Carolina, Us

Originally: [Business Acquisitions & Valuations Team]Eventually: [Forecasting & Modeling Group]Fully automated a daily interest rate risk attribution report to top bank management regarding a $6.0 B hedged portfolio of whole loans. And, assisted with QA testing, debugging, and developing code for the bank's proprietary loan pool valuation software—for example, to interface more efficiently with SQL databases.Devised a financial analysis of bank REOs (Real-Estate Owned) to reconcile accounting book values with computed net present values of future cash-flows. And, spearheaded an effort to organize, simplify, and consolidate the provision of rate-shocked cash flows to the bank's asset-liability management group.Additional responsibilities included assistance in investigation and valuation of potential acquisitions. Also maintained responsibility for running valuations on interest-rate swaps and FHLB advances for daily assessment on the effectiveness of the bank's hedging program.

Corresponded in Mandarin Chinese as a regular on-air guest-host for the show 『好男好女』. Primarily responsible for presenting perspectives on various east-west intercultural topics. Previously, helped guide sales staff to a better understanding of “Business English” by teaching a weekly course on the subject. (Chinese name: 馬孜)

Pasadena, Ca, Us

Performed research and analysis related to portfolio companies in the venture arm of Jacobs Capital Group private equity fund. Implemented updates to internal deal-flow and contacts database system in order to facilitate syndicated investment opportunities

Supported the Investment Screening Manager by running meetings in his stead and note-taking during business screenings. Led a team of six graduate students in auditing and appraisal of the funding and deal-flow process for the organization. Performed structured analysis of markets, products, and intellectual property on behalf of angel investors interested in Israeli technology startup companies in order to educate investors on the verifiable facts and better inform their investment decisions

Redwood City, Ca, Us

Responsible for downstream purification of various enzymes and production of lyophilized enzyme powder for shipment to clients. Also responsible for preliminary quality control during bioprocessing and purification of target enzymes.

Phd, Molecular Biophysics

Bs, Chemistry

Education record