Mei Van Der Schans work email
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Mei Van Der Schans personal email
Fixed income buy-side professional with 12 years of experience investing in structured products and corporate bonds across a wide spectrum of risk mandates. Extensive background in trade idea generation, portfolio construction and management, independent research and development of statistical models. Well versed with the capital markets in a trading capacity and in advanced financial risk management tools and concepts.
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Portfolio Manager, Abs/Rmbs, Credit PortfoliosNational Australia Bank Sep 2011 - Mar 2016New York, NySenior portfolio manager to the bank’s A$5 billion AAA-rated ABS and RMBS investments in the Sydney and New York offices. Manage the portfolios to meet return hurdles, concentration limits, credit and market risks. Oversee aspects of the investment process, including relative value and trade idea generation, issuer due diligence, drafting and presenting investment rationales to internal credit committees, trade selection and execution. Identify new sectors suitable for investment within pre-defined risk parameters. Work closely with risk, regulatory, finance, and operational functions. -
Director, Specialized Group Assets (Risk)National Australia Bank Jul 2008 - Sep 2011New York, NyLead the team responsible for producing proprietary pricing and risk analytics on the bank’s $8 billion non-core ABS exposures in the New York and London based asset-backed commercial paper conduits. Assets under my purview included US non-agency RMBS (subprime, Alt-A/B, jumbos), UK RMBS, CLOs, CMBS, and ABS backed by auto loans, credit cards, student loans, aircraft, cell tower and shipping containers.
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Associate Director, SecuritizationNational Australia Bank Jul 2007 - Jul 2008New York, NyResponsible for developing a monitoring platform for the bank's US asset-backed commercial paper conduit program. Researched and developed the loan-level mortgage credit model integral to the bank’s valuation and July 2008 provisioning of the ABS CDO exposures.
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Credit Analyst/TraderNibc Bank Mar 2004 - Jun 2007Greenwich, CtPart of a 3-person team managing a $500 million total return book comprised of US non-investment grade bonds and CLO mezzanine and equity tranches. Conducted fund manager due diligence and helped to establish an internal manager ratings system. Designed the loan-level surveillance platform to track correlation across CLO investments. Built and managed a proprietary stochastic pricing model for CDO tranches. -
Assistant Economist, Research And Market Analysis Group - Domestic BankingFederal Reserve Bank Of New York Jul 2001 - Aug 2003New York, NyAssisted senior economist Til Schuermann’s work on developing methods to quantify credit risk in corporate bond portfolios. Responsible for building the mathematical models, data analysis and back-testing of results.Prepared “Loss Severity” (2002), a presentation on loss given default for a Federal Reserve System-wide assessment of an Internal Ratings Based ("IRB") approach that would ultimately become a key policy change in the new Basel II Accord. -
Research Associate, Research And Market Analysis Group - Domestic BankingFederal Reserve Bank Of New York Jul 2000 - Jul 2001New York, NySupported the empirical research of senior economists specializing in policies and issues pertinent to the US banking sector. Collate and publish periodic Beige Book (2nd District). Key skills: econometrics, statistics, data analysis, database management.
Mei Van Der Schans Skills
Mei Van Der Schans Education Details
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Economics, Mathematics
Frequently Asked Questions about Mei Van Der Schans
What is Mei Van Der Schans's role at the current company?
Mei Van Der Schans's current role is Fixed Income Investment Manager.
What is Mei Van Der Schans's email address?
Mei Van Der Schans's email address is me****@****.com.au
What schools did Mei Van Der Schans attend?
Mei Van Der Schans attended Wellesley College.
What skills is Mei Van Der Schans known for?
Mei Van Der Schans has skills like Structured Finance, Portfolio Management, Banking, Valuation, Credit Risk, Investments, Asset Management, Abs, Fixed Income, Cdo, Due Diligence, Mbs.
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