Michael Jaggers-Radolf Email & Phone Number

New York, New York, United States

AASP is an indirect, wholly owned subsidiary of Apollo Management Holdings, LP. Currently AASP manages asset-backed warehouse facilities and other securitized products and structured finance assets. Such assets are primarily sourced and serviced by Atlas SP Partners. Additionally, AASP serves as the sole risk manager for Atlas SP Partners.

New York, New York, United States

I conceived three innovative portfolio management strategies by creating proprietary investment models focused on fixed income asset allocation and liquid markets alpha generation to drive discretionary investment decisions in the US credit and interest rate markets. ► Built corporate structure from the ground up, creating viable enterprise including marketing strategies, and identifying and initiating relationships with administrator, auditor, attorney, and outsourced trading partners.► Successfully systemized a fixed income asset allocation model that shifts risk exposure from credit-risky to credit-risk-free assets in response to changes in interest rates, credit spreads, and other market levels. ► Secured inaugural opportunity to use absolute return investment strategy within eight months of company’s inception.► Traded treasury futures and CDX for a new $600M AUM hedge fund, Dark Forest Technologies, generating a 4% return in the first four months, which led to the risk allocation increasing to $20M of exposure per trade.► Monitored and analyzed market trends, economic indicators, and regulatory developments to proactively identify emerging risks and adjust risk exposures accordingly.

New York, New York, United States

In this role, I combined my expertise to successfully execute the risk management strategy for the firm’s $26B investment portfolio while simultaneously leading research and business development for their $5B structured credit portfolio. My team and I worked quickly to determine the impacts on the firm’s assets due to the COVID-19 pandemic and demonstrated swift decision-making, adjusting the investment strategy based on volatile market conditions. As the portfolio’s Chief Risk Officer, I regularly presented to the executive team and board of directors.► Generated major source of income by creating $2B of floating rate structured credit investments with JPMC from specialized MBS collateral, and optimized the structure of investments, enabling the firm to hold them on its US insurance balance sheet.► Conducted end-to-end review of investment portfolio capital efficiency and made recommendation to move from fixed to floating assets to reduce inefficiencies, leading to $3B of investments in CLOs with attractive spreads.► Selected by CEO to evaluate stress calculations across the entire portfolio, leading to innovative and proprietary stress testing methodology that became a key input into JRX Capital Management’s fixed income asset allocation model.

Greenwich, Connecticut

As the head of risk monitoring, I monitored the firm’s risk appetite and tolerance levels and executed risk management practices globally to mitigate unwanted risk in the firm’s portfolios and investment strategies. I was a member of the firm’s investment team and portfolio management function and was recognized as a trusted advisor. My role expanded into a client-facing role, increasing my overall impact on the business.► Initially hired as primary risk leader for fixed income strategies, and in 12 months became a top risk advisor for the firm globally.► Facilitated launch of fixed income business and actively pursued strategies to further diversify the firm’s asset base, creating viable alternative to relying solely on equity businesses.

New York, Ny

In 2014, I was promoted to head of market risk for North American securitized products. I assumed market risk responsibilities for a $3B business including Agency MBS, Non-Agency RMBS, CMBS, and ABS. In this role, I managed highly skilled teams of financial professionals and advised the head of JPMC market risk on all risk management decisions.► Led total overhaul of risk reporting frameworks for securitized products by devising risk management plan and aligning it with the bank’s broader risk management framework.► Directed development and implementation of new VaR models, stress models, and risk management practices for improved risk monitoring and controls to provide timely and accurate assessments to executive leadership teams.

New York, Ny

I was promoted to global head of market risk for fixed income financing in 2013 and led the development through execution of risk management strategies for the $1B fixed income financing business. Highly skilled financial professionals reported to me and I managed them to guide the trade approval process including creating and monitoring risk policies, methodologies, and limits based on the firm’s risk appetite. I was the key advisor to the head of JPMC market risk on all risk management decisions.► Improved ability to understand and manage risks independently from rates risk book and advanced risk management decision-making process by recognizing fixed income financing spreads as an official and distinct asset class.► Oversaw implementation of risk models, stress testing frameworks, and risk reporting systems to deliver risk monitoring capabilities and ensured accurate and timely risk decision-making for billions of dollars in trades.

New York, Ny

As the market risk coverage lead, I revamped the USD rates risk report by redefining layouts, risk capture, and risk quantification to better represent USD rates risk across global markets. My responsibility was to direct assessment and control of market risk across the portfolio to assess the optimal allocation of risk and capital.► Mapped and applied risk metrics to all global fixed income financing collateral for the first time and distributed reports to all heads of fixed income finance trading, heads of market risk, and executive leadership team.► Gained trust and acted as key point person for analysis and integrity of risk sensitivities and measurement being taken by fixed income finance traders by significantly improving risk transparency, methodologies, and reporting capabilities.

New York, Ny

► Led credit risk exam for a foreign banking operation with an affiliate operation in the US. Conducted full review of all loan assets and downgraded one asset based on substandard loan quality, increasing capital.► Built end-to-end system to process source market risk data from Significantly Important Financial Institutions that led to the first estimates of the total market risk across these institutions in the US Financial System.

London, United Kingdom

Luton, United Kingdom

Prague, Czech Republic

Master Of International Affairs, International Economic Policy

Bachelor Of Arts, Business Economics And European History