Michael Fox-Rabinovitz Email & Phone Number

New York, Ny, Us

New York, Ny, Us

Managing Partner of B2B firm engaged in debt collection, AR servicing and consulting specializing in carhauling and freight industries

Family office fund vehicle seeking out unique niche situations that satisfy strict safety, cash flow and operational requirements. Investment goal is to provide a stable stream of returns from high quality collateralized fixed income opportunities. Manage portfolio, credit, and investment strategy across 3 funds investing in alternative fixed income transactions, marketplace lending space and special situations. Supervise legal and accounting, as well as due diligence team. Conduct feasibility reviews of potential investments and make appropriate recommendations. Responsible for high quality niche investment opportunity sourcing through a developed and proven network of partners and qualified lead generators.  Conduct periodic reviews of on-going investment programs and recommend changes in strategy. Monitor and review program activities. Develop and implement procedures for the proper oversight and safeguarding of portfolio assets. Invest and hold advisory roles in multiple early stage opportunities across a range of industries including adtech, fintech, freight, insurance, and hardware

Leuven, Be

Capricorn Partners is a financial consulting company delivering a range of risk management, portfolio review and data analysis solutions to premier players in the financial industry Provide risk management and regulatory compliance advice, data analysis and remediation action plans to senior management of financial organizations. Key Client Engagements as Senior Consultant: Nomura - Leading creation and development of Credit Risk capture and reporting platform including review of counterparty and liquidity risk modeling, creation of management risk dashboards with key statistics and KPI and building a suite of risk explain tools to focus on, analyze and mitigate key risk factors. Citi – Coordinated remediation of regulatory requirements for non US entities including review of credit risk calculations to ensure accuracy and compliance with updated regulations such as CRDIV and Section 166 FSMAR. Advised on firm-wide initiative to manage liquidity risk and collateral for securitized products. Spearheaded elements of the LIBOR transition effort for Citi worldwide. Credit Suisse – Oversaw integration of Specific Risk and IRC frameworks into risk based capital calculations.  Bank of Montreal – Coordinated implementation of full set of Volcker metrics including all market making and proprietary trading positions, Var /SVaR, Risk Mitigated Hedging (RMH) and Covered Funds related calculations. Deutsche Bank – Oversaw development and implementation of risk dashboard monitoring positions, market and counterparty risk limits and event alerts in real time.  RBS – Coordinated development and implementation of a strategy for transitioning VaR calculations from legacy risk management and reporting systems to a new integrated platform.  JPMorgan Chase – Oversaw RWA reduction initiative preparing the firm for Basel 3 transition, reviewing and improving counterparty risk assessment frameworks, risk engine functionality, and methodologies

New York, Ny, Us

Strategic Streams allows investors to participate in an investment program that allocates to a highly diversified portfolio of electronically originated short-term high yield unsecured prime consumer and small business loans  Managed portfolio, credit, and investment strategy across 2 funds investing in marketplace lending space and special situations with over $7MM AUM. Designed and implemented a comprehensive system of data tracking and reporting. Set up investment thesis and strategy for the fund. Successfully delivered required return and capital for the 2 conservative target-date funds under management. Constructed algorithms for trade selection and portfolio rebalancing based on extensive data analysis. Built investment rules and automated the trade execution process for purchases and sales by working closely together with an outsourced developer to build, test and deploy all the necessary tools.

 Grew AUM to $500 million level by broadening existing mandates and establishing new ones  Fully responsible for managing investment portfolios on over $500MM of AUM invested in real estate, private equity transactions, structured deals and a range of alternative fixed income and third-party funds for institutional, ultra-high-net-worth and governmental clients in CIS and Central Asian markets.  Oversaw a variety of analytical and managerial duties related to planning, organizing, and directing all investment functions. Held full responsibility for defining and implementing risk management, asset allocation and investment selection frameworks for institutional, ultra high net worth and governmental clients in CIS markets. Oversaw and coordinated risk, analytical and research teams across three global offices with 25 employees conducting research and statistical analysis of a wide range of financial markets and investment strategies.

New York, New York, Us

• Served as member of Investment Policy Committee that set global investment themes and determined individual investment options for client’s portfolios. Held personal responsibility for structured products, emerging markets and commodity sectors.• Created family of model portfolios, including variations based on expected economic scenarios, risk tolerances and liquidity constraints. Developed portfolio construction methodology, risk management and performance tracking tools as well as reporting and rebalancing frameworks and requirements.• Performed portfolio allocations and made investment recommendations for ultra-high-net-worth clients with asset bases ranging from $50 million to $2 billion. Managed global team of up to 10 analysts supporting analytical, marketing and risk analysis efforts. • Developed and implemented integrated risk framework (IRF) designed to assess client’s entire wealth base, including liquid and illiquid holdings, and generate an accurate risk profile of the full portfolio. • Authored a white paper on IRF, which was published internally and distributed to the entire client base as well as to all internal private banker and counselor teams.• Created a new set of portfolio evaluation tools, including Portfolio Heat Map based on the IVaR (Incremental Value at Risk) methodology that allowed bankers and clients to quickly estimate the degree of risk the addition of a certain asset class would have on overall portfolio.• Met with clients and their families or representatives to discuss their investment objectives and needs, review current results and identify unique needs and circumstances that may exist or arise in the future that would require adjustment or rebalancing of portfolio. • Led and coordinated internal workgroup comprised of private bankers, investment counselors and the database analytics and programming team to refine and create more flexible reporting and analysis functionality.

Us

• Managed team of 15 in development and implementation of enterprise-wide market and credit-risk-management system for Perez Companc, S.A., a multibillion-dollar Argentine energy conglomerate generating annual profits of $350 million (Perez was acquired by Petrobras in 2002 for $1 billion.) • Oversaw the implementation of a firm-wide risk-management system that integrated the physical and financial assets of the corporation into a portfolio framework and produced a range of comprehensive risk reports, enabling senior management to drill down and aggregate various risks in the business. • Played key role in building software functionality that was used to deliver the project (Acurisk). Designed the specifications for various modules, including power-generation and transmission assets, natural gas production fields and storage and structured contract valuations.• Facilitated risk identification and isolation by performing extensive number of stress tests and scenario analyses on various portfolios. Calculated Value at Risk (VaR) and Cash Flow at Risk (CFaR) as well as Incremental Value at Risk (IVaR) and step-wise regressions to isolate the key risk contributors.• Led key strategic discussions with multiple clients on risk budgeting, portfolio allocations, hedging alternatives and investment decision making processes. • Improved efficiencies, increased transparency and streamlined risk reporting, monitoring and measurement.• Consulted on design and implementation of portfolio analytics, including monitoring and reporting. • Coordinated team that performed the securitization of the auto loan portfolio of Bank Soyuz in Moscow. This transaction was recognized as “EMEA Asset Backed Deal of the Year” in 2005 by International Securitization Report. • Took 2-year leave of absence to complete MBA program at Columbia Business School, which included 2 internships: Bear Stearns (fixed-income risk management ) and Auda (multi-strategy hedge fund of funds).

Analyze and monitor portfolio exposures and credit risks for a multi-strategy fund of funds investment vehicle. Prepare quarterly performance statements for investors.Work closely with the management team to identify new investments, interview potential candidates, and rebalance strategy allocations on a regular basis.

Streamlined the daily and monthly reporting and risk aggregation procedures, reduced time needed to produce the documents from 3 hours to 30 minutes. Supported the trading desks with timely risk and scenario analysis.Created a comprehensive set of risk reports for multiple fixed income derivatives desks with a focus on gamma profiles and skew vega exposures.Assisted the Global Head of Risk Management with analysis of P&L sensitivity and tracking down of possible errors and inconsistencies in the reporting and risk capture process.

Gb

• Created valuation models and risk tools for structured derivative contracts and physical assets in electricity, natural gas and crude markets for major energy companies. • Performed stress testing, scenario analysis, VAR calculations, model review and parameter estimations. Used Crystal Ball simulation software to create a dynamic model of integrated risks across companies.• Evaluated physical and financial risks in clients’ businesses.

Us

Managed a portfolio of plain vanilla and exotic energy derivatives. Responsible for design and implementation of valuation models and pricing of structured deals for trading and marketing desks.Generated over $100,000 of trading and $750,000 of origination P&L in structured products.Wrote market commentary for a weekly newsletter for over 1,000 producers and end-users.Junior trader on natural gas trading desk. Helped manage a portfolio of plain vanilla and exotic NG options on Nymex and basis locationsHelped develop a natural gas storage trading model and created trading strategies for optimizing trading around the assets and related positions

Mba, Finance

B.S, Finance