Mark Rob Email & Phone Number

Philadelphia, Pa, Us

Cleveland, Oh, Us

New York, New York, Us

Chicago, Il, Us

Oversaw the delivery of projects related to the valuation of illiquid and complex securities, hard-to-value assets, derivative instruments, and structured products as well as services related to hedge advisory, model validation, and other advisory projectsSpecialized in the valuation of a range of complex financial instruments, including vanilla and exotic equity options (reset strike, forward start, compound, extendible, floating and fixed lookback, barrier, gap, digital, average), performance vesting units, contingent considerations (earnouts, clawbacks), commodity and energy derivatives, vanilla and complex structured fixed income instruments, interest rate derivatives (bond options, callable and puttable debt) hybrid instruments (convertible debt, convertible preferred) and other types of derivative and hedging instrumentsDeveloped a library of VBA-based algorithms to price and analyze vanilla and exotic option contracts on stocks, interest rates, commodities, hybrid, and fixed income securities − the library included closed-form, binomial and trinomial lattice, Monte Carlo simulation, and finite-difference based modelsCreated a library of VBA-based utility procedures which included functions for generating random numbers, interpolation methods, density and distribution calculations, root finding algorithms, vector operations, matrix operations, calculating historical and implied volatility and correlation, constructing and fitting interest rate curves, and computing synthetic credit ratings

Chicago, Il, Us

Performed internal reviews of opinion work performed by BDO as well as reviewed the valuation conclusions of independent third parties, which included reviewing model functionality, evaluating methodology and supporting documentation, and confirming the reasonableness of the inputs and assumptions usedDeveloped a custom Excel add-in and ribbon tab using VBA and XML, providing the end user with various automation tools used in the development of pricing models and reports Used mathematical and statistical financial models for valuing commodity based and interest rate based derivatives, such as the Black-76 model, and mean reversion models such as the Hull-White Model and the Black-Derman-Toy Model

Sydney, Nsw, Au

Covered regional banks as a sell-side equity research analyst responsible for in-depth analysis of company financials, business performance, industry & macro trends, and valuation dynamicsAided in the construction, updating, and generation of research models and research reports, utilizing data gathered from financial data platforms (Bloomberg, FactSet, SNL, and SEC filings), internal databases, various web queries, and analyst insightCoverage: PVTB, ASB, MBFI, WTFC, TCB, BANR, EVER, GWB, WAFD, INDB, BRKL, HMST, ACBI, CACB

Columbus, Oh, Us

Conducted complex financial instrument analysis using Black-Sholes, Monte Carlo simulation, and binomial lattices to value different types of derivatives and structured securities including options, warrants, and contingent consideration Designed and worked with financial models that utilized various valuation techniques, including discounted cash flow analysis, guideline public company analysis, market transaction analysis, and option-pricing valuation methods to compute both enterprise and equity value of businessesPerformed in-depth financial analysis and economic, industry, market, and competitor researchResearched client companies and gathered data pertinent to the engagement via interviews with executive management and client site visitsWrote comprehensive valuation reports to support and document opinionContributed directly to the development of proposals, presentations, and publications communicated to current and prospective clients

New York, Ny, Us

Performed process reviews with various teams in order to identify improvements aimed at increasing efficiencies via the implementation of VBA based scripts and programsDesigned, coded, tested, debugged, documented, and maintained end to end Excel based VBA programs and algorithms used by professionals across multiple teams

University Park, Pa, Us

Constructed a quantitative ranking model used to compute and analyze 164 countries debt ratings in order to assess a country’s risks in terms of capability and likelihood of receiving payment, the data can be used to determine loan decisions and pricingContributed to various research initiatives concerning emerging functional business issues

St. Petersburg, Florida, Us

Analyzed the firm’s existing financial reporting systems and recommended a new software package for branch useTrained staff on how to utilize the strengths of the new software by developing and delivering a presentationAssisted management team by generating various reports such as cash flow reports and cost analysis reports on a diverse client base with 200+ million in branch assetsAssumed responsibility of the transfer of data from the firms previous data base management system to the new system and ensured the data was transferred accurately and efficientlyAssisted in the preparation and procession of client portfolio review meetings for a client base including domestic and international executives, global education foundations, small businesses and non-profit organizations

Master Of Computer And Information Technology (Mcit), Computer Science

Post Baccalaureate Studies, Mathematics

Bachelor Of Science (B.S.), Finance