Paul Meier Email & Phone Number

Greater Minneapolis-St. Paul Area

• Provide quantitative solutions for analyzing and pricing various derivatives (such as swaps/swaptions, FX options, MSR and CVA).• Provide quantitative analysis and research including; time-series analysis, VaR modeling, ROE and cash-flow modeling.• Analysis and oversight for MSR and Pipeline portfolios.

Greater Minneapolis-St. Paul Area

• Reviewed and analyzed the investment portfolio (both AFS and HTM securities) in light of balance sheet and liquidity requirements.• Expanded our continuous monitoring activities for the USB Home Mortgage – Mortgage Servicing Rights (MSR) and pipeline portfolios.• Provided oversight and assessment of USB’s Market Risk, Interest Rate Risk and Liquidity Risk management functions.

Greater Minneapolis-St. Paul Area

• Quantitative analysis of credit risk, including developing complex economic capital and credit loss models to support bank-wide CCAR and DFAST stress testing.• Developed Probability of Default, Loss Given Default and Exposure at Default models for wholesale portfolios with respect to Capital and Risk Weighted Asset calculations to comply with Basel II Advanced Internal Ratings Based (A-IRB) standards.• Utilized SAS/SQL to perform statistical analysis of credit portfolios.

Greater New York City Area

• Specialist in fixed-income analytics including MBS/CMBS, corporate and hi-yield bonds, Credit Default Swaps and Credit Value Adjustment (CVA).• Worked with clients to create cash flow and prepayment assumptions for use with Bloomberg analytics.• Built models, analytics and valuation spreadsheets utilizing Bloomberg’s API (Application Programming Interface) within Microsoft Excel.

• Valuation and analysis of real estate assets for investment acquisition (including investment property and securities such as REITs).• Built financial models on each investment proposal detailing cash flows and intrinsic value on an individual basis as well as in relation to market comparables.

Greater New York City Area

• Priced derivatives including MBS, CVA, OTC options, swaps and swaptions for Treasury/ALM.• Developed methodology for risk measurement, valuation and reporting.• Risk oversight for proprietary trading desk.• Implementation/testing of Algorithmics risk management system.

Greater New York City Area

• Portfolio Manager and Risk Manager for start-up Hedge Fund. Securities traded included equities, options and convertible securities.• Developed valuation models to better understand credit metrics of portfolio companies on both a GAAP and Non-GAAP basis.• Strategies included long/short, yield enhancement, hedged positions and arbitrage.• Extensive use of options for hedging and risk minimization.

Greater New York City Area

• Trading, research and risk management for a $300MM+ Hedge Fund.• Traded options overlay strategy to hedge global macro futures portfolio.• Traded currency-specific program that focused on the G-7 currencies.• Responsible for updating/maintaining trading models and researching/developing new quantitative trading strategies.• Traded interest-rate, currency, metal and energy futures and options on behalf of individually-managed customer accounts and funds.

Greater New York City Area

• Worked closely with market risk managers in order to develop risk management methodologies for the fixed-income, MBS, currency, emerging markets, equity derivatives, MSR and interest-rate derivatives books.• Involved with quantitative development of MSR valuation using static DCF analysis.• Involvement in quantitative development of Value-at-Risk (VaR), stress-testing and volatility/correlation matrix.

Greater New York City Area

• Performed assessment of a major mortgage investment company, focusing on NII, NIM, risk management and hedging methodologies for mortgage securities and MSR portfolio.• Reviewed a Mexican bank with interest-rate, currency and equity exposure, focusing on risk management, measurement and reporting.• Member of team that validated VaR and term-structure models.

• Constructed multi-advisor commodity trading portfolios (both for proprietary funds and external funds management business).• Developed analytic applications such as Monte Carlo and trading simulations.• Researched and analyzed drawdown characteristics, returns attribution, VaR, leverage structure, correlations and hedging strategies to support portfolio construction and trader evaluation.

Mba, Finance

Summer Internship: Goldman Sachs

Bachelor'S Degree, Finance, Economics, Written Composition