• Advanced forecasting of investment and financial time series. Asset allocation and Bet sizing analysis using machine learning techniques for a fund of fund operation. Project management, business analysis, data science, programming and statistical analysis. Feasibility analysis of equities fund for a largely foreign exchange fund. Analysis of Sports Forecasting and Horseracing databases and software for an entrepreneurial group. Implementation. Asset classes: equities, foreign exchange, fund of fund investment and sports forecasting. Authoring of first book in Economics, Actuarial Science and Sociology.

• Business analysis of International software vendors for Credit Risk Analysis of Businesses seeking Cashflow Insurance for Import and Export Trade. Development of the complimentary task of Product Pricing using the SAS statistical software Enterprise Guide and Enterprise Miner modules in addition to the Credit Risk Rating module for scorecarding credit risks. Liaison with underwriters and credit analysts. Development of Risk Metrics Probability of Default(PD), Loss given Default(LGD) and Exposure at Default(EAD) towards Basel II requirements. Historical Value at Risk and Conditional Value at Risk Analysis (VAR & CVAR). Customer Segmentation and Modelling, Market Research & Analysis. Use of SAS and SQL.• Design and Development of Quarterly Forecasting Report and framework using Actuarial, Credit, Economic, Financial and Investment Market data. Use of ABS, RBA, Bloomberg and two company databases totaling about 150+ variables of interest. Thereafter development of economic sector forecasting to assist Underwriters in risk abatement using the SAS Forecast Studio software product. • Development of technical reports and delivery to senior management. Liason with APRA regarding regulatory requirements. Staff training and supervision. Seminar on Industry Risk Analysis to about 40 staff. Work described by the General Manager as Excellent and “very helpful”. Two-year fixed term appointment extended 3 months

• Design & development of Bond Attribution Analysis in six months, second Custodian to do so in Australia. This involved the use of about 10 software packages most notable at the top end SAS and RIMES using the complete Global Database of Bond products totaling many thousands internationally with many millions of data points within the constituents.• Development of Nelson-Siegel Interest Rate Term Structure Modelling framework. • Development of technical report and PowerPoint presentation materials and delivery to senior Performance Analysis staff. Staff training.

• Design and implementation of the Stockbroking Quantitative Research function. Design, data collection, auditing, programming and marketing of monthly document Australian Stockmarket Statistics using the SPSS and then S-Plus statistical software. Invention of simultaneous multiple period-to-date and independent period sorted-relative-return-analyses for asset classes from stocks to sectors and country indices. Presentations to institutional and retail dealers on domestic and international desks, and to their clients being Heads of Equities, Quantitative and Risk analysts, and Heads of Investments. • Travel to America in 1996 to the Berkeley Program inaugural Finance Seminar on Behavioral Finance also entailed meetings with Director level Investment Officers at several major US Funds Management institutions. Summaries to Australian clients.• Member of Strategy Team with responsibilities such as the design and development of broker investment variable database. Work with Corporate Finance department on various ventures. • Miscellaneous articles for the Bain weekly magazine Fund Managers Digest (FMD) on the results of the Earnings Seminar, Valuation, Asset Allocation, etc.• Concept, research, management, and presentation of a seminar series summarizing Earnings research. This was done in conjunction with then Chicago & Macquarie and now Notre Dame and Tilburg University as well as UTS Finance Professor Peter Easton. Design and production of seminar folder including analysis and summaries of key papers and earnings survey design advice to superannuation funds. • Joint convener of Bain Securities seminar with the CSIRO Division of Mathematics & Statistics, Australian Royal Academy of Sciences, and Australian Mathematical Society, on Mathematical Science in the Investment/ Finance industry (November 1995). • As a Stockbroking analyst, I was rated from 1st to 4th, depending upon the specific survey, out of fields of about 10-20 during this period.