Randy Lampert Email & Phone Number

New York, New York, United States

New York, New York

Develop financial models, including discounted cash flow and trading comparables, as well as due-diligence materials for potential financial institution investments including US and European banks, insurance companies, and specialty finance firmsCreated valuation models for bespoke transactions including, Subprime ABS, Distressed Corporate Debt, Medical Royalty Debt Financing, Music Royalty Securitization, and Reinsurance/Insurance transactions including stress analysis Participated in private equity transactions, including the development of financial models, due diligence sessions, and investment committee meetings Supported Financial Institution Group portfolio companies and investments including the following areas:• Identified tactical and strategic Cost Savings opportunities through data analysis, comparables, and discussions with senior management at the portfolio company and operating executives• Provided analysis of key constraints within Capital and Liquidity and presented possible remediations/opportunities which could result in potential earnings uplift • Reviewed Know-Your-Customer (KYC) rules and procedures and benchmarked them against other firms to help streamline current procedures while also determining if any deficiencies existed

Greater New York City Area

Managed development of wholesale loan portfolio credit rating scorecards for large regional bank for use in credit grading and risk management Managed review of ERM framework of large non-profit including interviews with analogue organizations to develop a long term plan for risk management as well as tactical suggestions to improve risk coverageDeveloped challenger retail loan level mortgage time-series model for $20 billion dollar runoff portfolio for global bank for use in stress testing such as CCAR and DFASTDesigned and piloted risk identification process for a US subsidiary of a large foreign bankCreated framework for stress testing of domestic electric energy portfolio at large banking subsidiary including development of coal price , power demand, and supply stack models for individual ISO regionsAssisted in running of CCAR scenarios for regional bank including, performed cleanup of retail loss forecasting tools and redeveloped logic/improved efficiency on existing forecasting tools and created documentation for newly developed toolsDeveloped and implemented challenger C&I, CRE portfolio challenger models and developed, updated and redeveloped loss model implementation tool for PD, LGD and EAD for a US subsidiary of a large foreign bankReviewed and validated regional bank’s new C&I model and provided support for capital plan submission Provided PMO support to US subsidiary of a large foreign bank, developed plan for remediation of MRA/MRIAS, created workstream charters for CCAR and performed ROPE GAP analysis

Greater New York City Area

Manage team of three associates and analysts whose responsibilities are producing 175 daily and 400 monthly clearance, execution and interest reports which are used by the sales teams, senior management and controllers for reconciliation, forecasting and other analytics of balances and incomes through the use of VBA, SAS and mainframe datasets.Produce monthly regulatory reporting data including 15c3 capital balancesCreated database for applying investment bank treasury transfer pricing adjustments and transfer pricing reports for senior management and sales teamsResponsible for client MIS reporting for Broker Dealer, Prime Brokerage and Fixed Income sales teams and senior managementProduce daily, weekly, and monthly firm funding reports for senior management and regulatory reportingCreated new database structures for client MIS and INTL reporting in order to deal with space constraints related to MS Access size issues which would have prevented the ability to have 12 months of reportingUpdated Lookback database for monitoring prime brokerage client funding agreements to include additional funding methods including long market value and other methods based on the requirements of the Client Funding teamsCurrent projects include producing simplified solution for 4521 FINRA reporting and Margin Debit reporting for the SECMoody’s

Greater New York City Area

Researched and wrote an analysis of bankruptcy liquidation by analyzing historic recovery information in the Moody’s Proprietary Ultimate Recovery DatabaseAnalyzed ultimate recovery of prepetition capital structures of defaulted non-financial corporate debt issuers using SEC documents, corporate press releases, Factiva, Bloomberg, Markit Loans, and BloombergExamined bankruptcy court documents to obtain recovery methodology of distressed debt instruments for Moody's proprietary Ultimate Recovery Database resulting in published special market commentariesVerified accuracy of Moody’s Loss Given Default Ratings by analyzing historic data from the Ultimate Recovery Database proving greater than 80% improvement over a historical dummy model Improved internal reporting tool for country and regional managers by automating data input, analysis and reporting through Excel VBA macrosAssisted in publishing of 15 reports by identifying and analyzing special topics for Moody's B3 Negative list of United States corporate debt issuers including a quarterly published analysis of the distressed and high-yield issuers and published special market commentariesResponsible for confidential research projects for internal studies and publications as well as external client confidential requestsIdentified targets for Latin American Client outreach and business development utilizing Bloomberg, Salesforce.com and internal databases

Traded NYSE equities utilizing techniques including as breakout, momentum, swing, and market arbitrage methodsDeveloped optimal trade strategies by analyzing intraday, daily, and weekly historical market data with visual pattern recognitionCreated customized stock specific trading signals with data mining and modeling techniquesPresent, discuss, and reviewed trade ideas at daily and weekly meetings for market implementationReported to management daily and monthly trading performance on customized automated system with use of VBA macros

Cartersville, Ga

I was an intern in the metallurgical lab.

Masters Of Science, Quantitative And Computational Finance

Activities and Societies: GT Crew

Bachelor Of Science, Material Science And Engineering

Education record