As a member of EY's CDO Transactions Team team within the Structured Finance (SF) practice, my main responsibilities included the construction of spreadsheet models to calculate waterfall payments and test collateral quality, and use the completed models to perform waterfall/collateral quality tests and issue agreed-upon-procedures (AUP).

I was a member of Ernst & Young's Derivatives Valuation Center ("DVC"). Our team provided critical valuations of complex derivative instruments to support our audit teams domestically and internationally. In addition to valuations, our team conducts FAS 157 credit valuation adjustments for OTC derivatives, as well as a multitude of other credit risk, and hedging analyses. Previously I worked on an engagement involving the mortgage servicing processes of a large commercial bank. The steep increase in a wide array of default transactions involving the nation's real estate market have caused mortgage servicing institutions to place an emphasis on these processes. As part of FRB and OCC consent orders, mortgage servicing institutions were required to improve their third-party oversight. My team and I worked with the client to implement a Third-Party Risk Management program that consisted of the on-going monitoring of over 110 default services providers, and an internal escalation process to take action on the results.

• Designed risk-control matrixes and tested the operating effectiveness of key controls in place across the organization including trading desks, operations, finance and IT.• Worked with senior management to implement a Sarbanes-Oxley readiness program in preparation for the Fund’s IPO