Robert Roseman

Robert Roseman Email and Phone Number

Sr. Director @ Standard & Poor's
Weston, CT, US
Robert Roseman's Location
Weston, Connecticut, United States, United States
Robert Roseman's Contact Details
About Robert Roseman

Risk management professional with experience in measuring & managing market, credit, liquidity & counterparty risk, asset-liability management, designing risk based capital models, collateral management & securities financing.Specialties: •Measurement and management of interest rate risk •Modeling credit VaR using stochastic simulations•Liquidity stress testing •Analysis of collateral margins based on interest rate, equity, & hedge fund volatility•Designing models to determine economic capital for credit & market risks•Managing, analyzing & modeling fixed income portfolios. •Management of securities lending and repurchase agreement businesses•Counterparty credit analysis •Rating agency relationship management

Robert Roseman's Current Company Details
Standard & Poor's

Standard & Poor'S

View
Sr. Director
Weston, CT, US
Website:
pitchbook.com/credit
Employees:
16
Robert Roseman Work Experience Details
  • Standard & Poor'S
    Sr. Director
    Standard & Poor'S
    Weston, Ct, Us
    View
  • Standard & Poor'S
    Sr. Director
    Standard & Poor'S 1997 - Present
    New York, New York
    Manage group that measures and monitors market, credit, and liquidity risks relating to insurance company fixed annuity, variable annuity, MTN, GIC, securities lending and OTC derivative businesses. Assign ratings on derivative product counterparties & structured operating companies.
    View
  • Ambac Capital Funding, Inc.,
    Managing Director
    Ambac Capital Funding, Inc., 1992 - 1997
    Westport, Connecticut
    Started & managed multi-billion dollar business that generated spread income by originating GICs, long term repurchase agreements and securities lending to create funding for fixed income securities. Directed asset-liability and interest rate risk management, portfolio management, origination and operations.
  • Sanwa Financial Products Co., Lp
    Senior Vp
    Sanwa Financial Products Co., Lp 1990 - 1992
    New York, New York
    Managed multi-$billion GIC and repurchase agreement business for OTC derivative product dealer subsidiary of bank. Originated GICs, repurchase agreements and securities lending transactions, negotiated financing agreements, managed fixed income portfolio and managed interest rate risk using exchange traded and OTC derivatives. Managed liquidity and optimized collateral posting based on projected cash flows and posting requirements.
  • Donaldson Lufkin & Jenrette, Inc.
    Vice President
    Donaldson Lufkin & Jenrette, Inc. 1988 - 1990
    New York, New York
    Priced long term repurchase agreements and securities financing. Managed collateral and portfolio of MBS and U.S Government fixed income securities. Analyzed and mitigated exposure to interest rate risk. Simulated net investment income and spread earnings for financing portfolio under alternative rate scenarios. Structured portfolios of fixed income securities and recommended strategies to institutional clients
  • Smith Barney, Harris Upham & Co., Inc.
    Associate
    Smith Barney, Harris Upham & Co., Inc. 1986 - 1988
    New York, New York
    Structured portfolios of U.S. Government and corporate fixed income securities to optimize cash flow match with specified liabilities. Financed bond positions and covered “shorts” and “fails” with financing desk. Sold U.S. Government securities and money market instruments to institutional accounts
  • Matthews & Wright, Inc.,
    Associate
    Matthews & Wright, Inc., 1984 - 1986
    New York, New York
    Provided analytical support for public finance group specializing in the structuring and private placement of new issue and refinanced municipal revenue bond issues. Determined optimal structures to minimize issuer financing costs and meet investor criteria

Robert Roseman Skills

Fixed Income Derivatives Equities Hedge Funds Credit Analysis Credit Derivatives Enterprise Risk Management Interest Rate Risk Management Var Counterparty Risk Economic Capital Ratings Stress Testing Alm Collateral Management Securities Lending Raroc Repos Annuities Risk Modelling Scenario Analysis Backtesting

Robert Roseman Education Details

  • State University Of New York At Albany
    State University Of New York At Albany
    Finance

Frequently Asked Questions about Robert Roseman

What company does Robert Roseman work for?

Robert Roseman works for Standard & Poor's

What is Robert Roseman's role at the current company?

Robert Roseman's current role is Sr. Director.

What is Robert Roseman's email address?

Robert Roseman's email address is ro****@****ors.com

What is Robert Roseman's direct phone number?

Robert Roseman's direct phone number is +1.212.438*****

What schools did Robert Roseman attend?

Robert Roseman attended State University Of New York At Albany.

What skills is Robert Roseman known for?

Robert Roseman has skills like Fixed Income, Derivatives, Equities, Hedge Funds, Credit Analysis, Credit Derivatives, Enterprise Risk Management, Interest Rate Risk Management, Var, Counterparty Risk, Economic Capital, Ratings.

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