Robert Pierce Email & Phone Number

Boston, Massachusetts

Senior Risk Analyst in the Risk Analytics group at FHLB Boston. Research, design, and implement analytical techniques for measuring risk in Agency MBS & PLMBS, whole loans & MPF, pledged collateral, and member Bank financial strength. Currently helping to build within my team a new probability of default model for member banks, utilizing logistic regression and other statistical measures in R & Matlab.Model various performance metrics for the Agency MBS & whole loan portfolio. Model prepayments in various economic & interest rate scenarios. Perform option adjusted spread analysis, and estimate bond price sensitivity.Perform quantitative risk analysis on a portfolio of Private Label Mortgage Backed Securities primarily for the purpose of determining an Other Than Temporary Impairment (OTTI) on those securities. Perform general market surveillance of MBS.

Graduate School Of Management

Answered questions of both accepted students and prospective students for the Math Finance M.S. Program via emails, phone conversations, and in person meetings. Wrote a small blog about my activities at BU as a student. Also helped organize and collect information used by the Graduate Programs Office for the Math Finance Program.

Department Of Astronomy

Main tasks were class organization, grading exams and homework papers, and answering students questions outside of the Professor's lectures.

Master Of Science (M.S.), Mathematical Finance

Activities and Societies: Finance Club

Bachelor Of Science (B.S.), Physics

Activities and Societies: Running Club, Chess Club, Honors College Graduated with Honors, Magna Cum Laude, and was on the Dean's List.