Tom S. is a Managing Director at S&P Global Ratings. They is proficient in French. Colleagues describe them as "Tom is impressive in his capacity to manage a project, create a cohesive argument, and produce a tight, multi-faceted analysis to support it. He is also incredibly pleasant and funny in even the most stressful work situations. He’s a pleasure, and I miss working with him! " and "Tom is one of those rare bosses for whom it is a pleasure to work under. His unique ability to quickly resolve the most challenging hurdles without any stress saves his researchers time, makes completing tasks for him a breeze, and keeps morale high."
S&P Global Ratings
View- Website:
- pitchbook.com/credit
- Employees:
- 16
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Managing DirectorS&P Global RatingsNew York, Ny, Us -
Managing DirectorS&P Global Ratings Oct 2023 - PresentNew York, United States -
Senior Director: Global Structured Product ResearchS&P Global Ratings Sep 2015 - PresentNew York -
Senior ConsultantNera Economic Consulting 2006 - Sep 2015- Consulted on cases involving subprime ABS, CMOs, and other structured securities- Constructed ABS cash-flow models for use in expert reports- Carried out detailed event studies using market models and price inflation models- Valued exotic options using analytical, lattice, and Monte Carlo techniques- Managed cases involving put-back claims -
Vice PresidentCiti Oct 2004 - Apr 2006New York- Developed non-Agency ARM prepayment models- Contributed to monthly Agency and non-Agency strategy articles- Researched and wrote about ARMs, Option ARMs, and IOs- Provided quantitative support for the MBS trading desk- Analyzed loan-level mortgage data -
AvpCountrywide Securities Corporation Jul 2003 - Oct 2004- Developed various ARM prepayment models- Analyzed prepayment characteristics of whole loan portfolios- Tested robustness of new models- Performed ad hoc analyses of "scratch and dent," HELOC, IO, and Jumbo portfolios- Wrote research reports and documentation for ARM prepayment models- Provided analytic support for MBS strategists -
AssociateDeutsche Bank Aug 2000 - Jul 2003New York- Carried out prepayment analysis of large MBS data-sets- Analyzed statistical properties of ABS loan pools- Contributed to monthly ABS strategy pieces- Developed CMBS default models
Tom S. Education Details
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Applied Mathematics -
Math
Frequently Asked Questions about Tom S.
What company does Tom S. work for?
Tom S. works for S&p Global Ratings
What is Tom S.'s role at the current company?
Tom S.'s current role is Managing Director.
What schools did Tom S. attend?
Tom S. attended Western University, Mcgill University.
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