Product design, valuation & analytical tools for secondary transactions in private equtiy

Equity valuation for M&A, valuation & modelling for complex financial instruments for financial reporting and transaction purposes. Consulting projects for financial institutions for IFRS9 implementation

Quantitative Advisory Services, Traded Products and Risk Capital• model validations for the Federal Reserve Board (FRB) Comprehensive Capital Analysis and Review (CCAR) exam• testing and sensitivity analysis under CCAR GMS (Global Market Shock) scenarios• model risk management policy, governance and controls based on the Federal Reserve Supervisory Guidance on Model Risk Governance (SR 11-7) and industry best practicesDerivative Valuation Center, Quantitative Advisory Services• Valued derivatives across equity, fixed income, foreign exchange for banks, hedge funds, and asset management firms• Performed calculations of Non-Performance Risk on transaction and portfolio basis• Performed initial, prospective and retrospective hedge effectiveness testing and ineffectiveness measurement per FAS 133 requirements using various valuation models and regression analysis• Utilized valuation models including Bloomberg, FINCAD, Numerix, and SuperDerivatives in addition to independently-developed models.Business Advisor Program, Financial Services Office• Review of client's methodology, policy & procedures, and testing documentation on collaterals and CVA in comparison with the Basel III Final Rule and industry standard• Assessment of client's firm-wide readiness to go-live on Basel III standards• Project management for a large scale counter-party credit exposure calculation & reporting program of 10 ongoing projects for 180+ resources