The 360o View of Computational Quantitative Risk Management™
Who's Who in America®
Portfolio of Global CxO Research & Practice Leadership
• Recent Wall Street Top Investment Bank Project Leaderships of Risk Modeling & Risk Management for Banks with $1 Trillion AUM such as JP Morgan Private Bank Multi-Asset Portfolio Fund of Funds with $500-600 Billion AUM, and, a Goldman Sachs Alumnus' Asset Management Firm with $400-500 Billion AUM in Midtown Manhattan.
Models, Asset Classes, Derivatives:
- Liquidity Risk, Market Risk, Credit Risk, Interest Rates, Equity, Fixed Income, Bonds.
- Equities, Bonds, Currencies, Commodities, Hedge Funds, Alternative Investments.
- Discrete & Continuous: Credit, Equity, Fixed Income, Interest Rates, Bonds, ABS, MBS.
• 15-year Post-PhD Statistical Modeling & Analysis Research recognized among 'exemplars' of 'considerable impact on actual practice' such as Black-Scholes & Harry Markowitz, AACSB International Impact of Research Report. Impact evident in US Federal Reserve & OCC Model Risk guidance: SR11-7 & OCC 2011-12.
• Founder, Risk Analytics Ventures with clients & patrons such as Goldman Sachs, Google, IBM, Intel, Microsoft, Harvard. Executive Education Faculty: Carnegie Mellon & Kellogg. Associate Professor & Assistant Professor of Quantitative Methods, Syracuse University.
• Prior Banking & Finance Analytical & Modeling Project Leaderships for Bank of America, Las Vegas; Crédit Agricole Corporate and Investment Bank, Hong Kong; Wells Fargo.
• 20-year experience in data analysis tools, data sources, analysis queries and procedures applied using SPSS, SAS, MATLAB, AMOS, PLS, LISREL, C++, MS-Excel, VBA, Bloomberg, etc.
• 20-year experience in Statistics, Probability, Econometrics & Quantitative Finance: Regressions, Structural Equations, VaR, ES, EVT, ARCH/GARCH, Algorithms, Cryptography, Bayesian Inference, Markov Chain Monte Carlo.
• Top Risk Management, Risk Modeling, Controls Credentials:
Top-10 Quantitative PhD Double Doctorate
- Quantitative Risk Management
- Quantitative Risk Modeling
Top-14 MS Quantitative Finance
MS Computer Science: Computational Finance
MBA Quantitative Economics
CISSP, CISA, CEH.
Recent Wall Street Investment Bank Projects
• Project Manager, JP Morgan Private Bank Portfolio Construction & Optimization Liquidity Assessment Framework: Supervisor & Mentor: JP Morgan Top Leadership Executive Director featured in Harvard Case Study on JP Morgan Global Financial Crisis Risk Management Top-4 Team.
• Project Manager, High Frequency Econometric Modeling of Co-integrated Time Series and Analysis of 400 Trading Strategies: Mentor: Top Wall Street SVP Hedge Fund Manager with Top Wall Street Investment Banks & Harvard University Computer Scientist and Mathematician Alumnus at Goldman Sachs Alumnus’ Asset Management Firm.
• Led global Banking & Finance Venture Capital projects in Investment Management, Trading & Retail Banking on Quantitative Finance, Liquidity Risk Modeling, Market Risk Modeling, Credit Risk Modeling, Financial Econometrics, Financial Programming, Large-Scale Data Modeling, Interest Rate Derivatives, Fixed Income & Equity Portfolio Modeling with SAS, MATLAB, C++, MS-Excel, VBA, Bloomberg.
• Selected for inclusion among worldwide leaders and achievers from both the United States and around the world in:
Marquis Who's Who in America®
Marquis Who's Who in the World®
Marquis Who's Who in Finance & Industry®
Marquis Who's Who in Science & Engineering®.