1. ALUN WYN-JONES
New York, NY 10024 • Cell: +1 845-853-6016• awynjones@gmail.com
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CCAR, PD, LGD, Stress-testing, economic capital, VaR, fundamentals
PwC, KPMG, Thomson Financial, and Goldman Sachs.
2012-Present Mathematical Models, Inc. New York, NY
Owner
• Contractor to a regional bank holding company
- Validations and documentation for CCAR submissions of
 Equipment lease portfolio (PD model)
 Agricultural portfolio (PD model)
 Automobile loan portfolio (PD model)
 Contruction loan portfolio (LGD model)
• Contractor to a top consultancy on portfolio risk
management.
- Developed a structural model to manage portfolio risk
 Multifactor, structural, parameter-defined model
 Factors can be index series and/or economic
indicators
 Portfolio loss distribution
 VaR and EC at any confidence level
 Stress testing
 Risk aggregation
 Risk allocation
- Wrote matrix package for a new analytics library
2008-2012 KPMG London, UK
Quantitative Analyst and Correlation Model Specialist
• Served from its inception on the Credit Portfolio
Management team.
• Designed, specified, procured, coded and tested a prototype
correlation model for credit portfolio risk management.
• Advised on vendor selection, designed and wrote the
correlation database, implemented the model, and aided in final
testing.
• Implemented an improved correlation model at a major bank
to manage a very large corporate loan and bond portfolio.
• Calibrated and thoroughly checked the correlation model
before hand-over to the client.
2006-2008 Freeborders New York, NY
Software Development Manager
• Managed software development team in China.
• Maintained code shared with Google Spreadsheets.

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• Managed development of XL2Web product which translated
Excel spreadsheets into Java web pages.
• Promoted product use by New York major banks.
2003-2006 Beyond Data New York, NY
Partner, Technology Analyst
• Participated in business startup providing data integration
services to Wall Street.
• Wrote prototype in Java/Swing to demonstrate proof of
concept to venture capitalists

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2002-2003 Thomson Financial New York, NY
Independent Business & Technical Consultant
• Planned and implemented integration of data produced by
various Thomson divisions.
• Rationalized data acquisition, validation, and referential
integrity.
• Interviewed over 20 senior managers and other
professionals throughout Thomson.
• Designed a new database to reorient data services toward
client needs and wrote a detailed report recommending the new
design.
• Initiated thorough quality check on SDC data.
• Integrated recently acquired SDC data into the Thomson
database.
2001-2002 FirstRain Inc. New York, NY
Database Developer
• Designed and wrote a database to support web-scraping
product.
• Oversaw offshore development.
2000-2001 MaMaMedia New York, NY
Database Developer
• Designed and developed a clickstream data warehouse to
capture, organize and store upwards of a terabyte of daily data
generated by company’s website.
1994-2000 Goldman Sachs & Co., Mergers & Acquisitions New York, NY
Independent Consultant
• Performed general duties connected with planning, software
and database design, development, proposals, outsourcing,
programming, and maintenance in support of market data
warehousing.
• Proposed designed and headed a project to develop client-
server system to process and scan incoming market data and to
automatically identify companies or securities to which the data
pertained. The system operated with and maintained over a dozen
installed databases residing on multiple machines worldwide.
• Served as internal consultant to the group chief.
• Acted as sole developer and architect of three large new
market data loads and several smaller loads.
• Rewrote a real-time system for reporting interest and swap
rates.
• Arranged, scheduled and designed Y2K testing and
transition for divisional data feeds.

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EDUCATION
Courant Institute, NYU Advanced graduate courses in mathematics
Imperial College, London Attended graduate courses in physics
University College, London MSc in Solid State Physics & Electronic Engineering
University of Manchester BSc in Mathematics
PUBLICATIONS
August 2012 “Presimplifiable and Cyclic Group Rings” with Manuel Ghanern &
Hassan Al-Ezeh, Communications in Algebra, 40:8, 3036-3046,
August 2012
PROFESSIONAL MEMBERSHIPS
• American Mathematical Society (AMS)
• Mathematical Association of America (MAA)
• American Association for The Advancement of Science
(AAAS)