Rafael Love is a quantitatively-driven bank professional with 9 years of experience in financial risk modeling and management at the Federal Home Loan Banks of San Francisco and Atlanta. He has skills in Excel modeling, VBA, and risk analytics. Currently he leads market risk modeling and reporting at the Federal Home Loan Bank of San Francisco, where he automates processes, creates risk reports, and participates in stress testing. He holds an M.S. in Quantitative and Computational Finance from Georgia Tech and a B.S. in Engineering Physics.
Rafael Love is a quantitatively-driven bank professional with 9 years of experience in financial risk modeling and management at the Federal Home Loan Banks of San Francisco and Atlanta. He has skills in Excel, VBA, risk reporting, asset-liability management, and model development. Rafael holds an M.S. in Quantitative and Computational Finance from Georgia Tech and a B.S. in Engineering Physics from Embry-Riddle Aeronautical University.
This document is a resume for Yicong Zhu summarizing his education and qualifications. He received a B.A. in Economics from Fudan University and is currently pursuing an M.S. in Statistics at the University of Virginia. His skills include data analysis with R, MATLAB, Python, SAS and SQL. He has internship experience in data analysis, valuation modeling, and sales analysis. His academic research projects involve insurance pricing, diabetes biomarker detection, wine quality analysis, and determinants of divorce rates.
Yuliya An is seeking a position that utilizes her extensive experience in market research, business development analysis, and logistics management. She has over 10 years of experience at Mediterranean Shipping Company, where she contributed to increased revenues and forged long-term customer relationships. Her skills include data analysis, forecasting, planning, project management, and ensuring regulatory compliance. She has a Bachelor's degree in Business Administration and a Master's degree in Philology.
Johnny Carter is a senior at the Academy of Art University studying Music Production and Sound Design for Visual Media. He is expected to graduate in June 2017. He was a track and field star in high school and college, holding several state and national titles and records in long and triple jump. He has committed many hours to his track teams through practices, meets, and mentoring younger athletes. After graduation, he hopes to work in music production while continuing his involvement in athletics.
Scott C. Johnson has extensive experience as an international journalist and author. He has held senior roles with major publications like The Hollywood Reporter, Newsweek, and the Oakland Tribune. His areas of reporting expertise include Africa, Iraq, Afghanistan, Latin America, and violence in Oakland communities. He speaks French and Spanish, and has received several awards for his investigative and crime reporting.
Sophia Larriva graduated from UCSB with degrees in biopsychology and dance. She seeks employment applying her education in neuroscience and healthcare to benefit an organization and community. She has research experience analyzing brain imaging data and maintaining professionalism with students. Additionally, she has certifications as an EMT and skills in communication, customer service, and Microsoft Office. Her experience includes coordinating research studies, supervising employees as a shift supervisor, teaching construction skills to volunteers, coordinating camp activities for children, and volunteering in clinical settings.
Michael Aguilera is seeking a career opportunity in environmental field utilizing his GIS skills. He has a B.S. in environmental science from Saint Mary's College and is pursuing an A.S. in GIS from Diablo Valley College. He has over 2 years of experience as a GIS technician at Frontline Energy Services and Tetra Tech performing tasks like aerial patrol observations, database management, map creation, and data analysis in programs such as ArcGIS, AutoCAD, and ERDAS. He is proficient in various software, field work, and technical writing.
This document provides the rules and questions for the finals of the Saarang SpEnt Quiz held on January 11, 2014. It consists of 4 dry rounds with 10 multiple choice questions each, with theme rounds interspersed. Points are awarded/deducted for correct/incorrect answers. The questions cover topics like Pokemon, movies, sports, literature and more. Intentional blank slides are included between questions.
Rafael Love is a quantitatively-driven bank professional with 9 years of experience in financial risk modeling and management at the Federal Home Loan Banks of San Francisco and Atlanta. He has skills in Excel, VBA, risk reporting, asset-liability management, and model development. Rafael holds an M.S. in Quantitative and Computational Finance from Georgia Tech and a B.S. in Engineering Physics from Embry-Riddle Aeronautical University.
This document is a resume for Yicong Zhu summarizing his education and qualifications. He received a B.A. in Economics from Fudan University and is currently pursuing an M.S. in Statistics at the University of Virginia. His skills include data analysis with R, MATLAB, Python, SAS and SQL. He has internship experience in data analysis, valuation modeling, and sales analysis. His academic research projects involve insurance pricing, diabetes biomarker detection, wine quality analysis, and determinants of divorce rates.
Yuliya An is seeking a position that utilizes her extensive experience in market research, business development analysis, and logistics management. She has over 10 years of experience at Mediterranean Shipping Company, where she contributed to increased revenues and forged long-term customer relationships. Her skills include data analysis, forecasting, planning, project management, and ensuring regulatory compliance. She has a Bachelor's degree in Business Administration and a Master's degree in Philology.
Johnny Carter is a senior at the Academy of Art University studying Music Production and Sound Design for Visual Media. He is expected to graduate in June 2017. He was a track and field star in high school and college, holding several state and national titles and records in long and triple jump. He has committed many hours to his track teams through practices, meets, and mentoring younger athletes. After graduation, he hopes to work in music production while continuing his involvement in athletics.
Scott C. Johnson has extensive experience as an international journalist and author. He has held senior roles with major publications like The Hollywood Reporter, Newsweek, and the Oakland Tribune. His areas of reporting expertise include Africa, Iraq, Afghanistan, Latin America, and violence in Oakland communities. He speaks French and Spanish, and has received several awards for his investigative and crime reporting.
Sophia Larriva graduated from UCSB with degrees in biopsychology and dance. She seeks employment applying her education in neuroscience and healthcare to benefit an organization and community. She has research experience analyzing brain imaging data and maintaining professionalism with students. Additionally, she has certifications as an EMT and skills in communication, customer service, and Microsoft Office. Her experience includes coordinating research studies, supervising employees as a shift supervisor, teaching construction skills to volunteers, coordinating camp activities for children, and volunteering in clinical settings.
Michael Aguilera is seeking a career opportunity in environmental field utilizing his GIS skills. He has a B.S. in environmental science from Saint Mary's College and is pursuing an A.S. in GIS from Diablo Valley College. He has over 2 years of experience as a GIS technician at Frontline Energy Services and Tetra Tech performing tasks like aerial patrol observations, database management, map creation, and data analysis in programs such as ArcGIS, AutoCAD, and ERDAS. He is proficient in various software, field work, and technical writing.
This document provides the rules and questions for the finals of the Saarang SpEnt Quiz held on January 11, 2014. It consists of 4 dry rounds with 10 multiple choice questions each, with theme rounds interspersed. Points are awarded/deducted for correct/incorrect answers. The questions cover topics like Pokemon, movies, sports, literature and more. Intentional blank slides are included between questions.
- Gaurav Yadav has over 13 years of experience in risk management, including market risk, credit risk, scenario analysis, stress testing, and regulatory compliance. He currently works as a Vice President of Market Risk - Scenarios at Credit Suisse.
- Previously he was a Senior Vice President of Enterprise Risk Management at Yes Bank, where he managed risks across the bank and reported on capital adequacy to the Board of Directors.
- He has expertise in areas such as market risk VaR, stress testing, Basel regulations, and risk-based pricing models.
Iftikhar Ahmed has over 20 years of experience in business analysis, financial analysis, project management, and database design. He is a certified Project Management Professional with a background in business intelligence systems, financial systems analysis, and database technologies like SQL, Oracle, and IBM Cognos. Currently he works as a Senior Business Intelligence Analyst at Robert Half, where he leads teams in requirements gathering, system impact analysis, and project management.
This document provides a professional summary of a senior level financial analytics and software development professional with over 15 years of experience. They have a broad skillset in implementing risk analysis models, working with data and modelers, and developing customized software solutions to support financial workflows and reporting. Their experience includes roles at several large financial firms where they designed data warehouses, developed analytics applications, and implemented quantitative models.
This document provides a summary of Utsav Sarkar's career experience and qualifications. It outlines his current role as a senior consultant with expertise in risk domain products like OFSAA and experience implementing them for clients like State Bank of India. It also lists his technical skills in PL/SQL, SQL, and analytics tools like R and SAS. Previous roles included risk consulting projects for banks in Indonesia and India implementing credit and operational risk modules.
This document provides a summary of Nicole Sarkisian's professional experience and qualifications. It outlines her 8+ years of experience in business analytics, data analysis and interpretation skills in SAS, SQL, R, Python and other tools. Her experience includes roles as a Data Analytics Consultant, Analytics Manager at The Port Authority of NY & NJ, Peace Corps Volunteer, Senior Business Analyst at Charles Schwab & Co., and Analytical Team Leader at Providian Financial. She has an M.A. in Economics and B.A. in History from Western Michigan University.
This document is a resume for Carmel Nadav summarizing her professional experience and education. She has over 15 years of experience in statistical analysis, data mining, predictive modeling, and risk analysis. Her background includes developing analytical tools and models for various business units at Wells Fargo and other companies. She is proficient in SAS, R, and Excel and has experience working with large databases.
This document summarizes an individual's academic and professional experience. The individual holds a PGDIM (MBA) from NITIE Mumbai with distinction, a B.Tech in electronics and telecommunications from College of Engineering Roorkee with first division marks. Currently they work as an Assistant Vice President in market risk management at Yes Bank, where responsibilities include analyzing market risk, developing risk models, conducting stress testing, and automating processes. Previous experience includes 34 months as a software developer at Infosys Technologies and an internship at Yes Bank studying treasury products and risks. Relevant certifications include passing CFA Level 2 and undergoing training at FIMMDA, D&B, and NCFM.
This document provides a summary of Vikrant Shivhare's professional experience in data warehousing, ETL development, and production support. He has over 10 years of experience working with tools like Ab Initio, Oracle, and UNIX. Some of his key roles and responsibilities have included developing ETL workflows, resolving data issues, monitoring batches, automating processes, and providing production support. He has extensive experience working on data warehousing projects in the banking and financial services industry.
Christopher Moore has over 15 years of experience in risk management, data analytics, and portfolio monitoring. He currently leads a model risk management team at JP Morgan Chase responsible for model validation, governance, and performance monitoring. Prior to this role, he managed teams and led projects related to Basel capital requirements, fraud prevention, and risk strategy. Moore has a strong technical background and experience implementing predictive models, scorecards, and automated reporting solutions.
The document contains the resume of Nitish Sharma. It outlines his educational qualifications including a B.A. Honors in Economics, various actuarial qualifications, and past work experience in actuarial roles at RR Donnelley India and Towers Watson. It also lists his current responsibilities managing various risk management projects for an insurance company, including preparing risk management reports and assisting with internal model validation.
Lily Dzur has over 10 years of experience as a Business Analyst and QA Analyst, with skills in project management, systems analysis, quality assurance testing, and communication. She has worked at The Bank of Nova Scotia for over 10 years, leading projects implementing systems like budgeting and planning, regulatory reporting, and risk management. She is proficient in technologies like JIRA, SQL Server, .NET, and has experience analyzing retail, wholesale, and derivatives data to ensure regulatory compliance.
Trevor Milam has over 5 years of experience as a Business Analyst and Data Analyst supporting Customs Border Protection. He currently leads a team creating financial dashboards for CBP. Previously he analyzed data to provide recommendations and define metrics to evaluate business initiatives. He has a B.S. in Economics from Virginia Commonwealth University.
This document is a resume for Jeremy R. Yager. It summarizes his professional experience including roles as an Applications Systems Analyst/Programmer at the University of Michigan Health System and an HRMS Analyst at The Andersons Inc. It also outlines his education including a Master of Business Administration and Bachelor of Business Administration in Information Systems from The University of Toledo. His core technical competencies include web application development, networking, databases, applications, software, and training.
This document contains the resume of Robert Boursiquot, an experienced program and project manager with expertise in systems engineering, aviation, aerospace, and defense. It summarizes his professional credentials, skills, experience managing large government programs, domain knowledge, and history of roles with organizations including Noblis, the FAA, FBI, and NASA.
John Montsko is an Information Technologies Manager with over 20 years of experience managing projects in the financial industry. He currently works at HSBC as a Senior Manager overseeing fraud monitoring systems globally. He has a proven track record of designing systems to meet business needs and managing teams of staff and consultants.
This document provides a summary of John Lazcano's expertise and experience in risk analysis and regulatory compliance. It lists his areas of expertise as structured credit, stress testing, validation, compliance, audit, CCAR, regulatory issues, and Dodd-Frank/Basel regulations. It then gives an overview of his background in credit risk analysis and comparative risk assessment across industries. Finally, it outlines his extensive experience in model validation, risk reporting, stress testing, data management, and ensuring regulatory compliance at financial institutions.
Jamie Arbolida has over 15 years of experience in construction accounting, financial analysis, and project management. She currently works as a Senior Associate for JPMorgan Chase Bank, where she manages a team that oversees accounting for 13,000 construction projects worldwide. Previously, she has held roles in mortgage origination and processing. Arbolida has a Bachelor's degree in Finance and training in project management. She is proficient in accounting software, Microsoft Office, and data systems used at JPMorgan Chase.
- Gaurav Yadav has over 13 years of experience in risk management, including market risk, credit risk, scenario analysis, stress testing, and regulatory compliance. He currently works as a Vice President of Market Risk - Scenarios at Credit Suisse.
- Previously he was a Senior Vice President of Enterprise Risk Management at Yes Bank, where he managed risks across the bank and reported on capital adequacy to the Board of Directors.
- He has expertise in areas such as market risk VaR, stress testing, Basel regulations, and risk-based pricing models.
Iftikhar Ahmed has over 20 years of experience in business analysis, financial analysis, project management, and database design. He is a certified Project Management Professional with a background in business intelligence systems, financial systems analysis, and database technologies like SQL, Oracle, and IBM Cognos. Currently he works as a Senior Business Intelligence Analyst at Robert Half, where he leads teams in requirements gathering, system impact analysis, and project management.
This document provides a professional summary of a senior level financial analytics and software development professional with over 15 years of experience. They have a broad skillset in implementing risk analysis models, working with data and modelers, and developing customized software solutions to support financial workflows and reporting. Their experience includes roles at several large financial firms where they designed data warehouses, developed analytics applications, and implemented quantitative models.
This document provides a summary of Utsav Sarkar's career experience and qualifications. It outlines his current role as a senior consultant with expertise in risk domain products like OFSAA and experience implementing them for clients like State Bank of India. It also lists his technical skills in PL/SQL, SQL, and analytics tools like R and SAS. Previous roles included risk consulting projects for banks in Indonesia and India implementing credit and operational risk modules.
This document provides a summary of Nicole Sarkisian's professional experience and qualifications. It outlines her 8+ years of experience in business analytics, data analysis and interpretation skills in SAS, SQL, R, Python and other tools. Her experience includes roles as a Data Analytics Consultant, Analytics Manager at The Port Authority of NY & NJ, Peace Corps Volunteer, Senior Business Analyst at Charles Schwab & Co., and Analytical Team Leader at Providian Financial. She has an M.A. in Economics and B.A. in History from Western Michigan University.
This document is a resume for Carmel Nadav summarizing her professional experience and education. She has over 15 years of experience in statistical analysis, data mining, predictive modeling, and risk analysis. Her background includes developing analytical tools and models for various business units at Wells Fargo and other companies. She is proficient in SAS, R, and Excel and has experience working with large databases.
This document summarizes an individual's academic and professional experience. The individual holds a PGDIM (MBA) from NITIE Mumbai with distinction, a B.Tech in electronics and telecommunications from College of Engineering Roorkee with first division marks. Currently they work as an Assistant Vice President in market risk management at Yes Bank, where responsibilities include analyzing market risk, developing risk models, conducting stress testing, and automating processes. Previous experience includes 34 months as a software developer at Infosys Technologies and an internship at Yes Bank studying treasury products and risks. Relevant certifications include passing CFA Level 2 and undergoing training at FIMMDA, D&B, and NCFM.
This document provides a summary of Vikrant Shivhare's professional experience in data warehousing, ETL development, and production support. He has over 10 years of experience working with tools like Ab Initio, Oracle, and UNIX. Some of his key roles and responsibilities have included developing ETL workflows, resolving data issues, monitoring batches, automating processes, and providing production support. He has extensive experience working on data warehousing projects in the banking and financial services industry.
Christopher Moore has over 15 years of experience in risk management, data analytics, and portfolio monitoring. He currently leads a model risk management team at JP Morgan Chase responsible for model validation, governance, and performance monitoring. Prior to this role, he managed teams and led projects related to Basel capital requirements, fraud prevention, and risk strategy. Moore has a strong technical background and experience implementing predictive models, scorecards, and automated reporting solutions.
The document contains the resume of Nitish Sharma. It outlines his educational qualifications including a B.A. Honors in Economics, various actuarial qualifications, and past work experience in actuarial roles at RR Donnelley India and Towers Watson. It also lists his current responsibilities managing various risk management projects for an insurance company, including preparing risk management reports and assisting with internal model validation.
Lily Dzur has over 10 years of experience as a Business Analyst and QA Analyst, with skills in project management, systems analysis, quality assurance testing, and communication. She has worked at The Bank of Nova Scotia for over 10 years, leading projects implementing systems like budgeting and planning, regulatory reporting, and risk management. She is proficient in technologies like JIRA, SQL Server, .NET, and has experience analyzing retail, wholesale, and derivatives data to ensure regulatory compliance.
Trevor Milam has over 5 years of experience as a Business Analyst and Data Analyst supporting Customs Border Protection. He currently leads a team creating financial dashboards for CBP. Previously he analyzed data to provide recommendations and define metrics to evaluate business initiatives. He has a B.S. in Economics from Virginia Commonwealth University.
This document is a resume for Jeremy R. Yager. It summarizes his professional experience including roles as an Applications Systems Analyst/Programmer at the University of Michigan Health System and an HRMS Analyst at The Andersons Inc. It also outlines his education including a Master of Business Administration and Bachelor of Business Administration in Information Systems from The University of Toledo. His core technical competencies include web application development, networking, databases, applications, software, and training.
This document contains the resume of Robert Boursiquot, an experienced program and project manager with expertise in systems engineering, aviation, aerospace, and defense. It summarizes his professional credentials, skills, experience managing large government programs, domain knowledge, and history of roles with organizations including Noblis, the FAA, FBI, and NASA.
John Montsko is an Information Technologies Manager with over 20 years of experience managing projects in the financial industry. He currently works at HSBC as a Senior Manager overseeing fraud monitoring systems globally. He has a proven track record of designing systems to meet business needs and managing teams of staff and consultants.
This document provides a summary of John Lazcano's expertise and experience in risk analysis and regulatory compliance. It lists his areas of expertise as structured credit, stress testing, validation, compliance, audit, CCAR, regulatory issues, and Dodd-Frank/Basel regulations. It then gives an overview of his background in credit risk analysis and comparative risk assessment across industries. Finally, it outlines his extensive experience in model validation, risk reporting, stress testing, data management, and ensuring regulatory compliance at financial institutions.
Jamie Arbolida has over 15 years of experience in construction accounting, financial analysis, and project management. She currently works as a Senior Associate for JPMorgan Chase Bank, where she manages a team that oversees accounting for 13,000 construction projects worldwide. Previously, she has held roles in mortgage origination and processing. Arbolida has a Bachelor's degree in Finance and training in project management. She is proficient in accounting software, Microsoft Office, and data systems used at JPMorgan Chase.
1. rafaellove@gmail.com | 415.530.7224 | 2571 25th
Avenue, San Francisco CA 94116
Rafael Love
Ambiverted, multilingual and quantitatively-driven bank professional with nine years of financial market risk modeling
and enterprise risk management experience. Skilled in highly-formulaic, data-intensive and VBA-driven Excel
spreadsheets. Experience in enterprise risk reporting & asset-liability balance sheet management (QRM). Analyst and
managerial experiencein developing unified frameworks within the risk analysis scope of a multibillion dollar private-
label RMBS portfolio,dashboard design,and risk assessmentreport writingand quantification.M.S.in Quantitative and
Computational Finance from Georgia Institute of Technology and a B.S. in Engineering Physics from Embry-Riddle
Aeronautical University. References from multiple sources available upon request.
EXPERIENCE
Federal Home Loan Bank of San Francisco (Assets of US$99.4 Billion as of June 2016) – San Francisco,CA(Jan 2012 – Present)
Financial Analyst III (Senior Analyst) – Market Risk Management (Jan 2012 – Present)
Market Risk Analytics (Apr 2014 to Present)
Income Simulation (Jan 2012 – Apr 2014)
• Lead analyst incharge of monthlymarket risk modeling andreportingof the bank’s balance sheet. This includes market, position, recon to GL,
benchmarking (e.g., QRMvs PolyPaths vs VS2), RMP compliance, parallel& non-parallel stressscenarioanalysis, various forms ofsensitivity
analysis, volatilityshocks, MVaR, basis risk, attribution.
• Process most of QRMuser-end analyses. This includes ETL setup, product/account creation, loading of market data andextraction&
stratificationof positionfrom various databases, market shocks for various scenarios, planning runs, cannedanduser-definedreporting, etc.
• Continuallyautomate most of the Market Value processes (via Excel VBA), whichwere mostlymanual before I joined. This greatlyreduced (and
continues to minimize) the time-to-completionof deliverables andreduced operational risk.
• Create monthlymaterial for andattended ALCO, MPWG andCBWG meetings
• Produce bi-monthlycontent for the CRO report to the Boardof Directors, and quarterly/annual FHFA schedules.
• Participate inproviding material to internalaudit, model validation, SOX compliance, andexaminers.
• Create reports anddecks whichrelyonerror checks andcomplex & creative Excel formulae / VBA code, fromrawdata import to final form.
• Participated inthe first Dodd-Frank / CCAR stress testing (in2014)
Federal Home Loan Bank of Atlanta (Assets of US$124 Billion asof Mar 2011) – Atlanta,GA (Dec 2006 – May 2011)
Senior Financial Risk Analyst II / Team Lead – Financial Risk Modeling (Jan 2011 – May 2011)
Senior Financial Risk Analyst I – Financial Risk Modeling (Apr 2009 – Dec 2010)
Financial Risk Analyst II – Financial Risk Modeling (Nov 2008 – Mar 2009)
• Team lead incharge ofcarrying out the responsibilityof analyzing the bank’s private-label MBS (PLRMBS) portfolio(US$4.7 Billion) for expected
cash flow loss (for Other-Than-Temporary-Impairment purposes).
• Led the research into optimal short-term calibration methodologyof the bank's PLRMS portfoliorelative to the PLRMBSuniverse and
streamlinedthe automatedprocessfor the calibration.
• The complex, multi-component process’s holistic approach to OTTI modeling involved the following:
− Extract loan-level historical data (via TrueStandings) for loans underlying all pools comprising the dealsfor which the bonds belongto.
− Utilize self-built VBA macros to create LoanPerformance RiskModelfriendlyinput data, transform data intoIntex-friendlypool-level inputs
(PSS files) to be run ona portfoliomode, extract andanalyze anddiscount cashflows.
− Create pool-level projectedcredit vectors (prepayment, delinquency, default, lossseverity, etc) in Loan Performance RiskModel.
− Perform various miscellaneous analysis as requesteddirectlybythe CFO (e.g., backtesting, detailedHPI analysis, benchmarking)
• Create memos andpresentations for executive management, Boardof Directors, examiners andthe FHFA.
• Idealizedandexecutedresearch aimedat preparingthe bank for soundvotinginregards to the FHLBSystem OTTI Governance Committee
quarterlymeetings.
• In helping to shape the framework for the bank’s OTTI analysis, enabledthe otherwise-impossible communicationbetweensystems for
simulationpurposes.
− Programmedmouse-movements via AutoHotKeysoas to run BlackRock – brute force (i.e., forced simulations) - thousands oftimes (via
2. multiple computers), extract data into Excel, andperform distributional analysissoas to determine expectedcashflowlosses.
Quantitative Analyst – Enterprise Risk Management (Jan 2008 – Nov 2008)
Associate I – Enterprise Risk Management (Dec 2006 – Dec 2007)
• Playeda major role in the establishment of the framework for the newly-formed Enterprise RiskManagement Risk ReportingandAnalysis.
• Restructuredthe underlying analytical compositionof the bank’s ERM-ledannual risk assessment report to include more quantitative analysis.
An example includes the creationof a risk level & directionscoring algorithm at the granular level andat all levels rolled upto the enterprise.
• Participated inandquantifiedERM-ledriskassessments at the groupand executive levels.
• Led the ERMteam inthe development of regular reports to the Board ofDirectors. The report includes, for example, a combinationof
regression-basedanalysis, hypothesistesting, Monte Carlo simulation, VaR analysisthat is aimedat combining quantitative andqualitative
analysis indeterminingrisktrends in the individual risk metrics, lines of business, risk categories and the enterprise position.
• Collaboratedwith multiple businessunits inthe ERMreporting ofKRIs and KPIs for the following areas:
− Market risk: e.g., duration, market VaR, macro-hedge, interest rate sensitivity.
− Credit risk: e.g., collateral discount, loanloss reserve, MBS portfolio analytics.
− Operational risk: e.g., BaselII andCOSO alignment, scenarioanalysis, metric creation.
• Frequentlymet withmembers of executive management to discuss both ad-hoc andlong-term project specifications, business planning,
regulatoryrequirements andthe conceptualization ofideas.
Georgia Tech Research Institute – Atlanta, GA (2004 – 2006)
Graduate Student Assistant - Electro-Optics Laboratory
• Modeled& analyzedthe characteristics ofhyperspectralsignaturesusing pattern recognition (via Matlab). Publishedthe paper “Statistical
analysis of spectral data for vegetationdetection” inthe journal “Proceedings ofSPIE, the International Societyfor Optical Engineering”.
CREOL – Orlando,FL (Summer 2003)
National Science Foundation-sponsored Intern - Ultrafast Photonics Laboratory
• Transformedthe analytical theoryof linear / nonlinear optical dispersion of fiber optics / grism / prism intonumerical code for software.
EDUCATION
M.S. in Quantitative and Computational Finance - Georgia Instituteof Technology – Atlanta,GA (2006)
B.S. in Engineering Physics / Minor in Mathematics - Embry-Riddle Aeronautical University - Daytona Beach, FL (2004)
PROFICIENCIES
Spoken Languages: FluencyinEnglish, Portuguese and Spanish
Programming/Applications (Current): Excel (VBA, Complex Formulae & Design), PowerPoint, Word, Access, QRM, Polypaths, Bloomberg
Programming/Applications (Rusty): Matlab, Intex Desktop, CoreLogic's Loan Performance RiskModel, Maple, BlackRock, Mathematica,
Labview, MS Office, Bloomberg, AutoHotKey, Photoshop, AutoHotKey, Polypaths, C, TrueStandings,
MISCELLANEOUS STRENGTHS, INTERESTS AND ACCOMPLISHMENTS
• Organizationalinterest inthe fieldof data visualizationpsychology(e.g., Tufte, sparklines, dashboard design).
• Cross-cultural experience of havinglivedbothin the U.S. and inBrazil.
• International Baccalaureate scholar.
• Delegate chosenas the one to represent Florida inthe 1999 National Youth Science Camp.
• Personal interests include:hiking, traveling, diversityof knowledge, science-based(molecular) gastronomy& mixology, outdoor activities with
my wife, daughter & two amazing dogs. Oh, and I do have a pet project:checkout mysite andwhite paper:ampd.io/whitepaper