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• Senior financial services professional with cross functional expertise in risk management, IT and  macroeconomic forecasting with focus on model development, validation and risk analytics.
• Expertise in Asset Liability management with a wide spectrum of vanilla and exotic derivative products, Agency Debt, RMBS, Whole Loans and structured products.

Specialties: Market Risk, Model Validation, Fixed Income, VaR, CCAR, RWA, Consumer Analytics, Scorecard modeling
SAS, Matlab, SQL, Access, C++, C#, R, SAS, VBA, Python
Bloomberg/API, Polypaths, BlackKnight/LPS Prepayment Model, Tableau

Additional Interests: portfolio construction, macroeconomic research, application development

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