Consulting:
- Recent engagements:
- External Subject Matter Expert (as Model Validator) at Model Risk Management of Fannie Mae, Summer 2017 - Spring 2018,
- Senior Affiliate External Subject Matter Expert at Analytic Focus, Spring 2017 - present,
- External Subject Matter Expert (as Model Auditor) at Internal Audit of Freddie Mac, Spring 2016 - Summer 2016,
- External Subject Matter Expert (as Model Auditor) at Internal Audit of Fannie Mae, Summer 2014 - Fall 2015,
- External Subject Matter Expert (as Model Validator) at Federal Home Loan Bank of Des Moines, December 2013 - February 2014,
- External Subject Matter Expert (as Model Auditor) at Internal Audit of Fannie Mae, Fall 2010 - Fall 2011,
- Principal of Model Validation, leading a team of three Ph.D. financial engineers at Enterprise Risk Management Division of Fannie Mae, Fall 2008 - Fall 2010,
- Independent Consultant (financial modeling) to Shearman & Sterling, LLP; 11/2007--06/2008;
- Independent Consultant (financial modeling) to Ocean Tomo Investment Group; 12/2006;
- Independent Consultant (financial modeling) to Campbell & Company, LP; 09/2006;
- Independent Consultant (financial modeling) to The Development Bank of Kazakhstan, 06/2007-10/2007;
- Financial Training for a client in the Republic of Korea, 12/2006;
- Independent Consultant (financial modeling) to Quantitative Strategies, Risk and Analytics Department, The World Bank Group, 06/2005-09/2005;
- Financial Training at Funding Section, Finance Department, Inter-American Development Bank, 01/2004;
- Areas of expertise:
- credit risk modeling;
- market risk management;
- interest rate and other derivatives;
- portfolio allocation and simulations;
- index fund flow modeling;
- intertemporal asset pricing.