Credit risk management with emphasis on quantitative methods, financial analysis, risk and economic capital analysis, general risk management background.
Jul 1999 - Present
Chief Credit Officer
1. Counterparty credit risk for asset management, including OTC derivatives and prime broker exposures 2. Principal credit risk 3. regulator relationship management, risk budgeting and forecasting, public speaking
Feb 1993 - Jul 1999
Vice President, Credit Risk Officer
Bank of America
Developed market and credit risk analytics for traded derivatives activity. Designed risk systems, primarily VaR-based.
Jul 1991 - Jul 1992
Bankers Trust Company (Deutche Bank)
Managed the claims desk, included research and resolution of payment errors, MIS of the Shareholder Relations team.
Mar 1986 - Oct 1986
Various contract positions as a classical and theater pianist: Santa Cruz Symphony (2nd pianist, perf. Saint-Saens Symph. no 3) Kaleidoscope Ensemble (1st pianist, perf. Tomfoolery)
1984 - 1990
University of California, Santa Cruz
taught summer school courses (Calculus, Differential Equations, Abstract Algebra); side work as a musician (see "pianist" under Careers)