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Summary

Credit risk management with emphasis on quantitative methods, financial analysis, risk and economic capital analysis, general risk management background.

Work experience

Jul 1999Present

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 1993Jul 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 1991Jul 1992

Research Analyst

Bankers Trust Company (Deutche Bank)
Managed the claims desk, included research and resolution of payment errors, MIS of the Shareholder Relations team.
Mar 1986Oct 1986

pianist

self employed
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)

Education

19841990

Ph.D.

University of California, Santa Cruz
taught summer school courses (Calculus, Differential Equations, Abstract Algebra); side work as a musician (see "pianist" under Careers)
Sep 1980Dec 1982

MA

University of California, San Diego
Sep 1976Jun 1980

BA

University of California, San Diego