- MBA with more
than 5 years' experience in the structured finance industry.
- Experience modeling
a wide variety of securitizations, including MBS (agency and whole loan),
CMBS, and ABS.
- Expert in Excel
Visual Basic for Applications, including custom function libraries, custom
menus, and file system operations. Certified at master
level in Excel by Brainbench.
- Familiar with
advanced modeling techniques including linear programming and Monte Carlo
STRUCTURED FINANCE SERVICES, San Francisco Bay Area
August 2001 - Present
- Create custom
securitization models using Excel and Excel Visual Basic for Applications.
- Clients include
a Big Five accounting firm, a Big Three auto maker, and one of the five largest
banks in the U.S.
- For a list of
recent projects, please visit http://www.goCMO.com/recent.shtml.
San Francisco Bay Area
Independent Consultant, Fall 1998 - Spring 1999
- Created custom
Excel/Visual Basic model for a $2 billion structured financing backed by complex
negatively amortizing ARM collateral.
- Model handled
multiple scenarios of different prepayment, default, and COFI vectors.
KPMG PEAT MARWICK
LLP, Washington, DC
Senior Consultant, CMO Group, 1997-1998
- Managed four
junior personnel as a Senior Consultant.
- Focused on complex
whole loan issuances.
- Used Microsoft
Excel/Visual Basic to structure a $4 billion World Savings securitization.
- Initiated purchase
of CAS collateral analysis software. Responsible for testing, implementation
and training over several months.
GROUP, Washington, DC
Associate, Real Estate Group, 1995-1997
- Structured six
commercial real estate transactions with total value of $116 million.
- Advised Managing
Director on pre-IPO investment that resulted in a return of more than 10x.
TOUCHE LLP, New York, NY
Senior Associate, CMO Group, 1993-1995
- Advised underwriters
and issuers by modeling agency and whole loan CMO issuances totaling more
than $5 billion.
- Initiated purchase
of CAS collateral analysis software.
New York, NY
Analyst, Housing Finance Department, 1992-1993
- Calculated the
bond structure for successful pricing of a $50 million issue.
CALIFORNIA AT BERKELEY
Walter A. Haas School of Business, MBA Class of 2000
Concentration in English, Class of 1992
- National Merit
- Member of The
Harvard Glee Club.
- B.A. with honors
received in June 1992.