Review or Creation of Financial and Mathematical Models
* Investigate existing models as "independent review" for a wide assortment of financial
purposes: risk assessment or valuation of derivatives, structured products, and other
investments; credit risk and credit rating models; economic capital calculations;
portfolio risk/return calculations; all other cashflow or business optimization
applications OR build any of these models
* Independent review results will be reported in writing and in training of existing personnel with respect to model accuracy ranges and best practices
* Models to be expressed in mathematical formulae, spreadsheets, appropriate language computer code, or any combination that is beneficial to the client
* See this Success Story
Litigation Support for Complex Transactions and Businesses
* Review and analyze documents and facts for legal challenges regarding equity and debt investments, loans, derivative transactions, structured products (RMBS, CDOs, et cetera), bond insurance, and securities trading
* Collaborate with attorney legal team as a key financial expert and expert witness
* Interview description regarding the 2010 SEC allegations against Goldman Sachs
for the Abacus - ACA transaction
* See this list of recent litigation engagements
* My testimony at the FTX Cryptoexchange trial of Oct - Nov 2023
Advisory Review of Investment Policies and Execution
* Independent review of policies and their execution for the financial management of endowments and other portfolios of non-finanical entities (such as colleges/universities, insurance companies, corporate Treasuries, and non-profits)
* Ensure that the execution is consistent with stated goals and that the Board of the organization and all staff are fully aware of both the goals and execution
Training
* Conduct formal or informal training sessions for wide range of financial topics (such as risk management theory and practice, complex valuation, credit analysis for
corporate, municipal, and structured securities, et cetera)
* Customized by topic and level of detail as the client desires
Financial Consulting Expertise
Executive Review of Firm Risk Management
* Investigate structure, personnel, reporting, and
fundamental principles
* Document findings, explain key concepts, identify
improvements and safeguards
Build and Establish Firm Risk Management
* With input from Management and the Board, design
architecture for new Risk Management function
with respect to structure, personnel requirements, key
risk measurement attributes, IT systems, and risk
communication protocol
* Execute this plan with existing or new personnel
