Financial Risk Management Expert 523020 AL


Expertise Description

I have more than 35 years of experience in New York in diverse fields ranging from financial markets trading, risk management, and investments to semiconductor physics, signal processing in electrical engineering, applied mathematics, and theoretical physics. I began my career as a semiconductor device physicist making numerous technical contributions and inventing novel techniques. After an intervening period as an academic researcher and teacher in applied mathematics, I launched a career on Wall Street. In these nearly 25 years in the financial world, I have become a leading expert in quantitative analysis of all investment and derivative types as well as in the analysis of financial risk and valuation. As practitioner, manager, executive, and consultant, I am a world expert in credit risk, credit ratings, financial insurance, derivative transactions, banking risks, and capital markets generally. I have over 5 years expert witness experience with consultations, depositions, and courtroom testimony.

Areas of Expertise


Expert Witness

My expert witness experience includes numerous engagements to provide expert opinions and analysis on (i) policies and actions of professional investment firms and investment banks, (ii) conduct of rating agencies and bond insurers, (iii) propriety and accuracy of valuations and other information provided to investors and fiduciaries, and (iv) clear quantitative and qualitative analyses of loss and damages. I generally write detailed and cogent expert reports and have provided sworn deposition testimony.


Consulting Experience

My consulting experience includes the review and creation of numerous models and qualitative methodologies for studying the risk of investments including municipal bonds, structured finance bonds (CDO, RMBS, CMBS, TruPS, CPDO, derivatives, and others), bank debt, corporate and sovereign bonds. I have also served as expert analyst for patents of financial methods.


Professional Experiences

My professional experience includes 7 years as a staff physicist at a research center, 6 years as an assistant professor of mathematics at a university, 2 years as a risk analyst at a banking company, 2 years as a credit rating analyst at an investment company, 2 years as a senior risk manager at an insurance company, 5 years as a senior vice president of a bank, 6 years as portfolio manager and a $90 billion investment and bond insurance firm, and 2 years as Managing Director of Financial Engineering at a large consulting firm. For the past 7 years I have provided expert consulting with my own LLC as platform.


Education

Degree Subject Institution
Ph.D. Theoretical Physics Rensselaer Polytechnic Institute
M.S. Physics Rensselaer Polytechnic Institute
B.S. Physics Rensselaer Polytechnic Institute

Licenses Certifications

“Financial Risk Manager” certified by Global Association of Risk Professionals

Awards & Affiliation

Global Association of Risk Professionals
(Rensselaer Polytechnic Institute) Prizes for “best Ph.D. thesis” (Schools of Science and Engineering) and “best research by a student in the Physics Department”
(General Electric Research) Dushman Awards for “outstanding technical contributions”
Institute of Electrical and Electronic Engineers – Senior Member (past)
Sigma Xi (scientific research society – past)

Primary Affiliation

Global Association of Risk Professionals



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