Happy days at NSCC and S&P a long time ago. Mostly over-collateralization criteria development and rating of preferred issues for '40 Act Funds. Some CBO/CLO's, no mortgage securitization.
Hedged convertible bond, futures and options-on-futures as proprietary trader prior to that.
Fondness for all forms of prudent, common-sense weighted risk management. Scenario analysis, probability, skew and kurtosis, for finance, data quality and fraud detection.
SNAPSHOT
Description: Occasional investor.
Trading frequency: Not Trading
Hedged convertible bond, futures and options-on-futures as proprietary trader prior to that.
Fondness for all forms of prudent, common-sense weighted risk management. Scenario analysis, probability, skew and kurtosis, for finance, data quality and fraud detection.