Risk Manager

Senior Risk Manager with diverse experience and understanding of financial products in global markets.

Summary of Qualifications:

  • Over 16 years of experience building risk models.
  • Excellent relationship-building skills, including complex, large relationships.
  • Detailed knowledge of capital markets, including structured credit, credit derivatives, and emerging markets.
  • High yield, investment grade, and distressed securities trader.


Experience:

Fidelity Investments, Boston, MA 2006 - Present
Global Fixed Income Risk Manager. Risk manager for fourteen fixed-income funds, totaling over $105 billion in assets.

  • Collaborate with fund managers on optimal risk allocation.
  • Monitor portfolio risk limits and ensure credit policy compliance.
  • Manage staff of seven portfolio analysts.
  • Responsible for management reports on consolidated risk exposures and risk assessment.
  • Member of risk committees for other funds outside of direct responsibility.


Citigroup, New York, NY 2000 - 2006
Managing Director, Risk Management, Distressed Securities, 2005 - 2006. Managed investments in all areas of distressed fixed-income and equity securities.

  • Evaluated and approved distressed asset purchases in managed portfolios and actively managed mutual funds.
  • Structured, underwrote, and approved the purchase and sale of both performing and non-performing consumer and corporate loan portfolios.


Director, Emerging Markets Trading, 2003 - 2005. Directed all trading in emerging market securities.

  • Managed team responsible for risk management for global emerging markets trading.
  • Reviewed all complex transactions to ensure appropriate risk and valuation.
  • Structure and price emerging markets bond options.
  • Determined reserve levels for the emerging markets trading desk.


Senior Risk Manager, Institutional Accounts, 2000-2003. Risk manager for multiple institutional managed accounts.

  • Assess pricing on illiquid or unpriced securities.
  • Established capital methodology for new products and compliance with the Global Risk Management System.
  • Established baseline position for securities to balance total risk.
  • Advise trading desk to optimize risk on capital.


Vanguard Group, New York, NY 1991 - 2000
Head of Market Risk, US Securities 1997-2000

  • Created and managed risk reporting team.
  • Established limits for structured derivatives in actively managed funds.
  • Monitored liquidity risk for actively managed funds.
  • Improved valuation assessments of illiquid securities.
  • Ensured total risk of funds with multiple managers remained within fund guidelines.


Local Risk Manager, 1993-1997

  • Responsible for actively managed income portfolios for both corporate and mortgage-backed instruments.

  •  Managed staff of five portfolio analysts.
  • Oversaw the hiring and training of new analysts.
  • Ensured compliance of portfolios to risk guidelines.

Portfolio Analyst, 1991-1993

  • Computed performance of total portfolios against benchmarks.
  • Advised portfolio managers on securities purchases to keep portfolio balanced relative to the benchmark.


Education and Certifications:

Series 7 and 63 license
Chartered Financial Analyst Charterholder, 1993
MBA Finance, New York University, Stern School of Business (1991)
B.S., Finance, SUNY New Paltz (1989)