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Title: |
Experienced Investment Professional
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Location: |
US-California
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Work History: |
Independent Consultant
April 2010 - Current
Independent consulting providing structured product structuring, pricing and valuation services, and portfolio construction advisory
Current projects:
o A mortgage data analytics firm providing real-time mortgage data mining and analytics tools for slicing and dicing of agency and non-agency loans - valuation for MBS/ABS/CDO; Help build the Equity Derivatives valuation engine for ETF & Options; MBS Portfolio construction and risk management using dynamic analytics
o A leading independent investment servicing company providing fund administration, commercial bank loan servicing, securitization services, and middle-office support to financial institutions - develop proprietary VBA based cashflow models for MBS; develop a projected REMIC tax cashflow model
o Council Member of GLG Expert Network specialized in capital market & securitization
Bank of America
January 2009 April 2010
SVP Product Development, Global Securities Solutions, San Francisco, CA
Manage product research and new product approval process through executive committee; collaborate with key stakeholders to support and facilitate the development & approval process & facilitate cross-sell objectives; define and involve successful hand-off to production teams including knowledge transfer and documentation; Projects include Cat Bond, Sidecar Fund, Security Lending, Private Equity, Covered Bond, and ABS.
January 2008 January 2009
SVP Analytics Center of Excellence, Global Securities Solutions, San Francisco, CA
Manage Analytics Center of Excellence overseeing R&D, Knowledge Management , and Architect including CMBS & RMBS analytics modeling standardization, best practice implementation, and system architecture
Merrill Lynch
October 2004 December 2007 (First Franklin)
Director Structured Finance, San Jose, CA
Manage Merrill Lynch First Franklin Mortgage Loan Trust shelf in issuing 1st, 2nd lien and HLTV MBS
Establish cross functional relationships and coordination to facilitate the vertical integration of the mortgage origination from underwriting to capital market exit strategy
Involve and partner product development, secondary marketing pricing, whole loan trading, pipeline hedging, underwriting, and risk management & loss mitigation to facilitate optimal exit strategy
Work with external counterparties in capital markets including bond investors, rating agencies, mortgage insurer, etc., to brand and facilitate MLFF issuance
In charge of rating agencies relationship in communicating product and pricing strategy, rating actions, rating methodologies, and securitization ratings
LaSalle Bank
May 2002 - October 2004 (Global Trust Services)
Vice President ABS Trust Services, Tustin, CA
Manage structuring and analytics modeling team for the Global Securitization and Trust Services (GSTS) group; currently the leading trustee in North America securitization markets
Lead modeling and analytics team in modeling new structured finance transactions in CMBS & RMBS
American Century Investment
November 2000 - June 2001
Director Product Management, Mountain View, CA
Manage ongoing training to clients Investment Advisory Specialists on new products, product upgrades, and portfolio optimization methodologies
Internal product management of online portfolio optimization and investment advisory product
Wall Street Analytics
May 1996 - November 2000
Vice President, Structured Finance, Palo Alto, CA
Assist clients issue MBS, CMBS, and ABS (Auto, Student, Credit Card, HEL, HELOC, CBO/CLO) transactions, involve structuring, pricing, trading, & client relationships; provide deal structuring and portfolio risk management advice for clients; handle approximately 50+ institutional accounts in U.S. over 4+ year periods
Manage analytics team in providing consulting services and product supports to major Wall Street investment banks, Insurance Companies, Portfolio Managers, and Investors
Industrial Bank of Japan
August 1993 - June 1995
Assistant Trader, Los Angeles, CA
Trade Eurodollar Future in Chicago Merchandise Exchange/Singapore Merchandise Exchange with 100 outstanding contract position; square the banks US Dollar and Japanese Yen cash position from Buy/Sell funding in Cash or Forward Market; cover banks Outright Japanese Yen and US Dollar Exchange trading between customer and IBJs New York branch; develop interest rate risk valuation tools applied in treasury operations
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Skills: |
Origination Underwriting; Loss Mitigation; Secondary Marketing;
Credit Modeling Slice and Dice; Prepayment/Default/Severity/DLQ; Monte Carlo Simulation;
Securitization Agency/CMBS/RMBS/ABS/CDO; Structuring & Reverse-Engineering; Pricing & Valuation;
Software SQL;VBA; Intex; Moodys Analytics/M3; S&P Spire/Levels; QRM; Polypath; YieldBook; CPRCDR; Bloomberg;CAS;LPS;
Language English, Chinese;
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Education: |
Stanford University
Master of Science, Operations Research, 1993
Master of Science, Engineering, 1992
Stanford, CA
National Chiao Tung University
Bachelor of Science, Control Engineering, 1988
Taiwan
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