Finance professional with diverse experience in the field of derivatives and fixed income securities.
Aptitude and experience with adapting resources, processes and technologies to changing business environments.
Effectively managed teams ranging from one to six members.
Experience with fixed income and structured securities and their associated derivatives from both the asset (investor) and the liability (issuer) side of the balance sheet.
Extensive knowledge of these products from an operational, accounting and reporting perspective (GAAP, Statutory and SEC Reporting).
Certified Treasury Professional
Contributions to the Arch Capital 2015 10K:
Management's Discussion and Analysis Results of Operations (page 81):
Prepared analysis, narrative and support for:
Other than Temporary Impairments
Investable Assets Managed by Arcch
Investable Assets in the ‘Other’ Segment
Note 8: Investment Information (page 166):
Prepared analysis, narrative and support for all sections, including:
Other Than Temporary Impairment
Alternative Investments (included in Other Investments)
Securities Lending
Investments accounted for under the Fair Value Option
Note 9: Fair Value (page 173):
Analyzed population and ensured accurate and supportable level assignments for all fair value pricing levels.
Narrative of methodology used for level assignments by major asset type
Analyzed and prepared all associated table disclosures
Note 10: Derivative Instruments (page 179):
Analyzed and provided disclosure detail for all investment-related interest rate and FX derivatives including:
Swaps
Futures
Forwards
Options
TBAs