Resume

• 1999

  Risk Capital

  Asset Deployment LLC

  New York

  NY

  Headed a 25-man independent risk management consulting team. Offered expert witness

  analytic

  strategic and software services to corporations

  funds and sovereigns. Sold the firm to Towers Perrin in 2006.

  President and Co-Founder

  Risk Capital

• 1997

  Bankers Trust

  Harvard Business School

  New York

  NY

  Worked with corporate clients of the bank on matters of strategic risk management

  quantification and mitigation. This consulting group acted as an independent unit from the bank. Later started collateral management concept \"CoVar\" to provide efficient credit support for energy trading networks.

  Principal and Head

  Risk Management Advisory

  Bankers Trust

  New York

  NY

  Spearheading company to provide low cost borrowing to creditworthy individuals. We replace high cost debt with low cost debt

  using social networks to evaluate a person's creditworthiness rather than numerical algorithms.

  CEO and President

  CreditCircle

  Brooklyn

  NY

  - Developing and teaching advanced valuation and risk courses for financial engineers\n- Publishing research in commodities

  credit

  derivatives and risk management\n- Participating in program development initiatives

  Industry Full Professor of Finance

  NYU Tandon School of Engineering

• 1993

  JP Morgan

  Winhall Consulting

  CreditCircle

  New York

  NY

  Produced client research on commodity and credit risk management

  oversaw risk management on the commodity trading desk

  and supervised a group of professionals performing the same functions in other markets. Also worked with the RiskMetrics team to launch Creditmetrics and the foundations of RiskMetrics.

  VP and Head

  Commodity Derivatives & Risk Mgmt Research

  JP Morgan

  New York

  NY

  Independent financial risk management consulting including strategy

  policy

  analytics

  software and expert witness work related to capital markets risk management. Fields of specialty include derivatives

  trading

  commodities and credit.

  President

  Winhall Consulting

  Cambridge

  MA

  Taught classes in Debt Capital Markets and Financial Engineering. Authored two HBS Case Studies.

  Adjunct Professor

  Harvard Business School

• 1987

  University of Southern California

  NYU Tandon School of Engineering

  Consulting service provider in credit and capital markets.

  Novantas

  Asset Deployment LLC

  New York

  NY

  Company mission is to enhance investment returns for owners of illiquid assets. Company was issued two patents in this area.

  President

  Los Angeles

  CA

  Taught courses in derivatives

  investments and corporate finance to PhDs

  MBAs and undergrads. Published academic research in derivatives valuation and risk management.

  Assistant Professor

  University of Southern California

  us

• 1978

  Spanish

  Doctor of Philosophy (PhD)

  PhD dissertation on the applications of option pricing theory to insurance.

  Finance

  Northwestern University - Kellogg School of Management

  B.A.

  Heavy economics and applied mathematics curriculum.

  Economics

  Northwestern University

• Financial Risk

  Economics

  Hedging

  Finance

  Options

  Enterprise Risk Management

  Financial Modeling

  Risk Assessment

  Hedge Funds

  Analytics

  Valuation

  Risk Management

  Investments

  Trading

  Portfolio Management

  Equities

  Commodity Markets

  Derivatives

  Credit Risk

  Commodity

  Shimko

  David

  Shimko

  Novantas