Manager Management
Resume:
DENNIS ARVIK, Ph.D.
** **** *** ******, ***. C**K • New York, NY 10023 • 646-***-**** cell •
***********@*****.***
WORK EXPERIENCE:
Company: Deloitte (December 2011 to June 2012)
Department: Financial Instrument Valuation and Securitization
Position: Manager
Responsibilities:
o Manage teams on multiple projects in the New York office within the National Securities
Pricing Center (NSPC); the NSPC provides valuation and modeling expertise related to
fixed income and structured products for Deloitte's clients in North America and
worldwide
o Supervise teams related to quantitative audit and consulting engagements
• Audit and consulting engagement includes valuation of fixed income securities,
ranging from distressed loans to structured products and vanilla derivatives, and
model validation; subsequently effectively discussing/defending the results with
the clients
o Mentor/coach staff members in developing skills and advising on career direction
Company: Pricewaterhouse Coopers (March 2010 to October 2011)
Department: Financial Instruments, Structured Products, and Real Estate
Position: Senior Associate
Responsibilities:
o Transaction and payment verification modeling of CDOs, ABS, MBS, CLO, performing
collateral analytics, and waterfall calculations using proprietary PwC software
(programming), Excel coupled with VBA, and Intex
o Valuation of structured credit, corporates, loans, derivatives, and trust preferred securities
o Assisted a Global Investment Bank in researching and developing risk tolerance
methodologies/valuation adjustments for use within the Valuation Review Group
(Product Control) as well as training staff for on-going use of the models. These
methodologies are applied to various fixed income and derivative products, trading desks
and are employed in the month/quarter/year-end mark review/price verification
processes.
o Engaged to assist another Global Investment Bank in documenting processes and
controls for the Independent Price Verification (Product Control) team for a "Change the
Bank" project. Coordinated this effort with teams in London, England and Frankfurt,
Germany.
o Manage and train junior staff members in all engagements
Company: AEGON (November 2008 to March 2010)
Department: Securities and Derivative Pricing Group
Position: Senior Pricing Analyst
Responsibilities:
o Facilitated in the valuation process for a investment portfolio comprised of nearly every
asset class in excess of $120 billion
o Ensured that all securities are valued accurately and timely to meet all valuation needs of
the business;
• Fixed income securities include: Corporates, Structured (ABS, MBS, CDO,
CLO), Private Placements, Emerging Markets
• Derivatives include Vanilla Options, Derivatives and Swaps
Research, design, develop, document, and implement new pricing and valuation policies
o
and methodologies
Manage pricing challenges and research/resolve issues
o
Created and present reports to upper management
o
Managed 2 junior staff members
o
Company: FTN Financial (August 2004 to November 2008)
Department: Investment Banking: Structured Finance Group
Position: Associate: 2006 to 2008; Senior Analyst: 2005 to 2006; Analyst: 2004 to 2005
Responsibilities:
o Raised capital for banks and insurance companies by means of capital securities
packaged into Collateralized Debt Obligations (CDOs);
o Origination responsibilities:
• Assist with business development efforts, pitching C-level management of
external insurance companies on the idea of a capital raise, facilitate the
transaction attorneys’ negotiations, ongoing correspondence with external
management
• Quarterly valuation of the debt raised for previous companies; using Bloomberg,
market indications, and proprietary models
o Modeling responsibilities:
• Interact with and educate our CDO bond investors through calls and meetings
• Facilitate the sale of our CDO bonds via discussions with potential investors by
discussing the current market and relative value fixed income investments
• Assist with the cash flow modeling utilizing proprietary modeling software
• Help with the quarterly valuation of the CDO bonds, concurrently valuing FTN’s
warehouse of capital securities
• Interface with the trustees of the issuers and of the CDOs
o Credit/financial analysis responsibilities:
• Manage ongoing credit and financial analytics of previous and potential issuers
• Create the Excel models utilized by analysts to conduct credit/financial analysis
Company: Morgan Keegan & Company (May 2002 to August 2004)
Department: Investment Management Consulting Group
Position: Investment Analyst
Responsibilities:
o Portfolio optimization: Evaluated Morgan Keegan’s potential and current clients’
entire investment portfolio by decomposing it and making specific observations
and comments; then recomposing the portfolio into an individualized, proposed
optimal allocation that meets their specific risk/reward levels and goals
o Research & publication writing: Employed industry specific software to analyze
various investment managers’ risk, return, style, performance; conduct economic
research and contribute to the “Consulting Quarterly” newsletter by analyzing
current and historical industry and economic data then synthesizing this
information into a few page summary; this newsletter is distributed firm-wide
DENNIS ARVIK • Page 2 of 3
o Model Development: Departmental Excel modeler; create custom Excel models
utilizing VBA to write macros and mold the model to the user's/situational needs
EDUCATION:
University of Memphis
Memphis, TN
Completed a Doctor of Philosophy (Ph.D.) in Economics degree: August 2009
o GPA: 3.8
o Field: Applied Econometrics
Completed a Master of Arts (M.A.) in Economics degree: May 2006
o GPA: 3.6
o Member of Omicron Delta Epsilon (ODE), an international honors society in economics
Completed a Bachelor of Business Administration (B.B.A.) degree: August 2002
o Major: Finance
o Major GPA: 3.3
SKILLS:
o Computer Skills:
• Expert operator of Microsoft Office products including VBA
• Proficient with Eviews statistical software
• Enhancing R (statistical package) skills
• Highly skilled user of Bloomberg, Intex, AnSer (BlackRock Solutions),
Derivative Solutions (FactSet software), and S&P Capital IQ
o Analytical/Research Skills:
• Extensive mathematical and modeling skills encompassing economics,
econometrics, finance and quantitative finance
• Ability to locate and assimilate new information rapidly
• Ability to break-down and understand complex content
• Ability to reach and defend independent conclusions
• Intellectual maturity
• Ability to meet high expectations
o Communication Skills:
• Ability to convey complex information to non-expert audiences
• Ability to write at all levels
• Editing and proofreading
o Interpersonal Skills:
• Ability to thrive in a competitive environment
• Tireless work ethic
• Demonstrated leader and team player
LICENSES:
o Series 7 & 63 (inactive)
DENNIS ARVIK • Page 3 of 3
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