Abe D. Martin

** **** *** **, *** **G ● New York, New York, 10003 ● 347-***-**** ● acfhbi@r.postjobfree.com

Double Degree Graduate, University of Maryland College Park, Cumm GPA 3.69

Bachelor of Science, Mathematics & Statistics, Mathematics GPA: 3.90/4.0

Bachelor of Arts, Quantitative Economics (With Honors) Economics GPA: 3.92/4.0

Related Course Work: Financial Asset Pricing Theory (PhD course), Advanced Macroeconomics, Advanced

Micro Economics, Single Variable Real Analysis, Multivariable Real Analysis, Probability Theory & Statistics

(3 courses), Econometrics I & II, Numerical Analysis, Number Theory.

Academic Awards

Phi Beta Kappa Honor Society (May 2009).

1.

Departmental Honors in Economics (May 2009).

2.

Distinguished Scholar in Advanced Economics (May 2008 & May 2009).

3.

University Honors Citation, University of Maryland Honors Program. (September 2008).

4.

Computer Science, Mathematics, & Engineering (CSEM) Distinguished Scholar (September 2008 ).

5.

National Association Aeronaut Space (N.A.S.A) Consortium Scholar (October 2008 ).

6.

Language & Programming Skill Sets::CFA Level I Candidate

Language Skill: Fluent in Arabic and currently mastering French.

7.

Programming: Excel(VBA), Bloomberg, FACTSET, HAVER DLX

8.

Manifold Capital(ACA F.G.) New York, NY (Aug 2013

9.

Present)

Restructuring Analyst, Portfolio Management

10.

11. Worked with a team of investment analysts on buying/selling, evaluating, and restructuring a credit

portfolio of over $4.2 B of high yield/distressed bonds (Utilities, Health Care, and Hotel & Leisure space,

etc.).

Forecasted base and downside/stress scenarios for individual credits, by building proforma models that

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projected revenue, EBITDA, CAPEX, working capital needs, FCF, and obligor’s ability to service its debt

schedules.

Monitored existing and potential investment credits, analyzing each credit's respective industry as well as

13.

its cash flows, interest coverage, liquidity position, capital structure, credit ratios, potential covenant related

issues and the overall future operational outlook.

Analyzed credit agreements and bond indentures for capital structure arbitrage. Assessing likelihood and

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impact of a covenant breach, analyzing indenture and credit agreement language such as negative pledge,

delayed draw, permitted indebtedness, accordion features, change of control, DSCR, etc.

Modeled the Chapter 11 restructuring of 3 distressed credits. Evaluated multiple waterfall recovery

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scenarios.

16. Brown Brothers Harriman & Company New York, NY (July 2011

Sept 2012)

17. Equity Research Associate, Equity Research Department

18. Helped analysts with in depth, fundamental large cap research coverage by analyzing companies balance

sheet, income and cash flow statements from their EDGAR SEC filings (10 K, 10 Q,8 K)

19. Employed DCF cash flow, proforma, and comparable company analysis to determine firm’s enterprise

value and relative valuation.

20. Modeled future expected financials for companies based upon research, filings and guidance and

determined price targets using both fundamental analysis and investor sentiment.

21. Assisted analysts in preparing reports and researching potentially promising undervalued companies that

were highlighted in our research publications.

22. Built and updated statistical valuation models, used to forecast excess returns of equity sectors relative to

benchmarks.

23. Communicated investment recommendations and updates on existing sector recommendations to BBH's

sales & trading team through presentations and assisted them in conveying our recommendations to clients.

Federal Reserve Bank of New York, New York, NY (April 2010 –

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July 2011)

Research Associate, Macroeconomic & Financial Research

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26. Evaluated, constructed and assisted traders & senior economists with forecasting macroeconomic variables

such as GDP, CPI, unemployment, and fixed income securities(US Treasuries and corporate spreads) .

27. Helped build a multifactor econometric pricing model that generated fair value estimates for corporate

spreads on select sectors & industries.

28. Responsible for researching macroeconomic data using sources such as Bloomberg, DLX, FAME, IMF,

World Bank, and proprietary Central Bank data to assist economists with creating financial models that

explain and forecast current market trends.

29. Prepared and organized international financial briefings regarding global market conditions for the

President & CEO of the Federal Reserve Bank of New York and for the Board of Directors.

30.

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