Analyst Including

Work Experience

Wells Fargo Securities San Francisco, CA

Analyst: Public Finance Investment Banking, Capital Strategies 2013-present

Experienced performing in-depth 3-statement financial modelling and security valuation analyses including discounted cash flow, sum-of-parts and public trading comparables

Structured and executed over $2.5 billion of derivatives primarily for healthcare organizations; helped

issuers reduce their cost of funds, manage their debt portfolio and balance interest rate exposure

Performed discounted cash flow analysis on derivatives based on contractual terms and observable market-based inputs, including interest rate curves and implied volatilities, as well as credit valuation adjustments, to reflect nonperformance risk of each respective counterparty

Executed novations between issuers and existing bank counterparties; helped senior bankers negotiate spreads with issuers and contributions from existing bank counterparties

Analyzed return metrics to determine deal-based capital allocation and spreads to mid based on credit and collateral quality, deal tenor, optionality, and relationship value

Interfaced directly with traders to execute deals; managed deal-closing process including booking

derivatives, establishing payment protocols, and preparing credit-related requirements

Composed weekly updates summarizing major market developments and rate movements for

distribution to WFS bankers and external clients

Managed team’s Dodd Frank compliance efforts, including verifying client suitability, tracking internal political contributions, and obtaining approvals based on deal size or profitability

Prepared client presentation materials pertaining to pre-issuance hedging, rate locks, fixed payer and fixed receiver swaps, caps, floors and options in coordination with banking coverage teams

Selected Transaction Experience

Structured and executed a $280mm novation and amendment of four interest rate swaps to align a healthcare issuer’s fixed rate swap portfolio with its floating rate bond portfolio

Structured and executed a $160mm novation of two interest rate swaps to mitigate collateral posting

requirements for a national healthcare issuer that had recently been acquired

Structured and executed a $140mm cancellable swap in conjunction with two banking coverage groups

Structured and executed a $65mm basis swap to reduce the cost of funds for a fixed rate bond issuance being led by a banking coverage group

Led the marketing effort and eventual execution of a $3mm cancellable swap to hedge existing floating rate bonds; sent weekly presentations and interacted directly with the client’s treasurer

Duke University Management Company (DUMAC) Durham, NC

Summer Analyst: Private Capital Team Summer 2012

Covered alternative asset classes including private equity, venture capital, and natural resources

Constructed a proprietary model designed to predict the fair market value of oil and natural gas-producing assets based on changes in the spot and futures prices of crude oil and natural gas

Conducted due diligence on private equity, venture capital, and natural resources funds

Achievements

Chess 1998-2007

Competitive player, including several 1st Place Scholastic Championships in WA, PA, WV

Leadership 2006, 2008, 2011

Elected Social Chair of Delta Kappa Epsilon (Epsilon Rho Chapter, Duke University)

Eagle Scout, Boy Scouts of America

Lettered in Varsity Lacrosse on team that won the WV Lacrosse State Championship

Writing 2010, 2011

Finalist, WV Eighteenth and Nineteenth Annual Literature Symposium for Undergraduate Students

Investing 2014-Present

Experience maintaining personal portfolio; outperformed S&P 500 as of July 2015

Education

SAT: 2220 (Verbal 770, Writing 760, Math 690)

Duke University Graduated 2013

Obtained a B.S. in Economics

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