Project manager
Resume:
RONALD E. VIERA, CFA
Paoli, PA 19301
********@***.***
EDUCATION
The University of Michigan, MBA in Finance, 1994
The University of Wisconsin, BS in Economics, 1988
Georgetown University, Graduate Studies in Mathematical Finance, Statistics & Accounting, 1992
INDUSTRY & OTHER TRAINING
CFA: Chartered Financial Analyst, 1999
Series 7, General Securities Agent, scored in top 1%
Corporate coursework in Programming languages C and C++, and in Securitization
Fluent in Portuguese
EXPERIENCE
ABERDEEN ASSET MANAGEMENT, PHILADELPHIA, PA 2011 to Present
Investment & Risk Consultant, Senior Portfolio Management Consultant
Designed and tested various investment valuation models and portfolio strategies and assisted in building Aberdeen’s, a $300 billion Global asset manager, North American risk and portfolio management optimization platform. Role covered asset allocation and risk analysis for the equities, fixed income, derivatives and alternative asset management portfolios. Worked with BARRA, Yield Book, State Street TruView & APT models to build quantitative portfolios. Some of these were quantitative trading and risk models were multi-factor investment and risk models covering U.S., Developed and Emerging Markets equities, fixed income and derivatives. Used models to decompose portfolio positions, create various VAR measures, running stress test and build portfolio optimizers.
CAPITAL MARKETS CONSULTING, PHILADELPHIA, PA 2008 to Present
President, Founder
Attempted to start a hedge fund. Partnered with angel investors, mutual and hedge funds to raise capital. I designed investment and risk management strategies; created architect for risk and hedging models and policies: assisted in designing pitchbooks; aided in locating seed capital. End goal was to be a founder of an event driven and macro hedge fund.
LUMINENT CAPITAL, Philadelphia, PA 2005 to 2008
Senior Vice President
Chief Risk Officer & Chief Investment Officer (FA):
I ran the risk management and portfolio management departments, the trading group, and the securitization and analytics departments for Luminent Capital, a $10bn, NYSE listed alternative asset management firm engaging in portfolio management, structuring, trading, modeling and underwriting of ABS, MBS, CMBS and CDOs. Firm was the 16th largest structurer of Alt-A collateral in 2006.
• Head of Risk department, Chief Risk Officer: Built and designed a new risk management platform from scratch to govern credit, market, operational and liquidity risk; to manage credit & interest rate exposure. Designed the entire firm’s economic capital, VaR, and stress test methodologies and models; created, managed and executed the firm’s hedging strategies; created firm’s trading risk reports. Built economic capital model based on implied & empirical studies of spread movements, downgrade probabilities, default risk, and correlations.
• Head of portfolio management & trading department, Chief Investment Officer (FA): Managed a $10 billion portfolio to over 31% ROE and generated over $65 million in trading profit in first six months of 2007. Hands-on manager of the entire staff of traders, analyst and portfolio managers in valuing, trading and hedging of Agency and Non-Agency MBS, ABS, NIMs, CMBS, fixed income and derivatives. Lead the surveillance, credit risk and interest rate risk groups.
• Head of securitization & risk analytic department: Manage the valuation, trading, securitization, modeling and hedging of ten ABS & MBS securitizations for more than $6 billion. Managed the most credit sensitive tranches, and the trading of the other tranches via Wall Street banks. Designed and programmed quantitative valuation and risk models based off statistical analysis.
• Head of CDO department: Managed the structuring of Luminent’s first CDO; ran CDOs for Bear Stearns. Built quantitative models & trading strategies that analyzed and found relative value in collateral, ABS & MBS bonds, fixed income securities and credit & interest rate derivatives.
FEDERAL HOME LOAN BANK, Seattle, WA 2002 to 2005 Senior Bank Officer
Head Portfolio Manager/Market Risk Manager:
Managed, traded, modeled and hedged risk on a $25 billion fixed income, structured products and derivatives portfolio, 14%+ ROE from 2003 through 2005. Managed market risk and executed hedges to managed risk. I increased the whole loan mortgage portfolio from $500 million to over $10 billion in my first six months. Promoted after my first six months at the bank.
• Voting member of the Asset/Liability, ALCO, and Risk Management policy setting committees, and member of the Portfolio Management Strategy committee. Helped devise new risk reports.
• Built & programmed in Visual Basic and C++ a risk model where loan originators traded with the bank live over the internet, won the bank’s highest honor, the CEO award, for best new project.
PRUDENTIAL SECURITIES, New York, NY 1999 to 2001
Assistant Vice President
Institutional Trading Desk/Fixed Income Portfolio Sales & Strategist:
Designed trading strategies for the fixed income trading desk and our institutional clients.
• Traded, analyzed, and sold Treasuries, Emerging Market, Corporate MBS and ABS securities. Provided risk management strategies to portfolio managers.
• Provided numerous profitable trading strategies for the trading desk.
FANNIE MAE, Washington DC 1994 to 1999
Senior Trader (1996 to 1999):
Traded, funded, modeled and hedged Fannie Mae’s $800 billion MBS, ABS and derivative portfolio. Traded Agency debentures and derivatives to fund the portfolio and designed trading strategies.
• Assisted in designing the Fannie Mae Benchmark Notes Program, a new method of funding Fannie Mae’s portfolio that has made over $200 million and won Fannie Mae Global Borrower of the Year in 1998. Helped manage a portfolio that consistently produced 15% to 20% ROE from 1996 to 1999.
• Designed models to capture relative value between MBS, derivatives and agency debentures.
Senior Quantitative Financial Analyst (1994 to 1996):
Designed and programmed in FORTRAN, C and C++ Fannie Mae’s quantitative credit model, a 50,000 line Monte Carlo simulation and econometric model.
• Built and managed a credit risk pricing models that priced more than $2.4 trillion of fixed income securities, whole loans and derivative securities.
• I Programmed in C, C++ and FORTRAN, updated data and algorithms in valuation model.
• Designed prepayment models, and developed various credit and risk models for new products.
Salomon Smith Barney, New York City, NY 1990 to 1992
Risk & Portfolio Manager/Wealth Management Division:
Managed equity & fixed income portfolios for private clients and mid-size institutions. Built risk management strategies for equity & fixed income client. Client facing role task with generating new business, increasing asset under management and managing client’s risk and portfolio’s.
• Ranked #1 in my class in raising assets under management.
• Top ranked portfolio’s in terms of risk-adjusted returns and Sharpe Ratios
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