John Lederle
About John Lederle
Quantitative model manager and leader specializing in interest rate, credit, market and model risk management • Provide independent risk oversight of quantitative multi-asset hedge fund for investment team managing assets of $8.5B • Model interest rate and credit risk of retail and wholesale banking portfolios • Value complex securities, including convertible debt, embedded options and other contingent claims • Develop and manage interest rate forecasting and term structure models Specialties: Asset Liability Management, Portfolio Risk Management, Macroeconomics, Term Structure Modeling, Yield Curve Forecasting, Hedge Funds, Equities, Fixed Income, Commodities, Foreign Exchange, Value at Risk (VaR); Equity, Bond, Credit, FX and Commodity Risk Models, Mean-Variance Optimization, Credit Portfolio Segmentation, Probability of Default (PD), Loss Given Default (LGD), Stress Testing and Basel, Risk Capital, Option Pricing, Capital Structure Valuation, Portfolio Management/Analytics, Basel II, MATLAB, SAS, Visual Basic/VBA, Monte Carlo, Binomial Trees, Interest Rate Modeling, Analytic Dashboard Design and Management, Power BI, Mechanical Engineering, AutoCAD, Pro/Engineer, Mitigation of Vibration from Rotating Machinery, Computer Aided Manufacturing, Precision Machining and Industrial Processes.