ABOUT ASYMMETRIC

Asymmetric Systems is a lean team of exceptionally skillful change-makers each with extensive experience at large banks in the United States.

Having had the unique opportunity to have worked in trading and in virtually all functions around trading, I started Asymmetric Systems to offer consultancy services to new, expanding, and improving financial entities who may benefit from my broad institutional experience and holistic perspective. Prior to going independent, I managed the risk of Deutsche Bank’s large US commercial real estate mortgage securitization portfolio, trading linear and non-linear credit and interest rate hedges using a quantitative and fundamental combined approach, successfully through various market regimes. Before this, I was the CMBX (commercial real estate debt derivatives) market maker for DB.

I held various infrastructure roles, also at DB in New York, before occupying these trading seats: I was a member of the core quant modeling team that built the models for the bank’s first full CCAR submission (colloquially the Fed Stress Tests), a quant on the CMBS secondary trading desk who built from scratch an entire suite of analytic tools, a market risk oversight manager supervising various structured finance businesses, and a middle office operations specialist supporting the structured credit trading desk.

Prior to DB I was an accountant at what was the premier US hedge fund administration company, the former Rothstein Kass, providing outsourced services to large hedge funds, and then a product controller for the high yield corporate credit trading desk at Lehman Brothers. I departed Lehman to complete a full-time Master of Science in Financial Engineering degree from the University of Michigan in Ann Arbor, to supplement my double major in Finance and Computer Science undergraduate degree from Washington University in St. Louis. I became a CFA charterholder in 2007. Eternal gratitude for all the blessings I have received and the chance to do what I love.