Paul McDermott

About Paul McDermott

Investment Risk professional with strong background in Information Technology able to design and code complex investment related models. Managed account and risk systems manager with cross departmental understanding of Information Technology and Finance. Background in demonstrating managed account platform capabilities to prospective clients. Experienced in translating Research/Finance/Risk needs into deliverable IT solutions.Specialties: Managed account analytics calculations such as liquidity, exposure concentration, margin usage, profit loss sector attribution, real-time portfolio pricing. Risk monitoring that includes VAR, correlations, risk factor sensitivity, scenario analysis, factor shocks, and portfolio stressing. Relational database design, data modeling and query construction.

Experience

1. Credit Risk Analyst

   Genworth

   Feb 2016 — Present

   Responsible for managing counterparty exposure (bond, derivative, reinsurance), modeling and monitoring corporate credit limits, perform portfolio rating migration analysis including RBC impact and default charge calculations. Leverage BlackRock analytics for scenario and stress testing, credit Economic Capital contributions, and Return Attribution Analysis.

Education

• Pace University

  BA, Finance

  1998 — 2002

• Pace University - Lubin School of Business

  MBA, Financial Management

  2002 — 2004

Skills

• Investor Reporting
• Finra
• Visual Studio
• Asset Allocation
• Risk Management
• Database Design
• Managed Futures
• Currency Futures
• Microsoft Office
• Fx Options
• Fund of Funds
• Financial Risk
• Product Demonstration
• Financial Futures
• Data Mining
• Options
• Derivatives
• Information Technology
• Pertrac
• Database Administration
• Hedge Funds
• Portfolio Management
• Futures
• Equities
• Technical Demonstrations
• Bloomberg
• Data Modeling
• Data Analysis
• Application Architecture
• Fixed Income
• Microsoft Sql Server
• Bloomberg Software