SzymanskiCV Resume Details

Investment and banking professional with track record of developing and implementing cross-discipline portfolio analysis and management frameworks by organizing diverse stakeholders across different teams and the ability to apply complex and abstract methodologies towards finding communicable and concrete conclusions

Experience
Société Générale, Credit, Portfolio Analysis Group			NYC: Jan 03 – Jan 06; Paris since Jan 06
	Followed a 156G€ portfolio of diverse corporate banking deals with ca. 12,000 obligors throughout the globe; types of transactions include standard corporate loans, syndicated facilities, projects, real estate, leveraged, etc.
	Performed industry-level reviews on the portfolio to assess the need for proactive portfolio management or limits
o	Recent example: study exposure to the transport infrastructure & services industry, including both corporate and project finance deals. Liaise with credit officers to understand the risk profile of the transactions and verify that clients are progressing according to plan, study the sensitivity to external factors with industry economists, and stress test the portfolio based upon the combination of outlooks and sensitivities
	Assured reliability of input data applied in analyses by liaising with credit officers and the front office: emphasis on complex or sensitive debt deals such as syndicated facilities, project finance, and leveraged acquisitions
	Took a leading role in revamping the global SG CIB corporate debt portfolio analytical and reporting framework to focus on key information points to deliver to senior management in a more timely and efficient manner
	Apply both economic capital and Basel 2 RWA-based metrics towards the portfolio in periodic reports 
	Developed and implemented a methodology to assess concentration risk in the US corporate debt portfolio using Value at Risk tools and comparison to a specially-built index of companies, as well as a prototype global version
	Acted as a liaison amongst senior risk management and business line executives to convince a broad audience of the relevance and applicability of this concentration risk methodology
	Worked in a global effort to stress test based on general macro scenarios and industry-specific downturns
	Worked towards developing a statistical model to uncover warning signs of credit deterioration in specific corporate debt clients by integrating market-based data with traditional accounting-based scores
	Benchmarked and evaluated an in-house portfolio tool for calculating economic capital and Value at Risk
	Coordinated periodic reporting of portfolio risk characteristics for regional portfolios on an as-needed basis for risk division management: business mix varies widely across different regions
	Managed up to three interns at a time to assist with these projects; helped develop and train new staff
	Promoted to Associate Jan 2004; Promoted to Vice President Jan 2006
Instinet: Research, Investment Strategy Group				Apr 2001 – Dec 2002
	Wrote reports issuing recommendations on industry groups based upon models and analysis
	Cultivated advisory relationships with institutional clients to assist in the money management process
	Responsible for reviewing reports for errors and compliance issues (held Series 24 Securities Principal license)
	Applied nonparametric methods to apply macro, industry, and financial data to forecast industries’ equity returns
	Managed two earnings-based stock-selection models and a technical analysis trend model
Oliver, Wyman & Company: Capital Markets Practice			Aug 2000 – Dec 2000
	Analyzed market size and potential profitability of an aggregator of retail and institutional order flow 
	Quantified the revenue and risk of an order flow aggregator by developing a Monte Carlo simulation

Education
Columbia University							May 2004
	Master’s in Mathematical Finance
	Grade point average: 3.87
Duke University								May 2000
	Bachelor of Science, summa cum laude with a dual major in Economics and Computer Science
	Grade point average: 3.95 (top 1% of class)
	Summer Internships: Capital One UK (1999), Capital One US (1998), AT&T (1997)
	Exchange Program to Oxford University, New College

Professional Qualifications & Skills
Awarded Chartered Financial Analyst designation, 2003
Highly proficient in developing financial and statistical models using multiple applications
Thorough understanding of industry-standard models such as KMV, and Risk Metrics Credit Manager, and Kamakura
Strong data management skills using Business Objects and Microsoft Access
Programming for university coursework using C++ and Java