Intellex Acquires Expert by Big Village

We're thrilled to announce that Intellex has acquired Expert by Big Village, effective March 22, 2024. This strategic move enhances our capabilities and strengthens our commitment to delivering exceptional solutions to our customers.

Stay tuned for more updates on how this acquisition will benefit our clients and experts.

For inquiries or more information, please contact us at info@intellex.com.

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Expert Details

Mortgage Prepayment/Default Modeling, Risk Management Systems, Quantitative Analytics, Econometrics

ID: 730327 New Jersey, USA

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Expert has over 20 years experience in the banking and finance industries. He has proven econometric modeling, risk management and research skills in the areas of fixed income, credit, MBS and ABS. He's an innovative thinker and manager responsible for the development of a complete suite of prepayment and default models, quantitative analytics, risk management tools, systems and products.

Education

Year Degree Subject Institution
Year: 1983 Degree: PhD Subject: Economics Institution: MIT
Year: 1979 Degree: BA Subject: Mathematics Institution: Swarthmore College

Work History

Years Employer Title Department
Years: 2008 to 2011 Employer: Stern Consulting Associates Title: President Department:
Responsibilities:
Financial consulting services specializing in prepayment/default model development, testing and implementation, quantitative analyses, studies and reviews in the areas of banking, finance, economics, mathematics and statistics.
Years Employer Title Department
Years: 2007 to 2008 Employer: MKP Capital Title: Director Department:
Responsibilities:
Responsible for the methodology, estimation, validation and maintenance of firm-wide prepayment, default and loss severity models, implementation of Loan Performance loan level database and the development of analytical systems to assist firm’s analysts, portfolio and risk managers. Direct and oversee programmers and IT staff to create and maintain systems and databases to support trading floor.
Years Employer Title Department
Years: 1997 to 2004 Employer: Andrew Davidson & Co. Title: Senior Consultant Department:
Responsibilities:
Provided consulting services and risk analytics for the fixed-income and mortgage-backed securities markets. Managed the development, QA, and assisted with marketing and technical support for all software products.

Additional Experience

Expert Witness Experience
Case manager responsible for conducting and managing research and analysis; advised and met with clients, attorneys and experts; wrote and prepared reports and exhibits.
Other Relevant Experience
Advanced SAS and SQL skills.

Fields of Expertise

mortgage, mortgage loan, residential mortgage

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