Regulatory & Risk Management
– Quantitative Advisory Services –
Traded Market Risk Models

Courses Taught
Dissertation Mentoring
Dr. Eugene Guth, my father
Course Syllabi
Financial Economics Publications
Project Finance
Basel II Risk-Based Capital Framework
Power & Gas Industry
Succession Planning
Attorney Home Page
M&A Corporate Valuations
About Michael Guth
Pharmaceutical Economics Research
Financial Economist Michael A. S. Guth

Managing Director,
Risk Management Consulting
send e-mail
(E-mail is quickest method of contact).
  116 Oklahoma Ave.
  Oak Ridge, TN
  Phone: (865) 483-8309

Services Offered

Our Financial Services Regulatory and Risk Management practice is a specialty advisory practice that provides integrated market, credit, and operational risk management as well as economic capital modeling, process improvement, quantitative, and treasury advisory services to financial institutions and other capital markets participants. Our unique staff comprise a wide array of industry, client, and product specialties as well as quantitative, regulatory, project management, and technology professionals. Client firms include commercial/retail banks, investment banks, broker-dealers, asset managers, and insurance companies. One of the major growth areas within the Regulatory and Risk Management practice is the Quantitative Advisory Services (QAS) team, which covers all aspects of credit risk, operational risk, market risk, and capital methodologies. Within QAS we are now growing our traded market risk team. We are particularly looking for candidates with experience in any of the following areas:

· Developing VaR models for all asset classes
· Developing specific risk frameworks
· Developing Expected Potential Exposure EPE-type credit risk frameworks
· Developing advanced derivatives pricing/risking/valuation models
· Developing market risk stress testing frameworks
· Validating models

To deliver these comprehensive services, we are looking for individuals with 1 – 2 years experience through to Senior Manager level with relevant experience. As well as technical skills and experience in the areas above, we are looking for candidates who have a good track record in terms of:

· Familiarity with statistical and numerical techniques
· Strong written and verbal communication skills
· Experience of client management and project management
· Knowledge of capital market products, methodologies and financial analytics
· Understanding of the key concepts of derivative instrument pricing and risk measurement
· Familiarity with statistical and numerical techniques and the principles of the theory of probability and stochastic calculus
· Ability to execute C++/SAS/Visual Basic/Excel routines and analytical programming requirements
· Experience working in a financial product/engineering /R&D environment designing and developing quantitative methods and solutions for capital market products
· An understanding of the current regulatory environment for risk management.

Ideally, the Candidates should possess a PhD or Master’s-level qualification in Computational Finance, Mathematics, Engineering, Statistics, or Physics.

Tax Planning and Advising
Tax professional provides research, writing, and updating of tax-related material and answers questions from clients. Current federal, corporate, and individual federal income tax expertise as excellent writing skills. Our clients have a constant stream of corporate related tax work and the private client department dove tails in order to offer the right skills and experience to the issues raised by clients. Much of my work comes from high net worth individuals and involves on and off-shore capital but I am regularly advising companies in relation to pension and general tax implications and planning. Advise on IHT, capital gains, and probate. Assist with individual tax planning and offshore matters and have the desire and ability to lead a team.


      Approximately twenty professional publications in peer-reviewed journals. For examples please click on the button “Financial Economics Publications” above.

      Approximately twenty additional articles in trade journals and industry magazines. Please click on the “Power and Gas Industry” button above to see examples.

      Wrote a book entitled Speculative Behavior and the Operation of Competitive Markets Under Uncertainty that received praise (in writing) from a former president of the American Economics Association and from a Nobel Laureate.


© Copyright 2009 by Michael A. S. Guth. All Rights Reserved.  No portion of this site, including this home page and
any of the separate pages, may be copied, retransmitted, reposted, or duplicated in significant portion without the express written permission of Dr. Michael Guth. Users are always welcome to establish links to this web page or to quote from it freely.