Regulatory & Risk Management
– Quantitative Advisory Services –
Traded Market Risk Models
MICHAEL A. S. GUTH, Ph.D., J.D.
Risk Management Consulting
(E-mail is quickest method of contact).
116 Oklahoma Ave.
Oak Ridge, TN
Phone: (865) 483-8309
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
· 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.
- Serves as the resident federal tax advisor/consultant for MyProfessionalAdvice.com.
- Performs writing or reviewing parts of book manuscripts or text from online courses directed toward tax professionals. Subjects range from general tax compliance and planning for corporations and individuals to specific federal tax guidelines.
- Adjunct Faculty in Tax Law for William Howard Taft University: grades courses on tax law research and various corporate tax law courses.
- Writes or updates materials based on current or pending changes in tax procedure or law.
- Ensures currency and accuracy of all materials reviewed.
- Keeps abreast of applicable, pending laws that are before Congress to update documents accurately.
● 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
FOREIGN LANGUAGES: German, French
© Copyright 2009 by Michael A. S. Guth. All
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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.