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LoanPerformance director of product management, RiskModel
M.A. in applied mathematics from the University of California at San Diego, M.S. in management from Purdue University, J.D. from Loyola Law School
Design, development, validation, implementation, and client support of simulation-based models that predict prepayment and default risk for prime fixed, prime ARM, prime hybrid, jumbo fixed, jumbo ARM, and jumbo hybrid mortgages—for pricing, forecasting loss and prepayment, calculating risk, setting economic capital, complying with Basel II, and evaluating MBS investments. Licensed to practice law in the state of California.
Prior to joining LoanPerformance, Mr. Thompson was a senior risk management consultant at Wells Fargo Bank, assessing credit risk for small business loans originated throughout California. He helped develop an econometrically-based automated front-end credit decisioning system, a Monte Carlo simulation-based tool to quantify portfolio credit exposure to changes in borrower property values, a methodology to quantify commercial portfolio credit exposure to changes in market interest rates, and a predictive model that included obligor demand-deposit behavior in determining obligor credit risk.
To contact Mr. Thompson, please send an email or call at (415) 536-3526.
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