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Experience
For a few clients with active hedge programs, Chad has overseen many of the daily operations of the programs and has performed strategic analysis of projected hedge program performance through the construction and use of complex stochastic-on-stochastic financial projections. As many clients have started to view hedging as a key consideration in product design, Chad has assisted with development of liability and option valuation models to assess pricing of new products and has implemented new models for these products in MG-Hedge. In addition to his focus on market-consistent valuations and hedge strategy performance testing, Chad has created customized models to address capital requirements and GAAP accounting measures.
Professional Designations
- GARP Certified Financial Risk Manager (FRM)
Education
- MS, Physics, Clemson University
- MS, Financial Mathematics, University of Chicago
