Cody M. Stumpo
codybass@gmail.com
xxx Nnnnn Lane | San
Mateo, CA 94403 (xxx)
xxx-xxxx
Objective
Leading a team of analysts/modelers to provide a competitive
advantage to a healthy company.
Expertise
Catastrophe risk, credit risk, mathematical modeling, clear communication of technical subjects, decision
making under uncertainty, risk management, economics & finance, simulation,
optimization, data analysis & statistics, probability, banking &
insurance.
Relevant Work
Experience
·
Define and manage implementation of client-satisfying
financial modeling and simulation functionality in leading catastrophe risk products.
·
Develop, market, and support products that
handle nearly all insurance and reinsurance structures in the market,
leveraging the company’s hazard modeling and structural engineering expertise
into tools that clients use to manage their intricately structured risks more
profitably.
Moody’s KMV: San
Francisco, CA (2005 – 2008) Manager - Credit Analytics
& Product Specialists
·
Communicated understanding of
quantitative credit risk modeling to clients (world’s largest banks), along
with insight into how best to manage their credit-risky investments.
·
Created and delivered training on
Moody’s KMV’s industry-standard models and products.
·
Gained deep understanding of
details and implications of world-class financial models for quantifying and
managing single-obligor and portfolio credit risk in a dynamic market.
The St. Paul
Travelers Companies: Fairfield, CA (2003 – 2005) Senior Catastrophe Risk
Analyst
·
Provided mathematical and analytical expertise for managing
catastrophe risk.
·
Developed world-class simulation model of insurer’s financial
loss on complicated contracts in case of catastrophe(s), for pricing new and
repeat business in a portfolio context.
Ford Motor Company: Dearborn, MI (1996 – 2001) Research
Engineer
·
Analyzed aspects of Ford's global business via computer-aided
operations research, statistics, and game theory.
o Projects
included developing strategies for unified financial risk management,
quantifying the benefits of flexible manufacturing, optimal product option
combinations, demand elasticity of price, profit-maximizing differential
pricing strategies, residual value of durable goods, robust forecasting,
quantifying the impact of quality on profitability, e-commerce.
o Techniques used
include genetic algorithms, Monte Carlo simulation, traditional optimization
and decision-analysis, advanced statistics, time-series analysis, agent-based
modeling, data mining, neural networks.
Education
Purdue
University: M.S. in
Engineering (concentration Operations Research)
· Including
coursework at Stanford University, Rensselaer Polytechnic Institute, University
of Michigan, Ann Arbor, and The Santa Fe Institute.
University
of California at Berkeley: Simultaneous B.A.s in Applied Mathematics
(concentration Game Theory) and Architecture
· National
Merit Scholar
Other Skills
SQL, Mathematica, Serious MS Excel/Access, UNIX use and administration,
Programming in several languages, Decent Spanish.