Steven Goldschmidt

Developed modeling and valuation algorithms for pricing a greater than $12 billion portfolio of interest rate swaps/options, currency swaps/options, inflation swaps, total return swaps and credit default swaps.

Prepared shock scenarios and risk profiles (duration, spread duration, convexity, delta, gamma, theta, vega, rho) for regulatory filings and enterprise risk officers.

Participated in recruitment and mentoring for actuarial interns, investment interns and new hires.

Taught College Algebra, Finite Mathematics, Pre-Calculus, Applied Calculus 1/2 and advanced courses Mathematics of Financial Derivatives 1/2.

Coordinated (approved textbook selection, configured homework problems, graded exams) for Differential Equations, Linear Algebra.

Provided direct instruction to students in Calculus 1, Calculus 2.

Implemented online courses and Zoom lectures/recordings. High proficiency in Cengage WebAssign, Pearson MyMathLab and WileyPLUS.

Extensive experience in developing LaTEX lecture notes, lecture slides, exams and exam grading materials.

Developed Math@CASE program for under-represented minority and first-generation college students. Honored with the Distinguished Faculty Award for this work in 2019.

Led team of 10 analysts measuring data quality, duration/convexity risk and performance attribution for $800 billion portfolio of mortgage backed securities, debt and derivatives.

Reporting member of Asset-Liability Committee. Gave weekly updates on net par and notional positions, duration, convexity and theta as well as investment performance and performance attribution.