[email protected] & No phone number available.

Robert Herlund

• Cloud computing, data science, big data applications, machine learning • Independent research/ analysis (asset valuation, mortgage valuation/risk, loan... | 7 Everett Drive, Medford, United States

*50 free lookup(s) per month.

No credit card required.

Robert Herlund’s Emails [email protected]

Robert Herlund’s Phone Numbers No phone number available.

Social Media

Robert Herlund’s Location 7 Everett Drive, Medford, United States

Robert Herlund’s Expertise • Cloud computing, data science, big data applications, machine learning • Independent research/ analysis (asset valuation, mortgage valuation/risk, loan segmentation, econometrics) • Loan portfolio analysis (credit/ attrition/segmentation) and prediction MountainView • Mortgage Servicing Rights (MSR) risk management & valuation • New product & business development • Mortgage rate modeling (MSS, PSS, current coupon) • Econometric modeling (CCAR/ DFAST, CECL, scenario generation, home prices) • Developed a sophisticated top-down regulatory stress testing software platform/ project management of fintech partner • Valuation of esoteric ABS/CMBS investment securities • Liquidity scoring of investment securities • Modeling of PD, LGD, EAD, net charge-offs and balances • Life of loan loss modeling (CECL, mortgage repurchase reserves, balance sheet mgmt. strategies) • Model validation & testing (CCAR/DFAST, PR/LGD/EAD models, prepayment & credit, fraud, deposits) • Loan segmentation schema and risk factor identification • Prepayment and credit model performance testing and analytics/monitoring to set limits • Data analytics, developed a loan level analytics platform, data management • Stress testing & CECL economic variable enrichment, sub-model development • Thought leadership and analytics supporting client relationships • Marketing strategy, analytics supporting targeted sales prospecting, sales force management strategy • Hedging strategy analysis • Research and quantitative analysis • MSR recapture analytics • Model validation and governance • CECL qualitative factors • Model validations: consumer loan marketing (data mining/ machine learning), consumer loan default, logistic regression) consumer loan prepayment (survival), CECL OLS, CECL historical loss, CECL PD/LGD, CECL transition matrix Fannie Mae Risk management/ hedging strategy of Fannie Mae's 700+ billion mortgage, debt, and derivatives portfolios. Managed team of 10+; Lead cross-functional projects Credit Suisse • Manage the market and credit risks of a 100 billion trading/ lending position comprised of structured product bonds and related loans (world-wide). • Market risk model development (pioneered techniques considered best-practice today) GE CAPITAL • Investment and hedging strategies, trading • Lead cross-functional teams to execute securitization clean-up calls, loan portfolio mgmt., loan pooling, sale of pools

Robert Herlund’s Current Industry Chad

Robert Herlund’s Prior Industry
United Nations Federal Credit Union | Phh Mortgage | Situs Mountainview | Magnus Analytics | Chad

Not the Robert Herlund you were looking for?

Find accurate emails & phone numbers for over 700M professionals.

Work Experience

Chad

Predictive Analytics

Sun Nov 01 2020 00:00:00 GMT+0000 (Coordinated Universal Time) — Present

Magnus Analytics

Owner/ Consultant

Sun Mar 01 2020 00:00:00 GMT+0000 (Coordinated Universal Time) — Sun Nov 01 2020 00:00:00 GMT+0000 (Coordinated Universal Time)

Situs Mountainview

Director

Fri May 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time) — Sun Mar 01 2020 00:00:00 GMT+0000 (Coordinated Universal Time)

Phh Mortgage

Director, MSR Valuation and Risk Management

Sat Jan 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time) — Thu Jan 01 2015 00:00:00 GMT+0000 (Coordinated Universal Time)

United Nations Federal Credit Union

Corporate Investments

Fri Jan 01 2010 00:00:00 GMT+0000 (Coordinated Universal Time) — Sat Jan 01 2011 00:00:00 GMT+0000 (Coordinated Universal Time)

Skills

Languages

Robert Herlund Email Addresses

[email protected] Email

Robert Herlund Phone Number

No phone number available. Phone number

FAQ About Robert Herlund

Robert Herlund is located at
7 Everett Drive, Medford, United States

Robert Herlund is a
• Cloud computing, data science, big data applications, machine learning • Independent research/ analysis (asset valuation, mortgage valuation/risk, loan segmentation, econometrics) • Loan portfolio analysis (credit/ attrition/segmentation) and prediction MountainView • Mortgage Servicing Rights (MSR) risk management & valuation • New product & business development • Mortgage rate modeling (MSS, PSS, current coupon) • Econometric modeling (CCAR/ DFAST, CECL, scenario generation, home prices) • Developed a sophisticated top-down regulatory stress testing software platform/ project management of fintech partner • Valuation of esoteric ABS/CMBS investment securities • Liquidity scoring of investment securities • Modeling of PD, LGD, EAD, net charge-offs and balances • Life of loan loss modeling (CECL, mortgage repurchase reserves, balance sheet mgmt. strategies) • Model validation & testing (CCAR/DFAST, PR/LGD/EAD models, prepayment & credit, fraud, deposits) • Loan segmentation schema and risk factor identification • Prepayment and credit model performance testing and analytics/monitoring to set limits • Data analytics, developed a loan level analytics platform, data management • Stress testing & CECL economic variable enrichment, sub-model development • Thought leadership and analytics supporting client relationships • Marketing strategy, analytics supporting targeted sales prospecting, sales force management strategy • Hedging strategy analysis • Research and quantitative analysis • MSR recapture analytics • Model validation and governance • CECL qualitative factors • Model validations: consumer loan marketing (data mining/ machine learning), consumer loan default, logistic regression) consumer loan prepayment (survival), CECL OLS, CECL historical loss, CECL PD/LGD, CECL transition matrix Fannie Mae Risk management/ hedging strategy of Fannie Mae's 700+ billion mortgage, debt, and derivatives portfolios. Managed team of 10+; Lead cross-functional projects Credit Suisse • Manage the market and credit risks of a 100 billion trading/ lending position comprised of structured product bonds and related loans (world-wide). • Market risk model development (pioneered techniques considered best-practice today) GE CAPITAL • Investment and hedging strategies, trading • Lead cross-functional teams to execute securitization clean-up calls, loan portfolio mgmt., loan pooling, sale of pools Chad

Robert Herlund currently works in the
Chad

Robert Herlund specializes in
• Cloud computing, data science, big data applications, machine learning • Independent research/ analysis (asset valuation, mortgage valuation/risk, loan segmentation, econometrics) • Loan portfolio analysis (credit/ attrition/segmentation) and prediction MountainView • Mortgage Servicing Rights (MSR) risk management & valuation • New product & business development • Mortgage rate modeling (MSS, PSS, current coupon) • Econometric modeling (CCAR/ DFAST, CECL, scenario generation, home prices) • Developed a sophisticated top-down regulatory stress testing software platform/ project management of fintech partner • Valuation of esoteric ABS/CMBS investment securities • Liquidity scoring of investment securities • Modeling of PD, LGD, EAD, net charge-offs and balances • Life of loan loss modeling (CECL, mortgage repurchase reserves, balance sheet mgmt. strategies) • Model validation & testing (CCAR/DFAST, PR/LGD/EAD models, prepayment & credit, fraud, deposits) • Loan segmentation schema and risk factor identification • Prepayment and credit model performance testing and analytics/monitoring to set limits • Data analytics, developed a loan level analytics platform, data management • Stress testing & CECL economic variable enrichment, sub-model development • Thought leadership and analytics supporting client relationships • Marketing strategy, analytics supporting targeted sales prospecting, sales force management strategy • Hedging strategy analysis • Research and quantitative analysis • MSR recapture analytics • Model validation and governance • CECL qualitative factors • Model validations: consumer loan marketing (data mining/ machine learning), consumer loan default, logistic regression) consumer loan prepayment (survival), CECL OLS, CECL historical loss, CECL PD/LGD, CECL transition matrix Fannie Mae Risk management/ hedging strategy of Fannie Mae's 700+ billion mortgage, debt, and derivatives portfolios. Managed team of 10+; Lead cross-functional projects Credit Suisse • Manage the market and credit risks of a 100 billion trading/ lending position comprised of structured product bonds and related loans (world-wide). • Market risk model development (pioneered techniques considered best-practice today) GE CAPITAL • Investment and hedging strategies, trading • Lead cross-functional teams to execute securitization clean-up calls, loan portfolio mgmt., loan pooling, sale of pools

Robert Herlund speaks the following languages:
No languages available.

Robert Herlund has prior experience in the following industries:
Magnus Analytics , Situs Mountainview , Phh Mortgage , United Nations Federal Credit Union

Robert Herlund has the following professional experience:
Chad , Magnus Analytics , Situs Mountainview , Phh Mortgage , United Nations Federal Credit Union .