Josiah Stevenson

Experience

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  The University of Texas at Austin

  Sept 2012 - May 2014

  Teaching Assistant

  Administered homework assignment; wrote tests; evaluated students' performance on assignments and tests; held office hours and review sessions to explain materials and concepts to students; proctored exams; maintained confidential records in accordance with FERPA; provided particular feedback for developing writing skills while assigned to "writing-flag" courses in Summer 2013, Fall 2014, and Spring 2014.

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  Teacher Retirement System of Texas

  Nov 2014 - Sept 2018

  - Co-managed $300m Reinsurance allocation- Conducted research and reporting to support $7B Risk Parity portfolio- Developed systematic quantitative trading models for a global tactical asset allocation strategy and implemented them in Python- Traded over-the-counter equity options in a $4B portfolio- Conducted risk-focused due diligence process for new investments with external investment managers, especially hedge funds focused on volatility or stat-arb strategies- Assessed global sources of political risk and their potential impact on investment performance across asset classes- Managed a $100m experimental dynamic FX hedging portfolio Show less

  • Senior Analyst

    Oct 2016 - Sept 2018

  • Investment Risk Analyst

    Nov 2014 - Oct 2016
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  South Llano Strategies

  Feb 2019 - Nov 2019

  Consultant and Lobbyist
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  Capital One

  Nov 2019 - Oct 2022

  Senior Business Analyst

  2019-2020: Yield Management and Portfolio Monitoring- Compiled monthly portfolio monitoring reporting deck to keep track of revenues, outstandings, bookings, losses, and purchase value for a new (~$9B OS) card portfolio- Performed analytical deep dives about any divergences from expectations- Helped build and maintain daily/weekly versions of monitoring suite for several months beginning March 2020 due to uncertain economic environment2021-2022: focused on proactive Credit Line Increases for the Walmart partnership card portfolio- Re-designed credit policy segmentation grid to incorporate new risk model, increase precision of test reads, and simplify policy- underwrote changes to risk-model-dependent maximum debt-to-income thresholds and other changes to policy exclusions- help manage and monitor a credit line increase program that granted over $1B per year in incremental credit line exposure- underwrote a significant increase in the frequency with which customers were evaluated for credit line increases, which is expected to result in a ~35% expansion to the policy as well as significant distributional shifts Show less

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  Capital Bank, N.A.

  Oct 2022 - now

  AVP, Credit Policy