Experience

• 

  Missouri attorney general's office

  Mar 1997 - Jan 2006

  Chief auditor
• 

  Missouri state employees' retirement system

  Jan 2006 - now

  Managing director - investment risk & operations

  Risk Management- Created and implemented all functions of the risk management program- Monitor daily and monthly portfolio risk metrics including limits on leverage, market exposure, risk concentration, active risk, and liquidity, and reporting compliance to the MOSERS’ Board of Trustees - Analyze portfolio risk, factor exposures, and active risk using internally developed risk models and external multi-factor risk systems- Work collectively with CIO and portfolio managers to incorporate risk analysis throughout the due diligence and investment decision making process- Analyze risk exposures across the portfolio from a top-down perspective- Produce risk-based scenario analysis of tactical portfolio trades and positioning- Monitor counterparty risk and exposure within derivatives program Internal Investment Operations- Oversee all operational functions of the investment department including performance reporting, attribution analysis, investment accounting, and valuation- Assist CIO with asset allocation, rebalancing, and tactical portfolio positioning- Assist the CIO with asset/liability studies utilizing capital market assumptions and portfolio optimization analysis to develop the long-term asset allocation - Oversee the reporting, monitoring, and verification of all fees and expenses of external investment managers - Manage all aspects of the relationship with the custodial bankExternal Investment Manager Operational Due Diligence- Oversee the operational due diligence reviews of hedge fund, private equity, real estate, and other external investment managers- Assess sufficiency of external service providers including auditors, administrators/custodians, and prime brokers- Assess internal control infrastructure of the investment trading process, cash management, and portfolio valuation- Assess the risk management, regulatory compliance, disaster recovery, and IT system security procedures in place at the investment managers Show less