Mark Lamb

Experience

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  Texas Instruments

  Jun 1983 - Nov 1986

  Strategic Marketing Engineer

  Strategic Marketing Engineer; Programmable Products Division (Semiconductor Group) Financial analysis of investment projects Decision support on product development and withdrawal  Market modeling and analysis of component and end-equipment markets Intermediate and long-range financial planning Manufacturing cost analysis and capacity planning Marketing responsibility for digital signal processor (DSP) product line to major telecommunications accounts  Technical presentations to engineers and managers of client companies Show less

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  AMERICAN GENERAL CORPORATION

  Nov 1986 - Feb 1989

  Financial Analyst, Investment Planning and Administration / Corporate Planning

  Financial Analyst, Investment Planning and Administration / Corporate Planning Asset/Liability analysis Investment income and asset forecasting (short & intermediate term) Prepayment and call forecasting Analysis of the effect of capitalization on subsidiary performance Analysis and interpretation of performance of subsidiaries for senior corporate management Forecast of subsidiaries’ earnings Development of new analytical tools for measuring subsidiary performance Show less

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  AEGON USA (formerly PROVIDIAN/CAPITAL HOLDING)

  Feb 1989 - Jul 1997

  Senior Derivatives Portfolio Manager with portfolio management and trading responsibility of swap, future, and options portfolios Portfolio management of $10 billion interest rate swap, futures, and options portfolios Portfolio management of derivatives portfolio backing $700 million S&P500 total rate of return liability Portfolio management of derivatives and cash portfolio backing an equity linked annuity Management oversight of $500 million short term cash portfolio Development of models to price complex asset, liability, and derivative structures Hedging interest rate risk of an actively managed bond portfolio Advising and execution of corporate asset/liability management Measuring and managing counterparty credit exposure Show less

  • Director, Derivative Securities

    Nov 1991 - Jul 1997

  • Project Manager of Corporate Finance

    Feb 1989 - Nov 1991
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  LG&E ENERGY MARKETING

  Jul 1997 - Nov 1998

  Director, Financial Engineering

  Head of Financial Engineering department with responsibility for developing and implementing analytical pricing modelsfor fundamental valuation, mark to market valuation, risk “Greeks” characterization, and hedging Development of stochastic models for daily power, hourly strike power, spread, & ratchet options Development of a model to generate stochastic electric load distributions Development of a method to estimate the value of the implied optionality of full requirements transactions Implementation of Value-at-Risk Show less

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  ARM FINANCIAL GROUP

  Nov 1998 - Mar 2000

  Director, Investment Risk Management

  Senior Derivatives Portfolio Manager with portfolio management and trading responsibility of swap, future, and options portfolios Portfolio management of derivatives backing several equity linked annuities & long dated S&P500 call options Portfolio management of derivatives for investment portfolio duration and convexity management Development of an integrated stochastic simulation model of assets and liabilities Pricing of complex derivative structures Advising and execution of corporate asset/liability management Assisting in the development of new products Development of real-time models to determine supportable “new money” rates CBO and structured asset investment Show less

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  SECURITY BENEFIT

  Feb 2003 - Feb 2009

  Vice President – Quantitative Strategies

  Senior Derivatives Portfolio Manager with portfolio management and trading responsibility for corporate risk management and mutual fund equity overlay Portfolio management of Alpha Opportunity (SAOAX) public mutual fund and variable annuity fund Development and management of the corporate equity income hedge Development of a stochastic corporate income simulation model Development of three factor stochastic yield curve simulation model Development of an integrated econometric and multiple asset class stochastic simulation models Development of a multi-tranch CDO stochastic simulation model Development of institutional fixed rate liability pricing models Development of Cost of Capital methodology Development of methodology to estimate rich/cheapness of asset risks (equity, duration, convexity, credit, volatility)  Coordination of investment backing fixed rate liabilities Member of Risk Management, Investment, and Interest Rate Crediting committees Show less

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  AEGON USA Investment Management

  Dec 2009 - Jul 2012

  Equity Derivatives Manager

  Senior Derivatives trader with responsibility of swap, futures, currencies, and options backing Variable Annuity portfolios Portfolio management of derivative portfolios hedging Variable Annuities and Equity Indexed Annuities Hedging annuities' equity risk, interest rate risk, and options risk Oversight of the execution of daily delta hedging program covering multiple products, indicies, and currencies Execution of Equity Futures, Equity Total Return Swaps, Equity Fixed Strike Options, Variance Swaps, Interest Rate Swaps, Bond Futures, and Currency Forwards Migration of interest rate hedging from interest rate swaps to bond futures for better economics Mentoring Junior Derivatives Traders Show less

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  Private Investor

  Jul 2012 - now

  Private Investor

  Managing my personal investment portfolio