Debra F.

Charles, MSF, MSIS, CQF

202.538.2535 DebraFCharles@gmail.com

Derivatives Equities Fixed Income Asset-Backed Securities Treasury Budgeting Investment Valuation
Portfolio Management Swaps Financial Modeling Multi-currency Risk Mitigation Cost / Benefit Analysis Finance
OUTSIDE LEADERSHIP EXPERIENCE(PRO BONO FAMILY OFFICE)
PORTFOLIO MANAGER | QUANTITATIVE ANALYST
1990+ - Present
CHARLES & MANESS INVESTMENTS
Washington, DC and New York, NY
Stepped in to manage estate in crisis and drove fund of funds portfolio turnaround. Sustain portfolio performance in all market
cycles while overseeing investment performance, asset allocation, funds distribution, and securities selection. Review, evaluate,
and select junk / corporate bonds and treasury mutual funds.
Organizational Impact | Contributions:

Asset Valuation: Produced a 29.75% gain, spearheading the investigation, analysis, and disposal of an illiquid real estate
limited partnership investment in a declining market. Converted asset sale into liquid investments and reversed negative
cash flow.
Investment Research & Due Diligence: Generate long-term income, maximize growth, and minimize risk by building a
diversified mutual funds portfolio. Achieved a total annualized return of 19.93% in 2013.
Capital Restructuring: Bolstered payouts 60% over 7 years and attained >40% YOY returns. Stemmed investment losses
and expanded capital base 7x over.

PAID EXPERIENCE
SAS DEVELOPER
TD BANK (SIGNATURE CONSULTANTS)

2013
Braintree, MA

Hands on experience with Basel financial modeling and stress testing for retail and wholesale loan portfolios, solid
knowledge of credit risk model development and model validation for PD, LGD, EAD, Dodd-Frank, DFAST, CCAR Stress
Testing, Capital Reporting, Regulatory, ICAAP.
Specialized in predictive modeling and data mining including linear/logistic regression model, time series and econometrics
analysis, survival analysis, clustering and classification algorithms, decision tree, Bayesian modeling, latent variable and
missing data modeling.
Highly proficient in SAS/Base/STAT/ETS/SQL/Macro/ODS/Graph, SAS Enterprise Guide, SAS Enterprise Miner.
Extensively experienced with statistical packages: Stata, SPSS, Matlab, WinBUGS, Knowledgeable in programming
languages: C++, Java. Familiar with operating systems: Windows and UNIX.
Excellent large scale relationship database management skills with SQL.
Results oriented, self motivated, ability to conduct independent research and take initiative, excellent project management
and communication skills.
Advanced academic training including Linear Regression Models, Generalized Linear Models, Time Series Analysis,
Survival Analysis, Data Mining, Analysis of Categorical Data, Analysis of Longitudinal Data, Causal Inference and Missing
Data, Bayesian Modeling, Advanced Statistical Data Analysis, Probability, Statistical Inference, Data Structures and
Algorithms, Database System.

IT SPECIALIST
US DEPARTMENT OF TREASURY

2012 - 2013
Lanham, MD

OPERATIONS RESEARCH ANALYST (QUANTITATIVE ANALYST)

2010 - 2012
US AIR FORCE COST ANALYSIS AGENCY
Camp Springs, MD
Delivered expertise, insight, acumen and leadership essential to analyze operational costs and risks associated with automated
information systems and major weapons systems. Guided executive planning and decision making. Identified data sources and
formulated analytical methodologies. Performed mathematical and statistical calculations, and reported results to managers and
executives. Developed financial oversight procedures and planned financial systems upgrades.

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Improved executive planning and decision-making, clarifying the operational expenses and financial risks of over $900M
automated information and weapons systems.
Reported findings to senior management and supervised 4 junior analysts.
Cost Structure Methodology: Revised and rewrote cost structure model to strengthen agency expense analysis by 13%.

SENIOR ANALYST Finance and IT Analysis

2007 - 2010
SERCO | NORTHROP GRUMMAN | W ORLD BANK| HOLLISTER GROUP| US COAST GUARD
Washington, DC
Spearheaded programs for clients including federal agencies and defense contractors. Assessed needs in collaboration with
managers and specialists, defined project scope and deliverables, and implemented action plans. Compiled data and executed
quantitative analysis; developed budgets, forecasts, financial planning and analysis, and statistical process controls. Trained
staff; troubleshot problems; made reports and expert recommendations.

US Coast Guard

World Bank Group Treasury Operations

Capital Markets Analysis: Established swap valuations methods and yield curve analysis for capital
markets, and managed 3,600+ derivative transactions and $70B in notional value.

Budget Development and Management: Devised $16M IT services and equipment budget, forecasts, and
statistical process controls and conducted quantitative analysis.
Increased Coast Guards budget spend rate and oversaw $16M IT services and equipment budget.
Identified discrepancies, resolved finance and accounting issues, and hastened transaction processing/funds
obligation.
Coached 2 directors on $16M IT services and equipment budget management.
Achieved highest disbursement rate of Coast Guard, distributing 97% of funds to mission-critical
incentives/vendors.
Created 5-year spend plan that reduced costs by 88.89%, and boosted spend rate as per agency spending
priorities.
Processed 6 months of prior fiscal year unpaid vendor bills and instituted daily cash-on-hand reporting.
Repaired relationship between division management and Coast Guard Comptroller, established budget
management best practices, and ensured future accountability.

Valued mark-to-market currencies, interest rate swaps/swaptions, collateral exposure and margin positions.
Investigated and reconciled counterparty, cross-currency swap accounts.
Initiated swap valuation methods and yield curve analysis for $70B derivatives transactions.

Hollister Group (Fannie Mae and Freddie Mac contractor)

Risk Management Analytics: Created more accurate discount cash flow models for valuation and risk
management on high yield, below-investment-grade CMBS, MBS and CDO bond portfolio.

BUSINESS METHODS BANKING AND FINANCE

2001 - 2007
US DEPARTMENT OF COMMERCE
Alexandria, VA
Reviewed patent applications for Goldman Sachs, Morgan Stanley, Citigroup, Bank of America, Bloomberg, Merrill
Lynch, Credit Suisse, Lazard, JP Morgan and American Stock Exchange actively managed exchange traded funds
(ETF) patent application.
Operating systems: Microsoft Windows 8 Sun Solaris UNIX
Programming: C++ Oracle SQL Java UML XML VBA Use Case Diagrams Test Cases Swim Lane Charts
Applications: Bloomberg Analytics Tradebook Yieldbook MatLab Crystal Ball SAS SPSS EViews STATA
Advent Princeton Financials SunGard FirstCall Factset Portia Microsoft Word |Excel | Access |Visio| MS Project
Erwin Case Tool Geneva Portfolio Accounting Summit Treasury Management Cognos Business Objects

EDUCATION
CERTIFICATE IN QUANTITATIVE FINANCE , CQF
2014
Fitch Learning (part of Fitch Ratings)
CFA CANDIDATE
PMP CANDIDATE
MASTER OF SCIENCE IN FINANCE
2006
Johns Hopkins University
Baltimore, MD
MASTER OF SCIENCE IN INFORMATION SYSTEMS GPA 3.8
American University
Washington, DC
BACHELOR OF ARTS IN ECONOMICS/ENGLISH
George Washington University and Bryn Mawr College
Bryn Mawr, PA and Washington, DC
Completed BA studies predominately at Bryn Mawr College before transferring to George Washington University.
CLEARANCES
US Clearance Level: Active SECRET AND PUBLIC TRUST
http://www.linkedin.com/in/debracharles

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