Thomas S.Y. Ho Ph.D – FounderPh.D, Mathematics University of Pennsylvania
Professor of Finance New York University Stern School of Business
Path Breaking Innovations• Developed prepayment-default models for residential mortgage loans with FHFA (formerly OFHEO) and analyzed FNMA and FHLMC balance sheets.
• Created the first coupled prepayment default model for residential mortgages (2007): accepted and used by the Federal Housing Finance Agency (FHFA).
• The first to introduce the arbitrage-free interest rate model (1986): The Ho-Lee model is a widely used approach for balance sheet valuation and risk management. The paper is ranked 17th of most cited papers in 20 years by Risk Magazine.
• Pioneered "Key Rate Durations" (1992): a standardized method of measuring interest rate risk.
Pioneered a methodology for fair value hedge accounting for complex structured bank products.
Business Accomplishments• Founded and sold Global Advanced Technology (GAT) which had 200 global major institutional clients.
• Senior consultant to AIG Enterprise Risk Management overlooking interest rate risk for 300 companies.
• THC Risk OfficerTM ,an Asset-Liability Management model widely used: named one of the two ALM vendors of the 21st century Bank Asset/Liability Management A.S. Pratt, April 2014.
Regulatory Technology and Financial Technology Accomplishments• Designated by the Office of Thrift Supervisions (OTS) to develop interest rate risk reports for over 800 banks.
• Sole provider of Net Portfolio Value risk reports to all OTS regulated banks and onsite examiners analytical system for OTS/OCC.
• Nominated to the US Financial-Economic Round Table.
Other Accomplishments• Elected section committed member of the Financial Engineering Award.
• Named one of the most prolific authors in finance based on a study by Cooley and Heck, journal of Finance(2003).
• Interviewed and featured in Bloomberg magazine article.
Former Managing Director of MetLife's Investment Department.
Managed $50 billion fixed income portfolio.
PH.D from New York University.
Past President of Illinois Mortgage Bankers Association,
former Vice President of FHLB Chicago and former Director of CastleOak Securities.
Licensed inactive CPA
bank Board Director, former bank CFO
Oversaw $600m fixed income portfolio.
CTO of LatAm Structured Finance Engineer, LLC.,
Former CTO of Ebond.com, former Technical Director of Barra,
Vice President of Global Advanced Technology.
Degree from MIT (BS) and NYU (MS)
Sang Bin Lee Ph.D
A finance academic, best known as developer of the Ho-Lee short rate model.
He is Professor of Finance at Hanyang University and President Elect of the Korean Securities Association. Previously, he was an assistant director Ministry of Finance, Korea and a member of Risk Management Committee, Hana Bank.
Blessing Mudavanhu Ph.D
Group CEO of CBZ Holdings, a financial services conglomerate (company) in Zimbabwe.
A Fulbright scholar, mathematician, corporate executive, academic, businessman and entrepreneur, who is the founder and president of Dura Capital Limited, a company that he founded in 2006, at the age of 35 years.
A mathematician, recipient of gold and silver prizes in Mathematical and Physics Olympiads and a personal letter of recommendation from the President of Russia Academy of Sciences.
Expertise in Blockchain, Artificial Intelligence, Machine Learning, Quantum Computing, quantum resistant ledger and post-Quantum cryptography.
Thomas S.Y. Ho, Ph.D
Consultant to major financial institutions including AIG from 1999-2005.
Founder, Chief Executive Officer
In 1987 Tom founded GAT (Global Advanced Technology) and developed cutting edge technology for delivering innovative solutions to 250 major global institutional clients.
Author of more than 80 books and refereed publications.
He received his Bachelor's in Mathematics from the University of Warwick, and his Ph.D. in Mathematics from the University of Pennsylvania.
Lindsay Elizondo, CPA, CMA
Elizondo was former Executive Director of Business & Finance at Battle Creek Public Schools.
Prior experience included, Homestead Savings Bank as Assistant Vice President of Finance & Accounting, and NPO experience in Fairbanks, AK.
She received a BS in Finance and Accounting from Baker College.
Prior experience in Trade Finance. Directed multiple large-scale projects of large corporate clients engaged in cross-border trade.
Chief Operating Officer, Product Manager
Received a MS and a BA in Economics and Master Administration at Siberian Federal University of Russia.
Metheny previously worked as a Senior Claims Adjuster at Hanover Insurance Company. Previous experience includes working with customers as well as legal counsel regarding policy and litigation matters.
Director of Client Services
She received a BA in Management from Hope College, and a MBA in Human Resources from Spring Arbor University.
Chism previously managed Comerica Bank as VP. Was ranked as top performer from 2014 to 2017.
Director, Sales & Marketing
Chism also serves as an on-call firefighter with Marshall Fire Department.
He received a Bachelor degree from Spring Arbor University.
Previously David worked for the Region 2 Area Agency on Aging.
Client Support Specialist
During his time at the Agency, he worked extensively with vendor relations, detailed reporting, and reconciliation of bank statements and general ledger accounts. David has excellent analytical expertise, customer service experience, and accounting/finance knowledge.
David has a Master’s Degree in Accounting.
Brian Peterson, CTP
Peterson previously managed America's Treasury function for Avnet (Fortune 500 co) with $1.6 billion in net debt.
Director, Member Services
Peterson oversaw the ALM function for Arizona Federal Credit Union ($1.5B).
He earned his MBA from ASU's W.P. Carey of Business School.
Joey Chen, CFA
Chen was former manager at Multimax Inc, responsible for design financial analysis system.
Director, Technical Services
Work with a 15+ engineering team, where managers have over 20 years experience with THC models.
He received a Bachelor degree from University of Science and Technology of China.
He has over 15 years of experience developing derivatives pricing and ALM models, he also focused on the infrastructure design and implementation of the THC system.
He earned Financial Risk Manager (FRM) Certification in 2008. He received a Bachelor degree from University of Science and Technology of China (USTC).
Working for Thomas Ho Company for 15 years. His expertise includes security valuation, assets-liabilities management and software system design and implementation.
At THC Xue focuses on the design and implementation of web-based financial solutions.
Earned Financial Risk Manager (FRM) Certification in 2010 and CFA designation in 2014. He received a BS Degree from University of Science and Technology of China (USTC).