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| OCTOBER 21, THE METROPOLITAN CLUB, NEW YORK CITY |
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Peter Niculescu
Capital Market Risk Advisors
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| Peter Niculescu is a partner and heads Fixed Income Advisory at Capital Market Risk Advisors, a risk management firm providing consulting and litigation support services to U.S. and international financial services companies and institutional investors. Mr. Niculescu specializes in portfolio strategy, return attribution, options-based strategies, risk analysis, asset valuation, and stress testing. His areas of expertise include options, structured and hedging products especially RMBS, CDOs, and CLOs and other derivatives including interest rate products and credit default swaps. Prior to joining CMRA, he was at Fannie Mae, where he ran the Capital Markets division, responsible for acquisition of securities and loans on balance sheet and for their hedging and funding. The balance sheet size ranged between $700 billion and $1 trillion during his time at the company. During the 1990s, Mr. Niculescu was at Goldman Sachs where he was a Managing Director responsible for running Mortgage Research and at various times the global fixed income strategy effort. Mr. Niculescu is a Director of Two Harbors Investment Corporation and is a member of the Advisory Board of Netezza Corporation. He received his undergraduate degree in Economics from the Victoria University of Wellington in New Zealand in 1979 and his Ph.D. in Economics from Yale University in 1985. |
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