Kyle Lundstedt has significant expertise in developing customized risk models for large financial institutions. As Managing Director and co-founder of VaRisk, he led his research firm in building customized valuation and risk management tools. He was Vice President of Analytics at LoanPerformance, a vendor of mortgage analytics, and prior to that worked on the professional staff of the House Banking Committee. Kyle earned a Ph.D. in Business Administration (Finance) from U.C. Berkeley and a B.A. in Economics and Political Science from Yale University. His published work has appeared in both academic journals and applied publications, and he has spoken at numerous industry events.
John Ferrante brings his extensive programming background to Andrew Davidson & Co., Inc. Co-founding the aforementioned VaRisk with Kyle, John was also Senior Software Engineer for the research firm. He held a similar position at Loan Performance where as Senior Software Engineer he built interest rate generators, prepayment models and data analysis tools for large lending institutions. Before that John worked at Bank of America as an Applications Software Engineer and Vice President in the interest rate risk group. He holds a BA in Math and an MA in Statistics, both from UC Berkeley.
"The addition of Kyle and John will allow us to provide our clients with further tools to analyze and understand complex mortgage-backed securities and to evaluate the credit risk of mortgage loan portfolios," stated Andrew Davidson, President of Andrew Davidson & Co., Inc. He also added, "It is wonderful to be able to include such great talent in our team."
Andrew Davidson & Co., Inc. provides consulting service and risk analytics for mortgage and asset-backed securities to the risk management community. Their Vectorsâ¢ Prepayment & Valuation Models Suite consists of sophisticated, universally accepted proprietary models that provide prepayment forecasting and OAS engines for MBS & ABS. The unique combination of extensive Wall Street experience, a consulting practice that keeps them current in financial markets and unparalleled expertise in quantitative methods enables them to provide the most advanced analytic solutions to risk management issues.