D A L E R A M Q U I S T

LAGUNA BEACH, CALIFORNIA 92651 (206) 406 0956 D.RAMQUIST@COMCAST.NET

LINKEDIN: http://www.linkedin.com/pub/dale-ramquist/6/725/546





FINANCE: Portfolio and Risk Exposure Analytics, Strategic Decision Support and Business Intelligence

Risk Analytics and Business Intelligence professional with over 17 years experience identifying, understanding and
integrating diverse data elements, and developing robust platforms to derive actionable analyses that have directly
contributed to strategic portfolio decisions to decrease risk and increase profitability.




A R E A S of E X P E R T I S E

Portfolio Economics
Risk Analysis and Reporting
Derivatives Analysis, Pricing and Hedging
Real-Time Trade Modeling and Pricing
Business Intelligence
Adaptive Team Building
Superior Communication Skills
VBA, SQL, SSRS, XML




P R O F E S S I O N A L E X P E R I E N C E

Senior Analyst, Business Intelligence
3POINT ASSET MANAGEMENT, Irvine, CA February 2013 August 2014
Mortgage Portfolio exposure analysis and Investor Accounting reconciliation reporting.
Executed complex reconciliation logic coding for numerous Investor Accounting reports in VBA; SQL data
draws and manipulation, writing back calculated data to DB tables, and generating legal transfer documents for
3 Point Investment Entities, reducing weekly resource costs from several hours to minutes with zero errors
Wrote Executive Summary and Business Case for implementation of SAS Analytics package, instrumental in
funding approval from 3Point executive management and Principal Investor
Complex SQL coding and data mining from Business Intelligence data warehouse; dynamically populated pivots,
UDFs, stored procedures and sub-join data parsing and manipulation, BI and other business groups
Coded stored procedures to populate principal data warehouse tables for new Investment Pool boarding data
Considerable ad hoc data manipulation for very time-critical EOM processing, error reconciliation and resolution
Key collaborative role in converting all production Excel-based reporting to SSRS


Derivative Operations and Systems Consultant
STATE STREET GLOBAL SERVICES, Irvine, CA January 2011 August 2011, January 2012 February 2013
New Client on-boarding consulting, pricing and reporting systems analysis and development.
Built out extensive exposure and reconciliation reporting for equity, interest rate and FX derivative collateral
positions; VBA, SQL, existing trade and data systems
Developed fully automated, scalable XML on-boarding trade file creation and system-of-record loading process,
reducing Client trade pool vetting process from up to two days to less than one hour
Vetted existing reporting platform reporting results using independent SQL data draws and calculations
Business liaison to IT and Client for existing production and go-live collateral management implementation
Wrote production system-of-record development specification documents; business cases, system change(s)
specification and testing validation protocols



Dale Ramquist, Page 2 of 2

Senior Analyst Lead
ENTERPRISE MARKET RISK MEASUREMENT & REPORTING, WAMU, Seattle, WA January 2003 January 2009
Mortgage Servicing Rights (MSR) portfolio risk and hedge reporting.
Key contributor and driver of SQL Enterprise Risk Reporting Database development and implementation
MSR risk and P/L reports, VaR, and other MTM-managed Portfolio risk and system reconciliation reporting
implementation in Reporting data base.
Data mining to derive specific risk and performance analyses for portfolio and senior management
Determined assumptions errors and collaborated to rectify subsequent programming in EMRMRs VBA/C++
swaption and TBA option models
Instrumental in the derivation and implementation of numerous index and zero discount curves, and volatility
surfaces in derivative valuation system-of-record (Summit)


Senior Associate
QUELLOS CUSTOM STRATEGIES, LLC, Seattle, WA November 1999 May 2002
Economic analyses and model development for engineered tax-efficient trades.
Formed and facilitated advanced quantitative analysis group; incorporated non-lognormal distribution
assumptions into standard Black-Scholes option pricing analogue
Extensive Monte Carlo simulation of trade /asset return distributions and profitability analyses
Re-structured two existing trades to generate increased economic returns of 35% and 28% of notional


Senior Financial Analyst
WHOLESALE PRICING & ANALYSIS, BANK OF AMERICA, San Francisco, CA August 1997 June 1998
RAROC, Economic Capital and profitability analyses to support Wholesale Bank portfolio securitization decisions.
Managed Futures Securitized Note Investment Program - $500 million issue
Bermudan Swaption Loan Hedge - $250 million portfolio
Commercial Real Estate Collateralized Loan Obligation - $150 million portfolio
Commercial Real Estate Portfolio Securitization - $95 million portfolio


Derivatives Analyst and Trader
CAPITAL MARKETS GROUP, US BANCORP, Portland, OR March 1996 August 1997
Derivative transaction pricing; calculation, transaction and risk analysis of hedge for Customer Swap Book.
Performed rigorous analysis and proof of swap models; solved forward-pricing problem
Structured and transacted aggregate hedge on Customer Swap Book - $100 million
Developed Monte Carlo process for interest rate and volatility term structure modeling
Assisted in mathematical derivation and proof of Cap / Floor greeks; implemented into pricing models
Developed CRR, Hull-White, Finite Difference and HJM diffusion optionality pricing models




E D U C A T I O N

University of Washington, Seattle, WA December 1995
BACHELOR OF ARTS cum Laude; Economics with Honors, and Certificate in International Economics
G.P.A.: Overall, 3.70 of 4.00; Economics and Finance, 3.89 of 4.00