Michael Fox-Rabinovitz, CFA, CAIA, FRM
20 West 87th Street, New York, NY 10024
Phone:-, E-Mail:-https://www.linkedin.com/in/michaelfoxrabinovitz/
SKILL AREAS: Investment Strategy Wealth Management Investment Management Credit & Counterparty Risk Management Market Risk Management Performance Attribution Investment Analysis & Due Diligence
PROFESSIONAL EXPERIENCE
Chartwell Capital – New York, NY | Jan 2017 – Present
Director
Help manage portfolio, credit, and investment strategy. Conduct feasibility reviews of potential investments and make appropriate recommendations. Evaluate initial credit risk profile, design and monitor risk controls. Develop and implement procedures for proper oversight and safeguarding of portfolio assets.
Built investment rules and automated the trade execution process for purchases and sales by working closely together with an outsourced developer to build, test and deploy all the necessary tools.
Capricorn Partners – New York, NY | Jan 2012 – Dec 2016
Director
Provided credit risk management and regulatory compliance advice, data analysis and remediation action plans to senior management of financial organizations. Communicated business requirements to technology development teams via JIRA, as well as BRD and BRD
Advised on firm-wide initiative to manage liquidity risk and mitigate credit risk via collateral for securitized products.
Oversaw integration of Specific Risk and IRC frameworks into risk based capital calculations.
Oversaw development and implementation of risk dashboard monitoring positions, market and counterparty risk limits
Coordinated development and implementation of a strategy for transitioning VaR calculations from legacy risk management and reporting systems to a new integrated platform.
Past clients include J.P Morgan, RBS,Deutsche Bank, CSFB Bank of Montreal and Citi
MGN Group – New York, NY | Aug 2008 – Dec 2011
Senior Vice President
Oversaw a variety of analytical and managerial duties related to planning, organizing, and directing all investment functions. Held full responsibility for defining and implementing risk management, asset allocation and investment selection frameworks for institutional, ultra high net worth and governmental clients in CIS markets.
Oversaw and coordinated risk, analytical and research teams across three global offices with 25 employees conducting research and statistical analysis of a wide range of financial markets and investment strategies.
Citigroup Private Bank – New York, NY | May 2006 – July 2008
Vice President
Developed and implemented VaR based Integrated Risk Framework designed to assess clients’ entire wealth base, including liquid and illiquid holdings, and generate an accurate risk profile of the full portfolio.
Created a new set of portfolio evaluation tools, including Portfolio Heat Map based on the IVaR (Incremental Value at Risk) methodology that allowed for quick estimates of risk the addition of an asset class to a portfolio.
Served as member of Investment Policy Committee that set global investment themes and determined individual investment options for clients’ portfolios.
PRIOR EMPLOYMENT DETAILS
Head of Emerging Markets Practice | Risk Capital Management – New York, NY | Dec 2000 – Apr 2006
Sr. Consultant, Financial Risk Management Group | PricewaterhouseCoopers – New York, NY | Jun 1999 – Nov 2000
Trader, Energy Commodities | Enron Capital – Houston | Sep 1996 – May 1999
EDUCATION
MBA Finance | Columbia Business School – New York, NY | 2004
BS Economics | Wharton School of Business – University of Pennsylvania – Philadelphia, PA |1996
