Instructor

Wilfred Daye

Practical Experience:

Wilfred Daye is a New York Institute of Finance faculty member specializing in training in equity and credit derivatives, structured credit transactions, asset-backed and commercial mortgage-backed securities.

His experience includes valuation and risk management in credit derivatives, asset-backed, commercial mortgage-backed securities, collateralized debt obligations, and equity derivatives.

Currently, he is a Vice President in client valuation area at Lehman Brothers. Prior to his current position, he was an Associate Director in credit products at Barclays Capital. He focused on valuation analysis of collateralized debt obligations, structured credit derivatives, asset-backed and commercial mortgage-backed securities. Prior to Barclays Capital, he was with commercial mortgage-backed securities at Lehman Brothers.

Areas of Expertise:

Derivatives

Asset-Backed Securities

Commercial Mortgage-Backed Securities

Structured Products

Risk Management

Education:

BS in Biochemistry from University of California at Riverside

Ph.D. coursework in Molecular Pathology from University of Southern California Medical School

MS in Financial Engineering from Claremont Graduate University

Courses:

Credit Default Swaps: From Vanilla to Exotic