Wilfred Daye

AREA OF EXPERTISE

Derivatives Structured Products Risk Management


Wilfred specializes in training in equity and credit derivatives, structured credit transactions, asset-backed and commercial mortgage-backed securities, and fixed-income products in general. His experience includes valuation, trading and risk management in credit derivatives, structured credit products and equity derivatives.

CURRENT POSITION

Part of the senior management team, Wilfred leads the quantitative strategy effort at PeerIQ, where his team develops pricing, risk management, structuring and analytical tools.

PAST POSITIONS

Wilfred was a Structured Finance trader for UBS, responsible for portfolio construction and risk management of securitized product collateral. Prior to UBS, he was a senior counterparty risk quant at Deutsche Bank. Other positions include Senior Portfolio Market Risk Manager (D.B. Zwirn, LLC), Head of Client Valuation (Lehman Brothers) and Risk Finance (Barclays Capital).

EDUCATION

BS, biochemistry, University of California at Riverside MS, financial engineering, Claremont Graduate University PhD coursework in molecular pathology, University of Southern California Medical School

LICENSES

FINRA Series 7, 63, 24 and CIAA