At DTCC, I created and lead the Market Analytics team, whose goal is to provide forward-looking analysis on the global economy and global financial markets in order to encourage a more proactive approach to risk management within the ERM department and the overall company. I also lead the Counterparty Credit Risk team, who monitors counterparty risk for a variety of financial firms (banks, broker dealers, CSDs, etc.) that utilize DTCC's services. In my prior role as a U.S. Equity Strategist at J.P. Morgan, I was responsible for analyzing macroeconomic, credit, and equity market trends in order to develop investment insights and strategies for institutional investors. My responsibilities included: projecting an outlook for the U.S. equity market; forecasting corporate earnings; making sector weightings and asset allocation recommendations; creating stock screens using quantitative criteria and fundamental analysis; writing research publications; and building and maintaining financial models. Prior to that role, I worked in equity research at J.P. Morgan covering the Wireless Telecom industry. Prior to covering the Wireless industry, I worked in the Equities Derivatives Group in Trade Support at J.P. Morgan, supporting the Proprietary Convertibles, Convertible Bond Market Making, and Risk Arbitrage trading desks. On a personal note, I also have dual citizenship with both the U.S. and Ireland. Specialties: U.S. Equity Strategy research, portfolio strategy, thematic research reports, fundamental analysis, macro-economic analysis, cross-asset class analysis, financial modeling, client interaction skills, correlation analysis, multi-asset class modeling, risk management, stress testing, credit risk analysis, people management skills

Director, Market Analytics & Credit Risk, Enterprise Risk Management @ Market Analytics: April 2012 — Present • Analyze global economic and market trends to identify emerging risks across asset classes • Monitor central bank policy to forecast policy changes and the potential impact on markets • Track upcoming events that could lead to increased market volatility • Author three reports per day on market developments and trends in various market metrics, and distribute these reports to risk management department, senior executives, and regulators • Direct the Enterprise Risk Management department in a daily morning meeting to discuss market developments, upcoming events and risks, and recent economic and market trends, and to also facilitate open communication across the department • Author thematic reports on topics such as high frequency trading, sovereign downgrades, debt ceiling dynamics, deflation risk, volume & volatility trends, etc. • Develop hypothetical stress scenarios and design reverse stress tests to determine preparedness for extreme market events and identify weaknesses in risk management • Compile risk assessment of 12 asset classes by analyzing market, credit, and liquidity risks; assessing risk management practices; analyzing back- and stress-tests; identifying emerging trends; and recommending improvements to current strategy • Manage and train several employees by teaching macro research and risk management skills and providing career advice • Present analysis to top executives and risk management colleagues • Develop automated tools using Excel and VBA • Attend industry conferences to represent DTCC and stay informed on trends across the industry Credit Risk: August 2014 — Present • Manage over 10 credit risk analysts and provide guidance on analysis of credit risk profiles of DTCC member firms, including banks, broker dealers, and other financial firms • Review annual reviews and ongoing surveillance of firms, refine credit rating methodology and upgrades/downgrades, review membership applications, etc. From April 2012 to Present (3 years 9 months) Equity Strategy Research Associate @ • Analyzed macroeconomic and credit market trends in order to project an outlook for the US equity market, forecast corporate earnings, and make sector weighting and asset allocation recommendations • Built and maintained financial and quantitative models for US equities • Co-authored thematic research reports discussing market trends, sector views, earnings forecasts, asset allocation recommendations, and other proprietary analysis • Interacted with clients and sales team to discuss our analysis and market trends • Collaborated with industry analysts in order to keep updated on sector fundamentals and trends • Led discussions in weekly meetings with strategists from other geographic regions and other asset classes, including HG and HY corporate credit, Treasuries, ABS, CMBS, RMBS, Municipals, and Short-term credit • Created stock screens for clients and research publications using a combination of quantitative criteria and fundamental analysis • Conducted analysis of post-bankruptcy companies for “Chapter after Chapter 11” strategy • Completed ad hoc analysis and discussed research views with portfolio managers • Trained new analysts on portfolio strategy research methods • Institutional Investor (II) ranked team for Portfolio Strategy From September 2007 to April 2012 (4 years 8 months) Research Analyst @ • Built and maintained company models based on historical performance and future expectations • Analyzed and compared valuations of companies throughout the wireless sector • Prepared research reports discussing company and sector trends based on proprietary analysis • Liaised with sales staff to discuss important news and provide further explanation of our analysis • Completed ad-hoc requests for clients for specific data sets and/or analysis From March 2007 to September 2007 (7 months) Investment Banking Operations Analyst @ • Provided daily P&L reports to traders to compare expected P&L with reported P&L • Performed daily reconciliation of trading accounts • Implemented stronger controls in accordance with Sarbanes-Oxley Act • Ensured proper confirmation and settlement of trades through active client service • Automated processes in order to increase efficiency and reduce possibility of human error • Completed monthly federal reporting for credit default swaps From July 2004 to March 2007 (2 years 9 months) Analyst/Intern @ • Tracked daily P&L to determine what drives P&L numbers • Monitored price variations, P&L, and volatility to check pricing of convertible bonds From June 2003 to August 2003 (3 months)

BA, Engineering and Economics @ Brown University From 2000 to 2004 Bachelor of Arts (B.A.), Economics and Engineering @ Brown University From 2000 to 2004 New Providence High School From 1996 to 2000 Dan CFA is skilled in: Equities, Financial Modeling, Equity Research, Derivatives, Equity Derivatives, Finance, Investments, Risk Management, Market Analysis, Financial Services, Competitive Analysis, Economics, Asset Allocation, Quantitative Analytics, Management