Don Brown
Investment Risk Services

Don Brown has over 20 years of capital markets experience, and is currently helping to expand RiskSpan’s presence as a solution provider to capital markets.
 
He has held a series of senior trading roles at RBS-Greenwich Capital, UBS, Swiss Re Financial Products, and Mizuho Securities, trading the gamut of mortgage products—from agency pass-throughs to IO/PO, to non-agency RMBS and CDOs. Don has also traded many other fixed income products, including US Treasuries, swaps and swaptions, agency debentures, and corporate and municipal CDS.
 
Don holds an MS from Fairfield University and BA and BS degrees from Cornell University.

Sudhakar Chelikani, Ph.D.
Data Science

Sudhakar Chelikani has extensive experience in Data Science, Machine Learning, Pattern Recognition, Bayesian Methods, Genetic Algorithms, and Monte Carlo Methods. Under Sudha’s direction, we have applied Machine Learning algorithms to data validation, improving data quality and to model prepayments in residential mortgage valuations.

He supports RiskSpan clients performing value at risk (VaR) analysis for portfolios of financial assets using historical data and Monte Carlo simulations. Sudha also developed and implemented models to perform risk analysis and construct Volatility Surfaces from stocks and options data.

Prior to RiskSpan, Sudha was an Associate Research Scientist Yale University. Sudha earned a PhD in Physics from Yale University and holds an MPhil in Applied Physics and a BS in Mechanical Engineering.

Janet Jozwik
Quantitative Modeling

Janet Jozwik a lead econometric modeler for RiskSpan directing a range of model builds and model validation efforts for clients. Janet has a background in mortgage credit modeling, loss forecasting, and data analysis.

Prior to joining RiskSpan, Janet was a financial economist at Fannie Mae where she specialized in single family credit pricing. Her work directly impacted the national guarantee fee pricing scheme and government programs to support the housing market during and after the financial crisis. Janet has extensive experience in analyzing massive datasets, a deep understanding of the drivers of credit risk, and an expertise in modeling mortgage cash flows.

Janet holds an MBA from the University Of Chicago Booth School Of Business and a BA in Economics from Johns Hopkins University.

Praveen Vairavan
Head of Risk Technology

Praveen Vairavan has more than 15 years of experience in the development and implementation of scalable, reliable, and high performing systems including pricing, market data, and risk modeling systems. Praveen has extensive managerial experience leading large interdisciplinary software teams. He is an expert leader in optimizing data processing systems and data integration services.

Praveen holds a MSc and a BSc in Computer Science from the University of Madras.

Kishore Konuri
Data Management

Kishore Konuri has over 15 years of experience in development and implementation of scalable, reliable, and high-performance data management systems and is currently managing RiskSpan’s data processes. He supports whole loan valuation, credit and prepay modeling efforts and RiskSpan’s product suite. 

Kishore has worked extensively on various data sources, including, Loan Performance, Intex, ABSNet’s Lewtan, servicer data (e.g. BSI, Rushmore, Carrington), eMBS, agency file formats, HomeVal HPI and various client specific data feeds. He is familiar with various loan file formats including but not limited to Moody’s, S&P and MERS.

Kishore holds an M.S. from Birla Institute of Technology and Science, Pilani.

Franklin Lobo
Client Engagement

Franklin Lobo is an experienced analyst and client relationship manager with more than ten years of experience in financial services, technology and project and client management.

At RiskSpan, Franklin has worked on various client and internal projects including documentation of RiskSpan and client models, coordination of custom model and system builds and business development. He has worked with banking and hedge fund clients supporting project management, documentation and implementation activities.

Franklin holds an MBA from University of California, Los Angeles and a BS from Johnson and Wales University.