|
|
Enron Mail |
Vasant, Tanya
Any interest? Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/14/2000 03:56 PM --------------------------- Melanie Doyle 03/10/2000 04:33 AM To: Vince J Kaminski/HOU/ECT@ECT cc: Brad McSherry/HOU/ECT@ECT Subject: Re: Enroncredit.com Hi This guy has applied to Credit.com in Houston, I spoke to him yesterday and then passed my comments to Bryan Seyfried. Bryan suggested he may be of interest to you. I let this this guy know that he would hear from us either way and if we want to pursue the application we would invite him for interviews in Houston. Please give me a call if you need more information. Melanie 00 44 171 783 7740. ---------------------- Forwarded by Melanie Doyle/LON/ECT on 10/03/2000 10:26 --------------------------- Bryan Seyfried 08/03/2000 07:51 To: Brad McSherry/HOU/ECT@ECT cc: Melanie Doyle/LON/ECT@ECT Subject: Re: Enroncredit.com Let's start getting these guys in to interview. Melanie can do initial telephone interviews and then coordinate with Brad to ensure we are seeing the best people. I would like to move as quickly as practical. bs From: Brad McSherry on 07/03/2000 13:17 CST To: Bryan Seyfried/LON/ECT@ECT cc: Subject: Enroncredit.com ---------------------- Forwarded by Brad McSherry/HOU/ECT on 03/07/2000 01:17 PM --------------------------- alexander.c.davidson@us.arthurandersen.com on 03/03/2000 01:55:23 PM To: brad.mcsherry@enron.com cc: Subject: Enroncredit.com Dear Mr. McSherry: I am responding to your search for credit risk professionals on the enroncredit.com website. After working for seven years on credit risk management in a research and consulting capacity, I would like to transfer my experience in assessing credit risk modeling, information technology and methodology in complex top-tier institutions to an active credit trading managerial environment. I am excited about being involved in trading, origination, risk management and R&D of credit derivatives. I have seven years of experience in credit risk measurement and management. I have helped design, test and implement credit value-at-risk systems with KMV Corp and with a major Japanese bank. I was a major contributor at KMV in designing the Expected Default Frequency model and I am thoroughly familiar with its assumptions, strengths, weaknesses and applications. I did the empirical research that lies behind the KMV default correlation model, the private firm EDF model and I interfaced with J.P. Morgan (now R.M.G.) personnel during the creation of the CreditMetrics documentation. I have excellent analytical, quantitative, statistical and programming skills. I studied finance extensively when I was a graduate student and I studied credit risk theory while I worked with KMV and Arthur Andersen. I am eager to join the credit derivative team at Enroncredit.com where I am certain that my combination of quantitative research skills, credit risk consulting experience and technology expertise make me uniquely qualified to support the credit derivatives trading and risk management function. I have included my resume with this e-mail. Please e-mail me or call me at 201-420-0191 (home) and 212-708-4027 (work) so that we can discuss this opportunity further. (See attached file: Alex.doc) *******************Internet Email Confidentiality Footer******************* Privileged/Confidential Information may be contained in this message. If you are not the addressee indicated in this message (or responsible for delivery of the message to such person), you may not copy or deliver this message to anyone. In such case, you should destroy this message and kindly notify the sender by reply email. Please advise immediately if you or your employer do not consent to Internet email for messages of this kind. Opinions, conclusions and other information in this message that do not relate to the official business of my firm shall be understood as neither given nor endorsed by it. - Alex.doc
|