Description:
Lead a boutique advisory practice providing integrated legal and financial solutions to businesses, investors, and individuals across the areas of restructuring, real estate, and corporate law. Drawing on deep experience in both law and capital markets, I help clients navigate complex transactions, disputes, and distressed situations.

Key Focus Areas:
• Restructuring & Bankruptcy:
Represent debtors and creditors in Chapters 7 and 11 proceedings, including reorganization plans, liquidations, and relief from stay motions. Advise distressed businesses on operational and financial turnarounds, pre-bankruptcy strategy, and post-filing asset recovery. Prepare and litigate proofs of claim and contested matters.
• Real Estate & Property Disputes:
Counsel clients in high-stakes real estate matters involving fraud, nondisclosure, title defects (quiet title), and home inspection negligence. Handle partitions, boundary disputes, landlord-tenant conflicts, adverse possession, and easement litigation. Represent both investors and owners in breach of lease and contract cases.
• Business Transactions & Litigation:
Advise on mergers and acquisitions, contract negotiation, corporate structuring, and dispute resolution. Provide financial due diligence, valuation support, and risk assessment in business deals. Represent clients in commercial litigation involving partnership disputes, specific performance claims, and fiduciary duty breaches.

Description:
Advised creditors and stakeholders of financially distressed companies on complex restructurings, bankruptcies, and special situations M&A. Operated at the intersection of financial strategy, legal process, and deal execution, providing end-to-end support from valuation and modeling to negotiation and creditor recovery.

Key Responsibilities & Highlights:
• Led engagements involving distressed mergers & acquisitions, Section 363 sales, and creditor-side financial advisory.
• Structured and negotiated transactions, conducted diligence, and prepared marketing materials for buyer outreach.
• Built integrated valuation and recovery models for creditor recoveries in both reorganization and liquidation contexts.
• Advised official creditor committees and institutional investors on deal strategy, legal implications, and restructuring pathways.

Notable Transactions:
• Amp’d Mobile (Telecom): Advised unsecured creditors through Chapter 11 proceedings, culminating in asset liquidation. Managed diligence and valuation workstreams.
• Scotia Pacific (Lumber & Timberland): Advisor to the official committee of unsecured creditors in a complex, asset-heavy restructuring.
• Axium International (Entertainment Payroll): Structured a distressed M&A sale of a business process outsourcing firm; advised on valuation, legal risks, and transaction execution.

Description:
Led investment-grade credit strategy and trading operations at a $1.5B buy-side asset manager specializing in corporate bonds, distressed debt, and structured credit. Managed multi-hundred-million-dollar portfolios, delivered market-leading performance, and developed proprietary models to support credit selection and risk management.

Key Responsibilities & Achievements:
• Portfolio Management:
Head of the Investment Grade Group; managed a $470M CBO portfolio (70% IG, 30% HY) and generated 2100bps of excess return over three years—driving substantial performance fees. Oversaw a $50M State Retirement Fund account that ranked #1 out of 24 peer managers in 2005.
• Credit & Distressed Analysis:
Conducted deep credit analysis of investment-grade and high-yield issuers, identifying undervalued opportunities across capital structures. Evaluated distressed credits and secondary market anomalies for total return potential.
• Financial Modeling & Risk Analytics:
Developed advanced fixed income models to assess portfolio sensitivity to macroeconomic shifts, including yield curve scenarios, default rate simulations, and strategy stress-testing.
• Trading & Market Strategy:
Acted as Head Trader for the firm, executing across high yield, investment grade, and distressed debt markets. Negotiated primary and secondary market trades, secured allocations on oversubscribed deals, and ensured best execution through disciplined market engagement.

Specialized in the structuring and modeling of Collateralized Bond Obligations (CBOs) within the fixed income derivatives group. Supported deal teams on bespoke credit transactions ranging from $100 million to over $1 billion, collaborating closely with trading desks, sales teams, and institutional investors.

Key Contributions:
• Built and stress-tested complex cash flow models for multi-tiered CBO structures, incorporating varying credit qualities, tranche prioritization, and waterfall logic.
• Performed scenario and sensitivity analyses based on assumptions around default rates, prepayments, interest rate changes, and market volatility.
• Worked cross-functionally with traders, structurers, and compliance to tailor solutions for institutional clients, ensuring models aligned with market appetite and regulatory standards.
• Gained deep exposure to credit structuring mechanics, securitization tools, and performance optimization in structured fixed income products.

This role cemented foundational expertise in structured finance, analytical modeling, and capital markets execution that continues to inform high-level advisory work.

Description:
Served as a core member of a $160 million fixed income arbitrage hedge fund, executing global macro strategies that paired foreign sovereign bonds against their futures. Strategies incorporated advanced use of derivatives and leveraged financing structures to capture mispricings across interest rate and currency markets.

Key Responsibilities & Achievements:
• Traded government bonds, futures, and derivatives across developed markets, capitalizing on spread discrepancies and yield curve dynamics.
• Executed arbitrage strategies using repurchase agreements (repos), interest rate swaps, FX forwards, and options to optimize return profiles and hedge macro risks.
• Built the fund’s internal trade capture, P&L reporting, and margin monitoring systems using Excel and Access—streamlining risk oversight and improving execution analysis.
• Acted as liaison between front office and operations teams to ensure accurate reconciliation, trade settlement, and compliance adherence.

This role solidified expertise in cross-border fixed income markets, derivative instruments, and quantitative trade modeling—skills that remain central to advising on structured and credit-driven investment strategies today.

Description:
Supported the structured finance and derivatives trading desks with research, modeling, and analysis of fixed income products. Contributed to the design and evaluation of customized derivatives and structured solutions for institutional clients.

Key Contributions:
• Conducted quantitative analysis of fixed income derivatives, including interest rate swaps, bond futures, and structured notes.
• Assisted in developing pricing models and scenario analyses to assess risk/return profiles under varying market conditions.
• Provided analytical support for the structuring and syndication of complex debt instruments, collaborating with sales, trading, and risk teams.
• Gained early exposure to securitization, credit structuring, and derivatives strategy, laying the groundwork for a career in structured finance and credit analysis.

This formative role provided deep insight into the mechanics of fixed income markets and the modeling rigor required to navigate them successfully.