Daphne Sandborgh

• Manage portfolio risk by performing trend analysis and monitoring asset performance. • Calculate mark-to-market values for loans, RMBS, ABS, CDOs, derivatives, and credit sensitive portfolios by using WSA, Intex, Bloomberg, Polypaths, and LoanPerformance Risk Model. • Evaluate credit quality by running behavior models and observing market benchmarks. •Manage critical relationship with external auditors on the accuracy of monthly valuation and loan loss reserve.

•Used SAS/MVS, SAS/Unix, SAS for windows, SQL, JCL, TSO, IMS, FileAid, Dfsort and in-house utilities for order audit, model design, model scoring, data analysis, database creation and manipulation. •Performed data integrity, and system enhancements testing. •Enhanced and maintained a project management system by using macros in Microsoft Excel and Access. •Held technical meetings and training sections for programmers and analysts. •Received Jackson Award and nominated Employee of the Month in 2001

•Used AOS and TSO to perform transactions on cash surrenders, reinstatements, dividend withdrawal, benefit adjustments, loans and premiums for insurance interest sensitive products and traditional products. •Provided gain or loss calculation and accounting of investment products for company books. •Analyzed the impact of tax implications on policies. •Led a group of 12 insurance staff on cash flow coding, loans and dividends. •Expert for Prudential’s Interest Sensitive Life Products