Brian P. Vahey
Managing Director
Mesirow Financial Consulting, LLC

New York, NY
+1 212.808.8369

Valuation Services

  • Extensive analytical experience across a broad range of securities and structured finance products/portfolios, including: public and private investment-grade and high-yield corporate debt; levered loans; municipal bonds; hedge funds and private equity strategies; asset-backed securities and loans; mortgage-backed securities and loans; commercial real estate; collateralized debt obligations; and credit default swaps and their indices including ABX, CMBX, TABX

  • Provides comprehensive analysis services, including: financial analysis and modeling; lending agreements; process and workflow analysis; and liquidation analysis
Profile
  • Previously a trader, portfolio manager and analyst in the institutional money management industry - managed portfolios for insurance companies, mutual funds, pensions, collateralized debt obligations and a hedge fund
  • Chartered Financial Analyst (CFA)
  • Certified Six Sigma Black Belt for process improvement
Accomplishments
  • Led analysis work on loan disputes for major monoline insurance company

  • Conducted analysis of origination risk for one of the largest privately held Alt-A mortgage producers

  • Conducted expert consulting work on several structured product litigation engagements involving fraud, misrepresentation and fraudulent conveyance

  • Co-managed $30 billion in structured product portfolios at GE asset management

  • Conducted the organization and investment for GE Asset Management's CDO business

  • Completed several projects involving securities trading operations, including: trading systems efficiency and accuracy improvement projects; development of compliance systems for trade allocations; compliance fulfillment; and settlement processes

  • Developed a profitable investment strategy for a $9 billion hedge fund in asset-backed and mortgage-backed cash and credit default swap synthetic securities

  • Developed a synthetic duration strategy for an $8 billion long-term care insurance portfolio utilizing forward starting swaps

  • Previously a decorated officer with the United States Navy in the Submarine Service
Education
  • B.S., University of Notre Dame
  • B.S. (Equivalent), U.S. Navy Nuclear Training Program
Affiliations
  • Stamford Society of Security Analysts, member
  • New York Society of Security Analysts, member