Aziz Lookman
About
Detail
HIRING! Private Equity Secondaries Valuation
United States
Résumé
Jobs
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Founder and Chief AI OfficerRational AIJan 2018 - Current (8 years 9 months)WE ARE HIRING
www.rationalai.co/careers
We are quant economists with deep expertise in AI and private equity.
We work across the deal cycle: deal sourcing, due diligence and portfolio value creation. And, increasingly, on secondaries and private credit.
Our logo embodies our approach -- transparent, "glass-box" solutions intuitively auditable by the business.
We handle everything from strategy to execution to implementation.
Example projects
Secondary transactions valuation
- Developed valuation AI assistants to underwrite a secondaries transaction that combines comp- Head of AI, Private EquityTwo SigmaJan 2021 - Jan 2024 (3 years 1 month)I stood up ML & GenAI capabilities from the ground up for Two Sigma's Private Equity verticals of ~ $2B AUM. Supported sourcing, diligencing and portfolio company value creation.
Two Sigma is one of the world's top quant investment firms with $60+Bn AUM.. - Chief Risk Officer - Amazon LendingAmazonJan 2017 - Jan 2018 (1 year 1 month)Led risk function for $1Bn+ business lending program underwritten using AI.
- Improved underwriting using alternative data and improved modeling.
- Managed loss forecasts in financial statements and to Amazon’s Board.
Got the entrepreneurial bug. And a customer. Took the leap and launched my own firm. - Principal Economist - AnalyticsCornerstone ResearchJan 2015 - Jan 2017 (2 years 1 month)Used quantitative analysis to secure favorable outcomes in credit risk litigation.
Worked on lawsuits related to asset-backed securitization, bankruptcies, credit ratings and trading credit derivatives with $5Bn+ at stake. - Global Head of Applied AI - Management LiabilityAIG ScienceJan 2012 - Jan 2015 (3 years 1 month)Set up and ran applied AI for underwriting $2Bn+ policies.
- Vice PresidentMoodys CorporationJan 2009 - Jan 2012 (3 years 1 month)Developed stress-testing and risk management tools for securitized credit products and
PD, LGD and EAD for C&I, commercial and residential mortgages, credit cards and other consumer loans. - Assistant Professor of FinanceCarnegie Mellon University University of PittsburghJan 2004 - Jan 2009 (5 years 1 month)Published research in leading journals
Taught statistics and finance
Consumed ungodly amounts of caffeine:)
Education
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- SSkill KeywordsSkill KeywordsManagement: Build and mentor global analytics teams, manage C-level relationships, communicate with technical and non-technical audiences.
Domain Knowledge: credit (PD, LGD, CECL, securitization, mortgages, consumer, CDS, C&I and SME lending), insurance (management liability, life), digital ads, IT infrastructure, private equity
Statistical Methods: Time series, hazard models, gradient boosting, regularization, NLP, Bayesian methods, human-in-the-loop techniques, explainable AI, causal inference.
Hands-on Programming: Python and SQL. Previously used R, MATLAB, SAS, Stata, C.
Cloud: Google Cloud and AWS - B. Tech, Mechanical EngineeringIndian Institute of Technology Bombay
- SSt. Mary's ISCSt Marys ISC
- Ph.D, FinanceCarnegie Mellon UniversityKey takeaways from my thesis:
1. Prior literature over-estimated the increase in firm value attributed to risk management.
2.Firms manage risk because they have to. More specifically, firms with debt from institutional lenders are more likely to manage risk, suggesting that they are required to do so by their lenders.
Projects (professional or personal)
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Awards
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- IBest Paper AwardIssued by Review of Asset Pricing StudiesReceived for "Ratings based investment practices and bond market segmentation"
- FFellow, American Association for the Advancement of ScienceRecipient of very select Fellowship (one of ten) awarded by the AAAS to work on issues at the intersection of economics, policy and technology.
Developed framework to estimate financial benefits of using an emissions trading approach to environmental control
Publications
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- PAnalytics in securities litigationProfessional Liability Underwriting Society conference JanConference panelist on role of analytics to assess exposure to securities litigation.
- RRatings-based investment practices and bond market segmentationReview of Asset Pricing Studies JanShowed that restrictions on insurance companies and other institutional investors on owning speculative grade bonds results in an investment grade premium of about 20 basis points. Performed analysis using an event study around a change in Lehman’s bond index composition rule that re-classified several speculative grade issues as investment grade even though their fundamentals remained unchanged.