Ex-WestLB financial engineering head launches consultancy
Janet Tavakoli, former head of capital markets financial engineering at Westdeutsche Landesbank (WestLB) in London, has launched a derivatives consultancy - Tavakoli Structured Finance.
Tavakoli told RiskNews that after leaving the German bank she initially had two consulting proposals. “Since then, I've garnered two additional large institutional clients: one is New York-based, and the other is based in Europe,” she said.
Her current consultancy work is focused on valuation and hedging of CDOs for audit, accounting, and Sarbanes-Oxley compliance for both mark-to-market, and non mark-to-market books. “Super-seniors and equity are especially problematic due to non-standardisation of structures, lack of transparent market pricing and the rash of recent CDO downgrades,” she said.
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