NERA Economic Consulting

thomas.schopflocher@nera.com
vCard

Education

PhD and MSc in applied mathematics, The University of Western Ontario
BSc in mathematics, McGill University

Experience

Dr. Schopflocher is a member of NERA's Securities and Finance Practice. He received his BSc in mathematics from McGill University, and his MSc and PhD in applied mathematics, with a concentration in physics, from the University of Western Ontario.

Dr. Schopflocher has several years of industry experience in the areas of mortgage-backed and asset-backed securities. In particular, he has developed prepayment models at both Countrywide Securities and Citigroup. At NERA, Dr. Schopflocher has worked on cash-flow models in fixed-income damages cases; conducted statistical analyses in cases in which mispricing was alleged; analyzed data in cases where trading ahead was alleged; and worked on derivative valuation as it pertains to employee stock options as well as other exotic options. Dr. Schopflocher is an adjunct professor at the University of Western Ontario and co-author of the recent NERA paper, "The Subprime Meltdown: A Primer."

Languages

English
French