ALISON B. JACOBS, CFA Cell: (650) 796-9945 aj11d0278@westpost.

net QUALIFICATIONS Fixed Income ~ Capital Markets ~ Commercial Real Estate Solutions-driven and highly innovative professional with a demonstrated record o f accomplishment in financial engineering, risk evaluation and management, fixed income, capital markets, and new deal issuance. Superior leadership abilities w ith a passion for finance and an impeccable attention to detail. Strong interest in fixed income and commercial real estate derivatives. Adept modeling expertis e in structured finance and fund cash flows. Available for travel. Competent lan guage skills in German. Capabilities and expertise include: . Financial Engineering . Structured Finance . CMBS . Derivatives . Risk Management . Credit Risk Analysis . Portfolio Financing . Rating Agency Methodology . Asset Management CAREER HIGHLIGHTS . Established a progressive career at Prudential Mortgage Capital Company result ing in a rapid promotion to Director charged with managing a $500MM structured finance vehicle. Recognized as a subject matter expert. . Considered a top-performing analyst at Fitch Ratings with frequent requests to train new personnel and directors on new deal issuance. . Strong capacity for designing, building, and programming complex financial mod els utilizing Microsoft Excel and Visual Basic. . Extremely skilled in enhancing models and processes to improve overall effecti veness and efficiency. . Consistently valued for accuracy and insight by senior executives at all level s. PROFESSIONAL EXPERIENCE PRUDENTIAL MORTGAGE CAPITAL COMPANY (PMCC), San Francisco, California 2007 - 2009 & 2010 - Present Consultant (2010 - Present) . Build and program an equity return model and CMBS structuring tool that projec ts potential returns from the warehousing, hedging, and securitization of fixed-rate commercial mortg age loans and the partial retention of issued CMBS bonds and/or IO strips. . Conceptualize and develop a levered fund cash flow model that determines inves tor equity return sensitivities to various investment, interest rate, and credit loss scenarios.

PMCC (continued) Director (2007 - 2009) . Managed daily operations of a $500MM commercial real estate collateralized deb t obligation (CRE CDO) secured by a revolving pool of whole loans, CMBSs, and CRE CDOs. . Executed ongoing, in depth performance evaluation of a CRE loan portfolio secu red by over 30 transitional commercial real estate properties totaling approximately $450MM. . Reverse-engineered asset-level rating agency models to predict ratings of over 50 CRE mortgages accurately and ensure compliance with CDO portfolio credit quality covenants. . Scrutinized credit quality and return profile of secondary market CMBS and CRE CDO transactions and determined purchase/sell recommendations for PMCC-affiliated groups. . Charted the development of a loan-level valuation methodology used to manage t he credit risk and determine the value of a CRE loan portfolio pledged as collateral to a $1B note facility at the height of the financial crisis. WHU - OTTO BEISHEIM SCHOOL OF MANAGEMENT, Vallendar, Germany 2010 Project Manager . Reviewed more than 40 academic articles detailing innovations in the consumer goods industry for publication in the ECR (Efficient Consumer Response) Journal. . Authored a grant proposal on a partnership with ECR Europe to promote efficien t retail supply chains. REDWOOD TRUST, INC., Mill Valley, California 2006 - 2007 Associate . Designed, built, and programmed equity return and rating agency cash flow mode ls used to structure fixed income transactions. . Optimized capital structures for $500 million ABS CDO transactions to ensure e fficient portfolio financing and generate attractive equity returns. . Devised appropriate size and duration of interest rate swaps and caps used wit hin $500 million fixed income transactions to hedge interest rate and basis risk between the underlying assets and issued liabilities under various stress scenarios. . Diligently scrutinized and amended CDO transaction legal and marketing documen ts. . Partnered with RMBS, CMBS, and CDO portfolio managers to conceptualize optimal portfolio compositions for proposed CDO transactions. FITCH RATINGS, New York, New York 2003 - 2006 Associate Director, Structured Finance, Credit Products (2005-2006) . Performed credit risk modeling of more than 20 fixed income CDO portfolios to assess portfolio quality and produce portfolio default and loss distributions. . Conducted cash flow model analysis of more than 20 CDOs to evaluate their capi

tal structures and ensure sufficiency of credit enhancement levels and priority of cash flows to me et rating requirements. . Delivered presentations to internal credit committees detailing CDO transactio n summary and modeling results. . Liaised with investment bankers, legal parties, and asset managers regarding t ransactions. Fitch Ratings (continued) Analyst, Structured Finance, Commercial Mortgage Backed Securities (CMBS) (20032005) . Evaluated and re-underwrote cash flows of over 400 income-producing properties with mortgages ranging in size from $500,000 to $200MM. . Facilitated the rating process of more than 30 conduit and large loan CMBS tra nsactions ranging in size from $400MM to over $2B by performing quantitative analysis. . Programmed and maintained large loan sizing model used to synthetically tranch e fixed- and floatingrate investment grade loan proceeds for securitization. . Drafted presale reports and press releases. Assisted in criteria reports for C MBS investors. EDUCATION THE CFA INSTITUTE, Charlottesville, Virginia - Chartered Financial Analyst (CFA) , 2009 CORNELL UNIVERSITY, Ithaca, New York - Bachelor of Science, 2002 TECHNICAL SKILLS . Expert proficiency in Microsoft Excel, Visual Basic, and fixed income modeling . . Skilled in Bloomberg and Intex.