Matthew Pitz is experienced in data analysis and cash flow modeling. He conducts economic and statistical analysis and research on litigation matters and has worked on several high-profile finance cases. Mr. Pitz has supported projects involving asset backed securities, interest rate manipulation, and derivatives trading. He has worked with various types of RMBs deals, constructed Monte Carlo simulations, and conducted analysis of derivatives portfolios. He has three years of experience programming, including one year with both Python and Stata.
BA, Economics, Beloit College (magna cum laude)
- Supported the testifying expert in development of damage models in multiple RMBS cases. Analyzed legal filings and servicing data to reconstruct the monthly cash flows and assisted in the creation of a Monte Carlo simulation to estimate damages. Responsibilities also included database management.
- Supported the testifying expert in a commodities futures trading fraud matter. Assisted in analyzing the derivatives portfolios to reconstruct daily trading positions and valuations. Responsibilities also included document and database management.
- Supported the testifying expert in a Libor manipulation matter on behalf of an asset backed security originator. Devised an automated method in Python to identify counter parties in over 1000 SEC filings.