Vasant, Tanya

Any interest?


Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/14/2000 
03:56 PM ---------------------------


Melanie Doyle
03/10/2000 04:33 AM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Brad McSherry/HOU/ECT@ECT 
Subject: Re: Enroncredit.com

Hi

This guy  has applied to Credit.com in Houston, I spoke to him yesterday and 
then passed my comments to Bryan Seyfried.  Bryan suggested he may be of 
interest to you.  I let this this guy know that he would hear from us either 
way and if we want to pursue the application we would invite him for 
interviews in Houston. 

Please give me a call if you need more information.

Melanie
00 44 171 783 7740.


---------------------- Forwarded by Melanie Doyle/LON/ECT on 10/03/2000 10:26 
---------------------------


Bryan Seyfried
08/03/2000 07:51
To: Brad McSherry/HOU/ECT@ECT
cc: Melanie Doyle/LON/ECT@ECT 

Subject: Re: Enroncredit.com  

Let's start getting these guys in to interview.  Melanie can do initial 
telephone interviews and then coordinate with Brad to ensure we are seeing 
the best people.  I would like to move as quickly as practical.

bs


From: Brad McSherry on 07/03/2000 13:17 CST
To: Bryan Seyfried/LON/ECT@ECT
cc:  

Subject: Enroncredit.com


---------------------- Forwarded by Brad McSherry/HOU/ECT on 03/07/2000 01:17 
PM ---------------------------


alexander.c.davidson@us.arthurandersen.com on 03/03/2000 01:55:23 PM
To: brad.mcsherry@enron.com
cc:  
Subject: Enroncredit.com






Dear Mr. McSherry:

I   am   responding  to  your  search  for  credit  risk  professionals  on  
the
enroncredit.com   website.   After  working  for  seven  years  on  credit  
risk
management  in  a  research and consulting capacity, I would like to transfer 
my
experience  in  assessing  credit  risk  modeling,  information  technology  
and
methodology  in  complex  top-tier  institutions  to  an  active  credit 
trading
managerial   environment.   I  am  excited  about  being  involved  in  
trading,
origination, risk management and R&D of credit derivatives.

I  have  seven years of experience in credit risk measurement and 
management.  I
have  helped  design,  test  and implement credit value-at-risk systems with 
KMV
Corp  and  with  a  major  Japanese  bank.   I was a major contributor at KMV 
in
designing the Expected Default Frequency model and I am thoroughly familiar 
with
its  assumptions,  strengths,  weaknesses and applications.  I did the 
empirical
research  that  lies  behind the KMV default correlation model, the private 
firm
EDF  model  and  I interfaced with J.P. Morgan (now R.M.G.) personnel during 
the
creation of the CreditMetrics documentation.

I  have  excellent analytical, quantitative, statistical and programming 
skills.
I studied finance extensively when I was a graduate student and I studied 
credit
risk theory while I worked with KMV and Arthur Andersen.  I am eager to join 
the
credit derivative team at Enroncredit.com where I am certain that my 
combination
of   quantitative   research  skills,  credit  risk  consulting  experience  
and
technology   expertise   make  me  uniquely  qualified  to  support  the  
credit
derivatives trading and risk management function.

I  have  included  my  resume  with this e-mail.  Please e-mail me or call me 
at
201-420-0191  (home)  and  212-708-4027  (work)  so  that  we  can  discuss 
this
opportunity further.



(See attached file: Alex.doc)

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