About

Head of Capital Markets at Jeeves, and independent consulting through BMSquared on capital, credit, data science and applied AI.

In house I own the facility, the structure and the lender-facing reporting. On the consulting side it is the same work for lenders and lending-adjacent companies that need a facility raised, a credit framework that survives contact with the book, or a data and model layer that produces numbers they can defend.

What I do

Capital

Facility raising and structuring: competitive lender processes, warehouse lines, securitization, forward flow, and SPVs across jurisdictions. Term sheets, deal documents, covenants, and the model the diligence rests on.

Credit

Credit policy, underwriting frameworks and loss forecasting — vintage analysis, stress testing, CECL. Programs designed from nothing, and existing ones re-cut when the performance says so.

Data science

Loan-level risk models, pricing models, portfolio reporting, and the pipelines underneath them. Python, SQL, Postgres, AWS.

Applied AI

A production autonomous agent for capital markets execution, and the evaluation that makes its output trustworthy. More →

Selected projects

• First asset-backed facility, four jurisdictions

  Owned it end to end — model, data room, lender process, term sheets, close — as a secured structure spanning the US, Mexico, Colombia and Brazil, replacing a $75M bridge and growing to $250M committed. Then closed additional secured financing in Mexico and negotiated a secured term sheet in Colombia, and built the post-close collateral and cash-dominion infrastructure around it.

• Credit policy and loss framework

  Built the policy, vintage analysis and stress-testing framework behind a receivables program; delinquency went from 800bps to under 30bps while monthly origination grew eightfold to $200M.

• First third-party securitization

  Led the cross-functional build — product, deal documents, execution — for a lender's first third-party securitization, $200M+ of HELOCs. Separately closed and managed $1B+ of revolving facilities with automated covenant compliance.

• Lender-facing reporting, automated

  Borrowing base certificates, eligibility testing, covenant compliance and collateral performance — automated from loan-tape extraction through to distribution, rather than staffed.

• Credit programs from scratch

  Consulting builds across consumer and commercial lending: fertility finance, credit building, travel rewards cards, disaster-claim factoring — underwriting frameworks, loss forecasting and CECL alongside the capital plan.

• An agent that runs the reporting cycle

  In production at Jeeves: borrowing base certificates, covenant tests, servicer reports and receivables forecasting — drafted for a human to send, and fail-closed when a test can't be proven. More →

Companies

• Jeeves

  Head of Capital Markets, in house — the cross-border facility, the lender-facing reporting stack, credit policy and the autonomous agent on the ai page.

• Drip Capital · Figure Technologies · Prosper · LendingHome

  Capital markets and credit roles across fintech lending — facilities, securitization, credit policy, pricing and portfolio reporting.

• BMSquared

  My consultancy. Advisory on capital markets strategy, credit risk and structured finance for early-stage lenders.

• Bank of America Merrill Lynch · Fisher Investments

  Earlier: portfolio analysis and private client asset management.

• US Army

  Intelligence officer and anti-terrorism officer, 2009–2015. Led a team of intelligence collectors and analysts.

Off the clock

Trail running and mountaineering, and skiing once the snow arrives — long days, the occasional race. Cooking, to a semi-professional standard. Other people's dogs, whenever they'll have me.

Contact

linkedin.com/in/brianmmauck — that's the fastest way to reach me directly.

For general or inbound inquiries, hermes@bmsquared.co — my assistant screens it, so nothing gets lost.