DAVID LAM

Chief Operating Officer

David works with the team at Integra to ensure that we consistently deliver our best work to our clients. His past experiences include working as the Director of Operations at Redeemer Church of Arlington and as Head of Strategy and Operations at Razoo, an online crowdfunding platform. David has a background in strategy and economic consulting, and started his career with McKinsey & Company where he focused on product and economic development strategies for clients in the US, Middle East and Asia. He holds a B.A. in Economics from Yale and an M.P.A. in International Economic Development from Harvard.

ADAM JOHNSON

Chief Strategic Officer

Our Chief Strategic Officer Adam Johnson is a Yale graduate who is able to connect the requirements of the legal arena to the skills and product of our highly trained quantitative team. He has extensive experience in distilling complex academic evidence into understandable, accurate, and defensible narratives. He creates the nexus between our highly technical material and the legal community to devise creative and often trail-blazing solutions for fraud recovery.
 
 

YONGJUN TANG PH.D.

Testifying and Consulting Expert in Asia

Dr. Tang received a PhD in finance from the University of Texas at Austin in 2005. Before moving to HKU, Dr. Tang was an assistant professor of finance at Kennesaw State University (of the University of Georgia System). He taught both undergraduate and graduate Investments and Fixed Income Analysis at the University of Texas at Austin and Kennesaw State University. His main research interests include credit risk, CDOs, rating agency methodology, liquidity, mutual funds and Bayesian methods in finance. He has published research works in the Journal of Finance, American Economic Review, Journal of Financial Services Research and Journal of Financial Research. His research honors include the best paper award from Eastern Finance Association and grant from the Institute of Quantitative Research in Finance (Q-Group).


Link to Papers

ALESSIO SARETTO PH.D.

Testifying and Consulting Expert

Professor Saretto is an Assistant Professor of Finance at the University of Texas Dallas. He received a PhD in Applied Mathematics from the University of Brescia in 2002, and a PhD in Finance from UCLA in 2006. He previously held positions at Purdue University and at the University of Texas Austin. His areas of interest and expertise are in derivative securities, credit risk, and structured finance. He has written and published several finance research articles in leading peer-review finance journals. He has served as a consultant for government agencies and law firms on various aspects of financial markets and securities, such as auction rate securities and student loans asset backed securities.


Link to Papers

CARLOS M. CARVALHO PH.D.

Testifying and Consulting Expert

Professor Carlos Carvalho is an Associate Professor of Statistics at the University of Texas McCombs School of Business. He received a PhD in Statistics from Duke University. His research primarily focuses on Bayesian statistics in complex, high-dimensional problems with many applications in finance. Some of his current projects include work on large-scale factor models, graphical models, Bayesian model selection, particle filtering and stochastic volatility models. He has published research articles in top peer-review statistics journals including the Journal of the American Statistical Association, Journal of Royal Statistical Society, and the Annals of Statistics. Before moving to Texas, Professor Carvalho was part of the faculty at The University of Chicago Booth School of Business and, in 2009, he was awarded The Donald D. Harrington Fellowship by the University of Texas.

Link to Papers

JOHN M. GRIFFIN PH.D.

Chief Testifying
Chief Consulting Expert
President of IntegraFEC

Professor John Griffin is a Chaired Professor at the University of Texas. He has also served on the faculty at Arizona State University, Yale University, Hong Kong University of Science and Technology, and Harvard Business School. He has published numerous papers in the top finance journals. Dr. Griffin’s research focuses on forensic finance and the examination of potential fraud. He is an expert in the structured finance field with respect to mortgage backed securities and collateralized debt obligations. Topics of his papers include: mortgage misreporting, credit ratings, market manipulation, insider trading, investment banking reputation, hedge fund performance, pricing models, and anomalies. Dr. Griffin’s recent research focuses on understanding the role that conflicts of interest and misreporting by credit rating agencies and investment banks played in the financial crisis.

Link to Papers

Discovery

Our team has extensive experience with high profile cases involving many terabytes of complex data. By streamlining the discovery process that methodically catalogues the information, we help our clients by bringing the relevant discoveries to light efficiently.

Expert Testimony

We provide accurate and independent analysis by drawing from the academic and domain expertise needed for your case. We will only work on cases where we believe in the positions of the case and where we believe the party is on the side seeking justice. Our testimony will be factual and truthful. We primarily interface with top academics who are the leading experts in their respective fields.

Expert Report

Publication is one of the pillars of our firm, and expert reports are no exception. Coupling domain expertise with detailed and accurate analysis, we provide defensible financial and statistical reports.

MBS Misrepresentation

We have developed proprietary methodologies and algorithms to detect misrepresentation in mortgage-backed securities (MBS). Combining loan level data and county property records, we are able to perform a detailed forensic loan review and reevaluate the representations and risk profiles for individual MBS.

Market Manipulation

We have experience working with big data methods to detect any abnormal trading patterns. We have experience using trade and quote tick data that have allowed us to be the first to detect market manipulation. Our experts can separate normal behaviors from more nefarious activities intended to defraud and manipulate markets.

Insider Trading

Our experts have researched insider trading in the U.S. and international stock markets. Their findings are directly applicable to models that can detect and quantify insider trading across different financial markets and products.

Medicare Fraud

Our team leverages Medicare, Medicaid, and private insurance data to detect fraudulent billing practices that may reveal financial abuse by healthcare providers.