John Minella

Prior to joining Ankura, John was a quantitative modeling leader at a global financial services firm, where he oversaw valuation and capital planning model development for a $30 billion aviation leasing and lending platform and a $20 billion energy portfolio. His work supported portfolio monitoring, regulatory reporting, current expected credit loss (CECL), and International Financial Reporting Standards 9 Expected Credit Losses (IFRS 9 ECL) implementation, capital planning, and valuation.

Earlier in his career, John held leadership roles in aviation finance and energy investment firms. He built and led an industry‑leading aircraft valuation platform covering 1,500 assets across more than 200 customers in 75 countries and developed valuation frameworks for over $20 billion in energy assets spanning upstream oil and gas, midstream infrastructure, and thermal and renewable power. He has evaluated more than $5 billion in energy transactions and supported the execution of over $500 million in investments.

In his current advisory work, John partners with private equity firms, hedge funds, credit funds, banks, and other clients to deliver complex valuation, model risk, and quantitative analytics solutions. He designs, develops, and validates advanced financial models — including discounted cash flow, market‑based, option pricing, private credit, and bespoke investment models — and advises organizations on valuation governance, controls, and risk‑management frameworks. He also helps investment teams enhance modeling infrastructure, streamline portfolio valuation processes, and strengthen end‑to‑end model validation practices to support investment decisions, financial reporting, and regulatory expectations.

John began his career in investment management, leading data and analytics initiatives for retirement plan sponsors, endowments, and pension funds.

A selection of John’s professional experience includes:

• Developed and implemented valuation platforms for aircraft, engines, and diversified energy portfolios using advanced statistical and stochastic modeling techniques.
• Instituted risk‑adjusted pricing and loan models for portfolio monitoring, aircraft purchases, asset‑based lending, and structured equity products.
• Led Allowance for Loan and Lease Losses, CECL, and IFRS 9 ECL model development, including probability of default (PD), loss given default, exposure at default, and credit conversion factor frameworks, supporting financial reporting and capital planning.
• Designed credit risk and loss models used to evaluate over 200 companies quarterly for portfolio monitoring, CECL compliance, and stress testing (Comprehensive Capital Analysis and Review (CCAR)).
• Built PD term‑structure models using Moody’s and S&P default data to support lifetime loss estimation.
• Established valuation control frameworks and governance processes in collaboration with accounting, finance, executive management, and auditors.
• Supported Sarbanes-Oxley Act‑compliant valuation reporting under generally accepted accounting principles and IFRS, and ongoing CCAR submissions with Federal Reserve examiners.
• Designed risk‑adjusted pricing and loan models for structured finance, asset‑based lending, and aircraft special purpose vehicle transactions.
• Led underwriting and valuation analysis for energy investments, including deal structuring, credit approval, and execution.
• Enhanced asset‑level cash‑flow forecasting and valuation methodologies to support strategic decisions, including asset sales, lease structuring, and product development.
• Led valuation and model validation engagements across private credit, litigation finance, and other illiquid or bespoke investment structures, providing specialized quantitative analysis and formal model validation assessments.