Manager Resume

TECHNICAL SKILLS

PROFESSIONAL EXPERIENCE

Confidential

Manager

Responsibilities:

Utilize fundamental and technical analysis, as well as, hedge ratios and macro correlations between assets and hedges
Manage BWIC, OWIC and out of comp situations, bidding for both inventory and on behalf of customers
Coordinate with customers and sales to determine customer buy and sell axes and plan for tactical and strategic portfolio allocation
Create market commentaries related to both RMBS and broader markets; including trade activity, trends in spreads / collateral assumptions, and relative value stories (e.g., modified residential loans with outstanding forbearance)
Travel regularly throughout the United States to strengthen 100+ institutional relationships

Confidential

Manager, Fixed Income Investment Portfolio

Responsibilities:

Oversaw team responsible for market prices within Confidential ’s Investment Portfolio
Prices were used for trading, margining, and hedging decisions
Investment Portfolio ranged between $250 to $500 billion in AUM and included Multi and Single Family Agency CMOs, Non-Agency RMBS and CMBS, Agency RPL bonds, Non-Performing and Re-Performing Loans, and Military Housing Bonds
Analyzed loan and bond sale candidates with senior leaders across capital markets, portfolio management and risk management
Managed team of senior analysts and associates, which included employees’ responsibilities, ratings, and compensation
Created and presented complex topics to large audiences (e.g., CRT Implied G-fees, CRT Benefit vs Cost Analysis, CRT Market Primer, Bond Stress Tests, and Non-Agency RMBS R&W Settlement and Insurance Rehabilitation Payouts)
Enhanced Non-Agency RMBS / CMBS, Agency CMO, Agency RPL Securities and Military Housing Valuation Frameworks (e.g., RMBS, improved from a single scenario analysis to a more dynamic multiple scenario analysis which resulted in better sales execution)

Confidential

Assistant Vice-President

Responsibilities:

Analyzed and valued structured products including Non-Agency CMOs, Consumer ABS (student loans, credit cards, autos), Interest Rate and Credit Derivatives (CDS, IIO, IO, PO), and ABS Collateralized Debt Obligations (CDOs)
Estimated asset prices by running multiple prepayment, default, and severity vectors using a combination of historical and projected collateral performance and applied based on bond types and payment waterfalls
Engaged in regular conversations with respective trading desks and presented results to senior management
Led several team initiatives including development of Bank Stress Tests, Interest Rate Hedge Analysis, and FAS 157 Classifications

Confidential

CDO Analyst

Responsibilities:

Developed infrastructure to analyze ABS CDO Payment Waterfall and allocate underlying RMBS Basis across $10 billion PE Fund
Created RMBS Surveillance Platform to analyze Actual versus Projected Performance Results using Loan Performance, Intex, Bloomberg, and Excel and presented results regularly to senior management
Improved processes and data availability within internal applications so teams could better analyze and monitor portfolio activity

Confidential

RMBS Analyst

Responsibilities:

Led Collateral Analysis for Origination Team by collaborating with Transaction Managers, Rating Agencies, Lawyers, and Accountants
Managed several (Prime, Alt-A, Option ARM, Subprime, S&D) Loan Pools monthly with balances between $100 million and $1 billion
Confirmed data integrity and prepared summary stratifications and rep lines for securities transactions
Coordinated with mortgage bankers to prepare new business pitches, as well as, recurring mortgage market presentations
Optimized processes used to produce stratifications, rep-lines, and presentations via Intex, Bloomberg, CAS, Access, and Excel