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Manager Resume

TECHNICAL SKILLS

  • Microsoft Office
  • Adobe
  • Intex Calc and Dealmaker
  • Yield Book
  • Trade Web
  • Empirasign
  • MBS Source
  • Blackrock Aladdin
  • Credit Suisse Locus
  • Bloomberg and Excel Add - in
  • Collateral Analysis System (CAS)
  • Loan Performance (LP)
  • Webbs Hill
  • SQL

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

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