Analyst - Analytics/Risk Management Resume Pasadena, CA - Hire IT People

PROFESSIONAL EXPERIENCE:

Confidential, Pasadena, CA

Analyst - Analytics/Risk Management

Responsibilities:

Responsible for fixed income analytics and monitoring of firm’s credit and derivatives positions under various interest/credit scenarios.
Monitoring firm’s counterparty exposure to broker dealers and work with counterparties to mitigate exposure to default risk.
Maintain and improve risk models to provide transparency to clients and portfolio managers.

Confidential, San Francisco, CA

Summer Associate Intern

Responsibilities:

Assist in building Confidential ’s fixed income business and help communicate detailed technical expertise on these strategies both internally and externally to clients and prospects
Wrote white paper on mortgage-backed securities to educate clients and sales-force about current market environment and risks
Responsible for building and commercializing fixed income products including long/short and active funds

Confidential, New York, NY

Associate

Responsibilities:

Analyzed and proposed capital market hedge instruments involving Mortgage and LIBOR securities (e.g. swaps/swaptions, caps, floors, TBAs, IOs/POs) to hedge interest rate, prepayment, volatility, spread, and curve shape risks
Communicated with clients on a daily basis, to help them understand the risks and strategies associated with their portfolios as well as serve as a liaison between the clients and our portfolio managers.

Confidential, New York, NY/ Los Angeles, CA

Quantitative Finance Associate

Responsibilities:

Measured and reported market risk using Value-at-Risk (VaR) methodologies for Agency CMO, Pass-through, MBS Option, ABS, and Whole Loan Conduits Trading Desk
Participated in due diligence process for bidding/structuring of ABS Principal Finance Group

Quantitative Finance Analyst

Confidential, Los Angeles, CA

Responsibilities:

Supported fixed income trading desk in measuring and managing market risk of trading within Confidential Capital: Fixed Income Trading