Analyze CMBS credit bonds, CRE CDOs, single name CDS and synthetic index (CMBX) on BWICs and trading book in order to value cash flows, find opportunities, drive profit and minimize losses.
Analyze and re-underwrite property level collateral in order to model credit metrics (LTV, DSCR), default probabilities & loss severity rates.
Perform daily market surveillance in order to adjust models for loss expectations/payoff timelines.
CMBS Strategist Created suite of monthly CMBS performance analytical reports: Conduit CMBS and CMBX credit metrics, prepayment, default & loss severity rates; GNMA Project Loan prepayment speeds.
Publish newsworthy research reports focused on collateral & bond performance, future loss projections, relative value, px/yield and total return analysis across fixed income sectors, mortgage markets and capital structures.
RMBS Strategist Produced and published monthly historical performance analytics and reports: Nonagency credit metrics, prepayment, default & loss severity rates; Agency ARM prepayment speeds.
Collaborated with sales/trading, investors & senior strategists on analytics for ad-hoc projects, requests and presentations.
RMBS Collateral Analyst
All collateral analysis from initial bid to securitization and marketing of non-agency MBS.
Included: term sheets, modeling rep lines, investor stratification requests, prospectus supplement tables/data, rating agency tapes, due diligence, & accountant tie-outs.
AnalystDealogic, LLCNew York, NY
Completed one year analyst rotation program through ECM, DCM, and M&A desks, gaining product and market knowledge.
Junior Operations Analyst01/2006 to 01/2015Wilton, CT
Performed transaction data audits & reconciliations in SQL database.
B.S: Business Administration Corporate Finance & Real Estate DevelopmentUniversity of Southern CaliforniaBusiness Administration Corporate Finance & Real Estate Development
Masters of Business Administration: Finance2003
2012University of ConnecticutFinance
Chartered Financial Analyst (CFA) | NASD Registered Series 7, 63