Jessica Claire
  • Montgomery Street, San Francisco, CA 94105 609 Johnson Ave., 49204, Tulsa, OK
  • Home: (555) 432-1000
  • Cell:
Work History
Portfolio Manager, 06/2013 to Current
Bbcn BankDiamond Bar, CA,
  • Successfully managed the Agency MBS Derivatives portfolio within the hedge fund utilizing mostly a relative value framework in the investment approach.  Managed anywhere from 300-450mm in assets at any given time within the Agency MBS Derivatives universe.  
  • Carefully managed risk on a daily basis using comprehensive hedging strategies to effectively hedge the interest rate and prepayment risk in the portfolio.  
  • Frequently spoke to investors about the opportunities and performance of the sector within the main hedge fund.
  • Generated gross returns of 6.05% in the 2nd half of 2013, 15.01% in 2014, and 2.6% in 2015.
Managing Director - Head Agency MBS Derivatives Trading, 02/2010 to 06/2013
Mizuho Securities USACity, STATE,
  • Head of the Agency MBS Derivatives Trading desk responsible for trading and marketing both secondary and New Issue CMO Derivatives with roughly 100mm in balance sheet.  
  • Worked closely with the Pass Through desk identifying relative value in the specified pool market and worked closely with the New Issue CMO desk in helping to identify new issue arbitrage opportunities.
Director - MBS Trading, 2009 to 02/2010
Guggenheim Capital MarketsCity, STATE,
Head Agency MBS Derivatives trader responsible for trading and marketing Agency IO and Inverse IO securities.  Effectively built the knowledge base of the salesforce through small instructional sessions while managing a small position of Agency CMO Derivatives.
Vice President, FICC - Mortgage Trading, 01/2005 to 2009
Goldman, Sachs & Co.City, STATE,
Head of Agency Derivatives trading working on the CMO desk.  Primary responsibilities included trading and marketing Agency MBS Derivatives in both the Secondary and New Issue Markets.  Frequently working with customers and salespeople in order to trade the markets more efficiently.
Vice President - Mortgage Relative Value Trading, 01/2002 to 01/2005
Merrill LynchCity, STATE,
Worked as an junior trader/portfolio manager on a small team trading MBS and MBS Derivatives.  Successfully managed risk for the proprietary trading group and generated many profitable trade ideas.
Global Markets Officer, 06/1999 to 01/2002
JP Morgan SecuritiesCity, STATE,
Started in MBS Research and quickly moved onto the CMO trading desk as a junior Trader/CMO structurer.
  • FINRA Series 7,63 License
  • Strong problem-solving capabilities
  • Energetic and proactive
  • Proficient in Microsoft Excel/Office, all Dealer MBS prepayment analytics (Yield Book, Barclays Live, Locus), Polypaths, Bloomberg, Intex Calc and Intex Structuring Tool.
Bachelor of Arts: Economics, Expected in 1999
Union College - Schenectady, NY

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Resume Overview

School Attended

  • Union College

Job Titles Held:

  • Portfolio Manager
  • Managing Director - Head Agency MBS Derivatives Trading
  • Director - MBS Trading
  • Vice President, FICC - Mortgage Trading
  • Vice President - Mortgage Relative Value Trading
  • Global Markets Officer


  • Bachelor of Arts

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