Global Structured Finance
Forecasting & Surveillance
CMBS • RMBS • ABS • CDO
• Structured Products Valuation & Execution Strategy
• Previous: Principal, CMBS Trading Strategist, Banc of America Securities LLC
• 12Y strat, quant, real-estate research, analytics: RMBS & CMBS Trading
• 12Y math, engineering: Northwestern U. and U. of Michigan
• Principal creator of RMBS/ABS/CMBS trading data & analytics
• Commercial & residential collateral performance modeling
• Extensive commercial real-estate surveillance
• Capital Markets Information Technology, Structured Products Platform Architect
• Previous: SVP, Head of Mortgage Tech, Corp Investments, Bank of America NA
• 12Y MBS quant & tech: capital markets, corporate investments
• 12Y math, engineering: Westinghouse, Johns Hopkins
• Principal creator of RMBS/ABS/CMBS trading data & analytics
• Portfolio optimization, OAS, MBS realtime data & analytics
• Relative value and arbitrage analysis
• MBS trading support as well as origination and conduit