· Managing Hedging/Trading, Risk Management/Data Analytics and Transaction Management teams· Responsible for hedging the whole origination book of business and trading all Agency & Ginnie Mae Mortgage Backed Securities · Completely rehauled the QRM Mortgage Banking risk management system resulting in improved hedge performance and reduced P&L volatility· Restructured the Agency & GNMA pooling processes to increase operational efficiencies· Investor relations including with the Agencies and Ginnie Mae to always get the best possible pricing and ensure loan sales in a timely manner

· Managed Hedging/Trading, Risk Management, Data Analytics, Margin Management, Pricing and Transaction Management teams· Implemented Capital Markets P&L attribution on a daily basis to gauge hedging performance as well as guide pricing and product strategy decisions · Streamlined month end processes and increased accuracy of P&L reconciliation between financial results reported by Capital Markets and Accounting, leading to better forecasting of corporate financial results on an ongoing basis· Contract negotiation with new investors, warehouse lines and security repo lines.· Day to day investor relations including with the Agencies and Ginnie Mae to always get the best possible pricing and ensure loan sales in a timely manner· Liquidity and warehouse line management in coordination with Treasury. Ensuring faster loan sales in times of high volume to bring cash in as quickly as possible and slower loan sales in times of low volume to avoid non-usage fees on warehouse lines· Continuously worked with the leadership for each origination channel to ensure products, pricing and policies were in line with competition

· Built a full-service Trade Desk, hedging a multi-billion-dollar position, trading with over 30 Broker Dealers as well as buying whole loans through the Correspondent Channel (Assignment of Trade/Direct Trade/Bulk Mandatory)· Generated over $5 Million in additional risk-free P&L annually through Whole Loan and MBS CRA trades· Responsible for all Capital Markets loss mitigation activities - Refinance vs Scratch & Dent sale decisioning. Managed all Scratch & Dent Sales· Chief systems and analytics architect for Assignment of Trade/Direct Trade offering through the Correspondent channel· Responsible for marking the book of business at month end, directly impacting financial statements· Implemented QRM Mortgage Banking Framework for accurate Portfolio and Best Execution Analysis· Setup the securitization platform. Issued over $100 Billion in Mortgage Backed Securities for Fannie Mae, Freddie Mac and Ginnie Mae

· Hedged a $500 Million Pipeline of Rate Locks and Inventory of Closed Loans using To-Be-Announced Mortgage Backed Securities and Options· Member of Secondary Marketing Hedging Committee· Managed QRM Framework for accurate Portfolio and Best Execution Analysis· Maintained Pricing Models for Daily Rate Sheets· Accounting liaison for Loan Sales, Hedge Costs and Month End Marks for the Portfolio

· Traded To-Be-Announced Mortgage-Backed Securities and Options for Hedging the Pipeline of Rate Locks and Inventory of Closed Loans · Member of Secondary Marketing Hedging Committee · Secondary Marketing Liaison for launch of the Correspondent Lending Group · Defined Secondary Marketing policies for Rate Sheets, Rate Locks and Hedging · Managed Warehouse Lines (Wet and Dry Fundings, Payoffs and Reporting) · Implemented QRM Framework for accurate Portfolio and Best Execution Analysis · Maintained Pricing Models for Daily Rate Sheets · Accounting liaison for Loan Sales, Hedge Costs and Month End Marks for the Portfolio · Setup and managed the process for issuing Mortgage-Backed Securities for Fannie Mae, Freddie Mac and Ginnie Mae (Pooling, Receive Free, Delivery Versus Payment and Settlement with various counter parties)