Blake Smith Email & Phone Number

Ithaca, NY, US

New York, New York, United States

Philadelphia, Pennsylvania, United States

• Conducted detailed financial analysis and market research on potential acquisitions for multi-family developments in markets along the East Coast including Philadelphia PA, Washington DC, Westchester NY, and Miami FL
• Improved existing proforma model by adding Monte Carlo Simulation to quantify deal risk-reward profile, improve model accuracy and better market development deals to debt and equity partners
• Prepared initial feasibility binder to be presented to investment committee on a $92mm multifamily development deal

Greater New York City Area

• Generated revenue by managing the roll risk in the 30y conventional book as well as supported senior traders by pricing and hedging GNMA, UMBS 30y and 15y TBA flow and new production specified pools
• Increased dollar roll volume shown—price spread between MBS futures contracts—by 29% and increased hit rate by 13% or $16.9bn in notional terms by engaging with clients via original published writeups, innovative data.
• Improved client services by attending events, developing relationships, and appropriately adapting trading style
• Developed relative value models for simple TBA trades—basis, coupon swaps, butterflies, etc.—using data mining techniques such as ridge, and subset regression models
• Analyzed the mortgage market using fundamental and statistical analysis and kept attuned to technical aspects such as client flow and market tone
• Continuously sought to create or improve systems and trading tools such as excel sheets to view risk, conduct scenario analysis as well as collaborated with technologists to improve existing systems and data reports

Greater New York City Area

• Built new, and adapted existing models for valuing various financial instruments, performed attribution analysis and ran back tests on exchange traded funds
• Networked with traders, salespeople, researchers etc. to gain market knowledge and construct trade ideas

East Lansing, MI

• Prepared and altered electrical schematic diagrams of switchboxes, heater coolers etc. using AutoCad, and collaborated with electricians to make additional changes and finalize drafts
• Overhauled, updated, and improved large (14,000+ data points) eDNA database using eDNA and advanced functions in Microsoft Excel to improve efficiency when searching for plant data
• Produced official records that documented the construction process of the plant’s shift from coal to natural gas. Analyzed the construction progress and reported any potential concerns to a superior

Bachelor Of Science - Bs, Operations Research Engineering

Activities and Societies: The Cornell Hedge Fund: Portfolio Monitor & TMT Analyst Varsity Track and Field: Spiked Shoe Society Treasurer

High School, 4.03

Master Of Professional Studies, Baker Program In Real Estate

Activities and Societies: Cornell Real Estate Review: Editor Associate Real Estate Council (AREC): Vice President Cornell Associate Real.