Brett Rose Email & Phone Number

Greater New York City Area

• 2023-Present: Director Treasury and Mortgage Markets Desk
• Lead team responsible for monitoring and transacting in the US Treasury and Agency MBS markets for the Federal Reserve System2019-2023: Director Mortgage Markets Desk
• Lead team responsible for monitoring and transacting in agency MBS markets for the Federal Reserve System
• Instrumental in design and implementation of multi-trillion-dollar agency MBS purchase program in response to the pandemic 2014-2019:… Show more 2023-Present: Director Treasury and Mortgage Markets Desk
• Instrumental in design and implementation of multi-trillion-dollar agency MBS purchase program in response to the pandemic 2014-2019: Mortgage Market Policy Advisor
• Provided thought leadership on agency MBS market developments for the Federal Reserve System

• 2010-2014: Head of US Rates Strategy
• Led Citi’s US Rates Strategy team including recruiting, training and retaining appropriate staff
• Provided actionable fixed-income trade strategies for Citigroup clients on duration, curve and volatility using cash products and derivatives
• Maintained significant client contact through one-on-one calls, conference calls, client presentations and speaking at Citigroup and industry conferences
• Produced weekly strategy publication as well as… Show more 2010-2014: Head of US Rates Strategy
• Produced weekly strategy publication as well as brief trade notes, ad-hoc special topic articles and thorough product primers for Citigroup clients

• Managed asset portion of $25 Billion duration-hedged investment portfolio which was measured by total-rate-of-return (TRR) relative to a duration-hedged MBS index
• Maintained a portfolio consistent with macro views on rates, curve, realized and implied volatility and MBS-LIBOR basis
• Generated trade strategies based on internal regression-based tools, third-party models and market flows and technicals
• Stressed risk-measure models on an ongoing basis to ensure robustness and… Show more
• Stressed risk-measure models on an ongoing basis to ensure robustness and applicability to the current and evolving market environments Show less

• Provided clients with timely information on the treasury futures and options markets, including fundamental analysis and technical analysis from the CBOT trading floor
• Acted as a liaison between CBOT floor brokers and Refco clients

Mba, Finance

● Graduate With Distinction

B.A., Economics

● High Departmental Honors