Christian Comito, Cfa Email & Phone Number

Madison, Wi, Us

Madison, Wisconsin, United States

Greater New York City Area

Directed structured products investments as a member of the Global Fixed Income team with the primary focus on analysis and management of fixed income portfolios bench marked against traditional Global Aggregate indexes. -Sole securitized sector professional on fixed income team responsible for management, analysis and trading of global structured products securities including US mortgage, CMBS and ABS securities across the duration/capital structure. -Constructed a… Show more Directed structured products investments as a member of the Global Fixed Income team with the primary focus on analysis and management of fixed income portfolios bench marked against traditional Global Aggregate indexes. -Sole securitized sector professional on fixed income team responsible for management, analysis and trading of global structured products securities including US mortgage, CMBS and ABS securities across the duration/capital structure. -Constructed a diversified securitized portfolio from a previously index replication strategy and actively managed portfolio, developed and implemented cross-sector relative value models and risk measurement/management tools. -Performed detailed relative value analysis using qualitative/quantitative methods, identifying and breaking down sources of risk, and recognizing intended risks in order to drive excess returns. -Developed tools/performed credit analysis on CMBS and ABS securities across the credit and duration spectrum by combining individual security/sector bottom-up valuation with ongoing top-down macro themes. -Managed agency mortgage products, developed tools to monitor/evaluate prepayment and convexity characteristics, run interest rate scenarios using proprietary models and evaluate underlying collateral. Show less

Stamford Ct

Investment Committee Team Member - Involved in all aspects of portfolio management pertaining to the structured products sector of client portfolios with mandates across the duration and credit spectrum. Served as backup in portfolio manager's absence. - Actively traded structured products, including MBS, CMBS, RMBS, and ABS.- Reviewed and evaluated new issue and secondary CMBS and ABS deals, including analysis of deal structure, loan collateral and credit… Show more Investment Committee Team Member - Involved in all aspects of portfolio management pertaining to the structured products sector of client portfolios with mandates across the duration and credit spectrum. Served as backup in portfolio manager's absence. - Actively traded structured products, including MBS, CMBS, RMBS, and ABS.- Reviewed and evaluated new issue and secondary CMBS and ABS deals, including analysis of deal structure, loan collateral and credit metrics.- Performed qualitative and quantitative credit analysis on underlying collateral for prospective securities using various analytical tools and proprietary systems.- Reviewed monthly remittance data, tracked and analyzed trends in performance. Identified and monitored securities with deteriorating credit conditions. Recommended actions.- Worked with corresponding investment team members to determine changes in sector asset allocation to take advantage of opportunities presented by the changes in the investment environment and macro-economic conditions.- Maintained intended portfolio positioning and risk profile, ran scenario analysis for changes in market condition, strategic and tactical investment decisions.- Prepared and presented monthly securitized sector recap as member of the investment committee- Cultivated and maintained various sell-side relationships to gain access to liquidity, research and market color, syndicate allocations and to develop relative value trading ideas Show less

Stamford, Ct

- Performed portfolio valuation for all structured product securities and analyzed performance attribution and risk tolerance for various securitized sectors. - Evaluated TBA positioning, specified pool allocations, and settled TBA wires.- Monitored broker’s inventory daily to develop potential relative value trade ideas.- Tracked, evaluated and prepared daily spread movement reports for all securitized sectors. - Monitored changes in various domestic and… Show more - Performed portfolio valuation for all structured product securities and analyzed performance attribution and risk tolerance for various securitized sectors. - Evaluated TBA positioning, specified pool allocations, and settled TBA wires.- Monitored broker’s inventory daily to develop potential relative value trade ideas.- Tracked, evaluated and prepared daily spread movement reports for all securitized sectors. - Monitored changes in various domestic and global benchmarks across sector and maturity spectrum over time and analyze the effect on corresponding portfolios. - Reviewed client guidelines relevant to securitized sector. Monitored compliance daily. Show less

Stamford, Ct

- Organized trade entry and settlement for various fixed income securities. - Performed portfolio reconciliation for 40+ client accounts.- Managed daily interaction with custodian banks, brokers and consultants to address issues. - Calculated futures margin requirements, tracked money wires and posted collateral.