Daniel Rosman

Daniel Rosman Email and Phone Number

Senior Vice President Capital Markets at National Cooperative Bank @ National Cooperative Bank
Daniel Rosman's Location
Arlington, Virginia, United States, United States
Daniel Rosman's Contact Details

Daniel Rosman personal email

n/a

Daniel Rosman phone numbers

About Daniel Rosman

Experienced Fixed Income Portfolio Manager with proven track record in analysis and trading of complex financial instruments. Solid foundation of market dynamics and products and their implications for financial and risk management. Strong focus on quantitative and statistical analysis to drive optimal economic decision-making. Core competencies include:• Making informed relative value decisions through quantitative and qualitative analysis of financial market activities and data.• Leveraging capital market expertise to add economic value to the bottom line.• Prepayment and default modeling to effectively measure the level of risk inherent in financial instruments.• Fair value and macro hedging that provide income and capital stability over a wide range of interest rate scenarios.• Building automated tools that result in increased process efficiency and robustness.• Tracking and evaluating new developments in the market place while looking for opportunities to enhance business practices in a changing market.• Negotiating legal agreements that provide for strong protections when issues arise.• Developing imaginative solutions through creativity, experimentation and critical thinking.

Daniel Rosman's Current Company Details
National Cooperative Bank

National Cooperative Bank

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Senior Vice President Capital Markets at National Cooperative Bank
Daniel Rosman Work Experience Details
  • National Cooperative Bank
    Senior Vice President, Capital Markets
    National Cooperative Bank Jan 2017 - Present
    Arlington, Va, Us
    Responsible for agency and non-agency CMBS loan pricing and structuring, loan sale planning, analysis, and negotiation, mortgage re-underwriting and loan sale due diligence, and trading agency MBS securities.
  • E*Trade Financial
    Director Of Portfolio Management
    E*Trade Financial May 2004 - Aug 2016
    Us
    Managed all aspects of multi-billion-dollar loan and securities portfolios on the bank’s $50B balance sheet requiring functional expertise in a wide array of complex financial products. Portfolio optimization required making relative value investment decisions subject to interest rate risk, credit, and liquidity constraints.• Managed $12B agency commercial mortgage back and other government guaranteed securities portfolio. Introduced several new products to portfolio mix including Freddie Mac small balance loan (FRESB) and maritime shipbuilding (MARAD) securities. Booked more than $50M gain on sale of securities over the last three years while doubling the size of the portfolio.• Designed automated regression process for fair value hedging as well as daily interest rate risk management reporting as member of derivative capital markets team. Reduced time needed to create fair value hedge documentation by factor of ten while increasing reliability in a high profile, audited activity.• Created $2B reverse mortgage (HECM) portfolio from scratch that required convincing risk and finance management of value of new type of investment. Collaborated with risk department on prepayment and default modeling and accounting department on booking interest on an asset with interest capitalized monthly.• Oversaw trading in $5B mortgage pass-though and specified pool portfolio. Evaluated relative value investment decisions balancing convexity and liquidity risk with overall portfolio return. Enhanced portfolio return through purchase of new high loan to value product.• Managed $15B consumer loan portfolio requiring valuation analysis, cash flow modeling, legal documentation, servicing migration, portfolio yield modeling, and automated management reporting. Active management of loans during economic crisis resulted in initiatives to freeze over $7B in credit lines and the repurchase of over $500M of defective loans avoiding over $1B in capital losses.
  • Bank Of America
    Vice President Leveraged Leasing
    Bank Of America Oct 2003 - May 2004
    Charlotte, Nc, Us
    Experienced Fixed Income Portfolio Manager with proven track record in analysis and trading of complex financial instruments. Solid foundation of market dynamics and products and their implications for financial and risk management. Strong focus on quantitative and statistical analysis to drive optimal economic decision-making. Core competencies include:• Making informed relative value decisions through quantitative and qualitative analysis of financial market activities and data.• Leveraging capital market expertise to add economic value to the bottom line.• Prepayment and default modeling to effectively measure the level of risk inherent in financial instruments.• Fair value and macro hedging that provide income and capital stability over a wide range of interest rate scenarios.• Building automated tools that result in increased process efficiency and robustness.• Tracking and evaluating new developments in the market place while looking for opportunities to enhance business practices in a changing market.• Negotiating legal agreements that provide for strong protections when issues arise.• Developing imaginative solutions through creativity, experimentation and critical thinking.
  • Metron Aviation
    Senior Aviation Analyst
    Metron Aviation Jul 2001 - Oct 2003
    Herndon, Virginia, Us
    Managed a team of four software programmers and analysts in support of collaborative decision-making prototypes used to enhance traffic efficiency in the national airspace.• Led the development of C-FLOW, an FAA tool designed to reduce en-route air traffic delays.• Provided operation support for aviation software at the FAA’s national command center.• Conducted analyses as principal investigator for a NASA economic benefits assessment of an airport surface traffic management system
  • Interet Corporation
    Financial Analyst
    Interet Corporation Jun 1999 - Jun 2001
    Provided customer service, testing, and design enhancements for marketplace leading structured finance software product.• Modeled billion-dollar leveraged leasing transactions using linear optimization methods with the goal of maximizing investor return through optimal cash flow timing.• Designed new features and structures to meet ever changing needs of clients and market including lease versus buy interface to aid clients in decision-making processes.
  • Metron, Inc.
    Modeling Analyst
    Metron, Inc. Jul 1994 - Aug 1998
    Us
    Created prototype research and development software as a consultant to the Defense Department and CIA.• Led software development of a UNIX C++ program that calculates and displays measures of performance during naval antisubmarine warfare exercises including demonstrations on destroyers in the Mediterranean Sea and off the coast of Japan.• Built automated futures trading system using proprietary trend prediction algorithms.• Performed statistical analyses to improve Nabisco’s sales representative workload model.

Daniel Rosman Skills

Portfolio Management Financial Modeling Financial Analysis Valuation Credit Fixed Income Risk Management Analysis Investment Banking Capital Markets Finance Management Bloomberg Mergers Mergers And Acquisitions Structured Finance

Daniel Rosman Education Details

  • Columbia University
    Columbia University
    Operations Research
  • Yale University
    Yale University
    Applied Math
  • Joel Barlow
    Joel Barlow
    H.S.

Frequently Asked Questions about Daniel Rosman

What company does Daniel Rosman work for?

Daniel Rosman works for National Cooperative Bank

What is Daniel Rosman's role at the current company?

Daniel Rosman's current role is Senior Vice President Capital Markets at National Cooperative Bank.

What is Daniel Rosman's email address?

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What is Daniel Rosman's direct phone number?

Daniel Rosman's direct phone number is (800) 955*****

What schools did Daniel Rosman attend?

Daniel Rosman attended Columbia University, Yale University, Joel Barlow.

What skills is Daniel Rosman known for?

Daniel Rosman has skills like Portfolio Management, Financial Modeling, Financial Analysis, Valuation, Credit, Fixed Income, Risk Management, Analysis, Investment Banking, Capital Markets, Finance, Management.

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