Global Head Of Clo/Cdo Research
Zurich, Ch
• Built and led Credit Suisse CLO and CDO research team; provided trading and investment strategies for global leading institutional investors.• For almost ten years, widely considered as one of the best researchers in the space of CLO, CDO and other securitization products. Launched and main-authored “The CDO Strategist”, a flagship research report on CDO products widely read among institutional investors around the globe. • Supported trading desk, structuring group, and internal risk management, by building valuation, cash flow projection, and surveillance models for CLOs backed by leveraged loans and high yield bonds, as well as CDOs backed by MBS (mortgage-backed securities), ABS (asset-backed securities), and CMBS (commercial mortgage-backed securities). • During the 2008-2014 subprime crisis, provided risk management and research of many distress assets, including residential real estate, commercial real estate and non-performing bank loans.• Built an evaluation model for synthetic CMBS index market, i.e., the CMBX index; Provided analytical support for analyzing floating CMBS securities based on fundamental research on tenant rent roll, local economic and real estate market analysis, etc.