Daniel Kim, Cfa Email & Phone Number

Philadelphia, Pa

Boston, Ma

Lead analyst for the firm’s $13B of AUM in RMBS (Residential Mortgage Backed Securities) across the capital structure (from AAA to first-loss). Member of Securitized Products Strategy Group, overseeing $50B of AUM across securitized credit products (RMBS, CMBS, ABS, and CLO). - Responsible for investment strategy development and security selection by leveraging a proprietary mortgage credit model.- Develop investment processes and launch strategies across RMBS sectors top and bottom of the capital structure: AAA through equity tranches across credit risk transfer, prime jumbo, non-qualified mortgages, re-performing loans, non-performing loans, investment property loans, legacy RMBS, residential transition loans, and servicer advance receivables.- Lead growth in RMBS AUM from $3B post-GFC to $13B resulting from the new strategies.- Oversee development and calibration of proprietary mortgage credit model.- Spearhead research on macroeconomics, regulations and policies, mortgage origination and servicing, and ESG opportunities and risks related to US housing in coordination with equity and high yield teams.- Manage RMBS investments across the full spectrum of strategies including opportunistic credit, total return, core and core+, capital preservation and insurance, and short duration.- Lead RMBS and housing research and analytics for Wellington’s $3.45B public-private investment fund (PPIF) that netted $703M in profit - the most among US Treasury’s nine PPIF funds.

New York, Ny

Portfolio manager, analyst, and trader for RMBS, CMBS, and ABS investments in the securitized products sleeves of Core and Core+, and short duration funds.- Specialized in trade idea generation through proprietary research and portfolio optimization.- Led securitized products strategy discussions at the weekly Asset Allocation Committee meetings.

New York, Ny

Led research and trading of RMBS and ABS investments for the bank’s proprietary investment funds.- Conducted fundamental research and developed investment strategies for the securitized products team.- Presented investment ideas and strategies to the Investment Committee.

New York, Ny

Analyzed market risks for fixed income desks including securitized products, corporate credit, and EM.Performed sensitivity tests using simulation-based value-at-risk (VaR) methodology.- Assessed key risks of large trades for pre-trading clearance.- Designed and proposed risk management strategies for Basel compliance to Risk Management Committee.

Vancouver, British Columbia, Canada

Underwrote residential and commercial mortgages, making credit decisions and determining terms. Worked out non-performing loans by negotiating terms with borrowers and re-underwriting mortgages.

Mba, Finance

B. Comm