Vp, Mbs Portfolio Manager
Raleigh, North Carolina, Us
Manage portfolio of Agency and Non-Agency Mortgage Backed Securities for this privately held bank. •Managed Non-Agency MBS bond portfolio, modeling credit losses and prepayment assumptions, & trading where appropriate •Ensured securities & loan portfolios, and FP&A team, complied with applicable laws and regulations post financial crisis –Led efforts to comply with Volcker Rule, Dodd-Frank, Basel, and FDICIA/SOX controls designed to reduce risk and improve management control of securities and loan portfolios –Served as a key liaison with the bank’s internal and external auditors, model review group, and government regulators to coordinate compliance efforts, discuss audit findings, explain model changes, and resolve issues –Manage and complete corporate projects including fixed income derivative central clearing compliance, enterprise system review and analysis, third party benchmarking, Dodd-Frank and Volcker Rule compliance, and model validations. –Adjust calibration to improve accuracy of prepayment models and valuation system.Proficient in Blackrock Aladdin & AnSer, Bloomberg, Intex, Trepp, Factset, Excel, PowerPoint, SQL, and Salesforce