Ethan Frigon Email & Phone Number

Miami Beach, Florida, United States

Miami Beach, Florida, United States

Westlake Village, California, United States

• Increased efficiency and profitability in the securitization process by generating SQL scripts to quantify pooling optimization. Traders used this pullable excel report daily for pooling allocations. Presented this.
• Supported Agency and RMBS/Non-QM mortgage-backed security traders in hedging execution, pool and loan trading, dollar rolls, and spec pool payup valuations.
• Developed financial models utilizing the Bloomberg API, for example bootstrapping rate curves using Eurodollar futures, treasuries, and swap rates to apply to discounted cash flow models.
• Calculated worst-case attribute modification loan pricing. Traders used these valuations to hedge pipeline exposures.
• Developed query to pull TBA end-of-day forward months pricing for 30 & 15 year coupon stacks.
• Assisted loan margin pricing discovery and LLPAs for purchasing loans.

San Francisco, California, United States

• Generated reports detailing CMG’s fixed income transactions and exposures. Example analysis included Covid-19’s impact on CMG’s trading volume and security selection versus the performance of loans at the national.
• Created and distributed mark-to-market reports updating clients on outstanding positions and possible margin calls. Automated the production of these reports using VBA. Reduced the production time of the process to 9.
• Assisted fixed income traders with their daily workflows in mortgage-backed securities with a focus on Government Sponsored Enterprise (GSE) securities.
• Wrote daily fixed income market commentary for the firm’s clients and internal staff.

San Ramon, CA

• Processed wholesale and purchased loan obligations, frequently hundreds per day, in an accurate manner.
• Produced carefully reviewed work for colleagues and clients. Gained insight into the details of the home loan process.
• Automated processes for underwritten loans; accomplished by writing Python scripts to navigate several legacy applications.

Lawrence, Kansas

• Customer service-oriented employee who greets guests and answers any questions while creating personal connections, Guest Relation Officers ensure a pleasant and satisfying visit.
• Greets guests or customers, provides assistance and response to inquiry, while confirming guest information and cross-checking corresponding spreadsheets.

Bachelor Of Science - Bs, Finance, General

Major - Finance Minor - Mandarin Concentration - Business Analytics

Education record