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 Project to AmeriHome’s C-suite.• 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 level. Specific metrics examined were volumes of loans in forbearance versus current, and those exhibiting accelerated prepayment behaviors.• 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 minutes which previously took traders over an hour to produce.• 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