Aaron F. Email & Phone Number

Cincinnati, Oh

Treasury Dept | Assistant Vice President, Portfolio Management (as of Dec 2024), Portfolio Management Officer (Dec 2021 - Dec 2024), PM (Dec 2018 – Dec 2021) & APM (Aug 2014 – Dec 2018).*Manage the bank’s $100+ billion balance sheet to support the housing mission and provide liquidity and funding to our member institutions by identifying, negotiating and executing transactions, including collateralized member loans, mortgage fixed-rate loans, investments, debt and derivatives.*Direct… Show more Treasury Dept | Assistant Vice President, Portfolio Management (as of Dec 2024), Portfolio Management Officer (Dec 2021 - Dec 2024), PM (Dec 2018 – Dec 2021) & APM (Aug 2014 – Dec 2018).*Manage the bank’s $100+ billion balance sheet to support the housing mission and provide liquidity and funding to our member institutions by identifying, negotiating and executing transactions, including collateralized member loans, mortgage fixed-rate loans, investments, debt and derivatives.*Direct the research and identification of relative value investment-grade opportunities.*Negotiate and execute the purchase of Treasury asset swaps; sequentials, pacs and stripdowns on conventionals and G2s; DUS fixed-rate asset swaps; SARMs and floating tranches on fixed/float Freddie K collateral.*Directing the automation initiative of bilateral swap confirmations to reduce operational risks of manual review.*Lead the successful completion of projects/initiatives, including converting LIBOR-indexed assets and derivatives.*Directed the transition and implementation of new investment programs, such as DUS fixed-rate assets swaps and SOFR-indexed agency multifamily securities.*Manage the team’s portfolio management specialist and mentor other portfolio managers.*Serve as a voting member of ALCO and one of its sub-committees that oversees market risk; lead a cross-department team to manage the pricing of collateralized member loans and represent the bank at FHLB System and industry conferences, such as CREFC, SFIG and ABS East. Show less

Cincinnati, Ohio

Enterprise Risk Management Dept | Quantitative Risk Analyst II & III (Jun 2007 – Aug 2014).*Responsible for monthly analysis and dashboard reporting on balance sheet risk to provide insights to ALCO.

Norwalk, Ct

*Directed and managed idea generation, portfolio construction and trade execution of an equity options portfolio.

New York, Ny

*Produced the funds' daily PnL, position concentrations and risk for a multi-asset hedge fund.

New York, Ny

*Provided trade support, which included trade capture, valuations and risk reporting.

Cincinnati, Ohio, United States

*Assisted managers with internet marketing and quantitative analysis requests.

Master Of Science - Ms

Bachelor Of Business Administration - Bba

Activities and Societies: Delta Sigma Pi Summa cum Laude (2000) | Distinguished Honors (2000) | Beta Gamma Sigma (2000)

Transferred