Jason D'Angelo, Cfa Email & Phone Number

New York, New York, Us

Responsible for the portfolio management, research and trading of $10BN in ABS, CMBS & RMBS for the United Nation’s pension fund. Develop, implement and execute strategy for sector, collateral type and security weights to provide excess returns in the securitized sleeve of Core Fixed Income. • Established and implement $1BN TBA roll strategy to generate ~50bps of recurring alpha.• Introduced UN pension to Single Asset Single Borrower CMBS, and securitized ETFs.

Montpelier, Vt, Us

Designed and implemented strategy for the investment of $3BN in ABS, CMBS, and RMBS portfolios for insurance, FHLB, and third-party mutual funds. Managed all aspects of portfolio management, research and analytic processes. Coordinated trade execution with structured products traders. Assessed and reported on portfolio risks for CIO, Risk Management, and other internal stakeholders.• Established and expanded strategy to build out Esoteric ABS into $500MM portfolio of Solar, Whole Business, PACE, Cell Tower, Rental Car, and NNN Lease securitizations in both public and private placements.• Developed and executed $150MM investment plan in subordinate credit exposures to Single Asset Single Borrower CMBS transactions to provide attractive relative value and diversification within existing commercial real estate portfolio.

New York, Ny, Us

Oversaw portfolio management, trading, and research of $60BN in RMBS, CMBS, CLO, and ABS portfolios for internal clients (insurance, annuities, bank, GICs, structured vehicles). Developed investment strategies to maximize client return profiles within liquidity and capital constraints. Managed daily execution of trading programs to effect portfolio strategies. Directed management, development, and staffing of four investment teams. Served as member of fixed income asset allocation team and as global head of strategy for residential mortgage assets.

New York, Ny, Us

Managed $25BN in non-agency RMBS portfolios for internal and third-party accounts (insurance, annuities, GICs, CDOs). Developed and implemented credit research and trading strategies across all residential mortgage collateral types.

New York, Ny, Us

Portfolio Management, Research and Trading of ABS and MBS

Fr

Structured Products (ABS, MBS, CDOs)

Mba, Finance & Accounting

B.A., Economics & French

Education record

Education record