John Mcelravey, Cfa Email & Phone Number

Charlotte, NC, US

Charlotte, North Carolina, United States

• As a member of the Policy & Market Monitoring team, evaluated the forecasts and survey results of primary dealers and buy-side market participants with regard to monetary policy implementation. Compared the results of.
• Monitor market intelligence on inflation, growth, the Fed Funds path, and policy expectations to support the FOMC’s implementation of monetary policy. Develop insights on policy expectations through market-implied.

Boston, Massachusetts, United States

• Advised policy makers on credit and counterparty risk, developed collateral margins to offset exposures; provided recommendations on Discount Window lending, payments system risk, and factors affecting banking system.
• Led team of 8 Federal Reserve System analysts assessing financial market conditions, credit and liquidity risks embedded in bank loans and securities.
• Analyzed and interpreted liquidity risks and regulatory developments across a wide range of investments and markets including money market instruments, repo markets, and cryptocurrency markets.
• Stood up and implemented emergency Bank Term Funding Program (BTFP) special lending facility for banking system by creating credit systems, analyzing collateral pledged, and monitoring borrower activity.

Charlotte, NC

• Identified suitable ABS and MBS investments, supported by thorough credit risk research, quantitative modeling, and relative value analysis.
• Evaluated new and alternative asset classes – unsecured personal loans, solar loans, private student loans, railcar, whole business securitization, subordinated bonds – to enhance portfolio returns.
• Modeled credit trends and prepayment cash flows for consumer ABS and non-agency RMBS.
• Introduced industry-leading credit indexes of prime and subprime auto loans, and credit card ABS.
• Constructed statistical models to project bond spread movements and determine relative value.
• Authored macro/thematic commentaries, sector primers, and credit surveillance. Published reports to distribution list of 1,500 clients.

Chicago, IL

• Managed $1+ billion Structured Products portfolio for clients including credit cards, prime & subprime autos, non-agency MBS, student loans, railcar, aircraft, and other alternative/esoteric ABS.
• Negotiated buys/sells with securities broker-dealers in primary market issues and secondary trades.
• Evaluated risk/reward opportunities for $350 million deep credit ABS/MBS portfolio.
• Directed $450 million money market/commercial paper portfolio.

Chicago, Illinois, United States

Conducted credit, relative value and quantitative research on asset-backed and non-agency mortgage backed securities. Analyzed credit market conditions, consumer credit trends, the auto industry, and mortgage and housing markets.

Chicago, Illinois, United States

• Rated the credit quality of asset-backed securities and CDOs. Reviewed ABS structures to mitigate risks by analyzing cash flow models, reviewing legal documentation, and conducting due diligence.
• Managed Surveillance Unit of 10 analysts monitoring the credit risk and performance of ABS deals.

Mba, Finance, Economics, Statistics

Ba, Economics, Philosophy