Jonathan Carchman, Cfa Email & Phone Number

New York, Ny

Manager of five-person department responsible for analysis and financial modeling of multi-billion fixed income portfolio.• Design and implement methodological approaches to analyze/project performance of firm’s insured structured, corporate-related, and municipal portfolios. • Manage the analysis and reporting of structured securities, including monitoring collateral, documentation issues, servicer, regulatory, and market developments.• Determine quarterly reserves for multi-billion dollar private-label MBS book using a combination of proprietary and vendor models.• Analyze credit data as well as documentation of securities and sectors to quantify the risks and opportunities for loss mitigation in cross-departmental effort forming basis for on-going litigation.• Rationalized use of vendor models and data providers to save on outsourcing expenses.• Lead model risk and operational risk management initiatives to conform to industry best-practices.

New York, Ny

Manager of three-person team responsible for analyzing the performance of insured structured securities.• Created effective portfolio management and analysis infrastructure in challenging environment. • Researched and modeled securitizations for credit risk management/ reporting.• Put firm in position to take early, aggressive loss mitigation/litigation initiatives by integrating Intex and LoanPerformance information with projected collateral loss estimates.• Researched sector and macroeconomic developments to determine impact on portfolio.• Negotiated changes in deal documentation to improve risk profile for firm.• Prepared for litigation by working with attorneys and due diligence consultants.

New York, Ny

Creator and Leader of team managing credit-sensitive securities for client portfolios.• Led the creation of credit-sensitive ABS portfolio for firm specializing in CMBS. • Established investment guidelines and successfully marketed to clients.• Researched, traded, and monitored portfolio of subordinate and senior ABS securities.• Created quantitative models to evaluate ABS securities in various sectors of the market to assist in buy/sell/hold decisions for portfolios.• Analyzed variety of investment opportunities including high-yield corporate bonds and CMBS.

New York, Ny

Member of team researching and monitoring securities for bank portfolio and conduits.• Designed and implemented portfolio management and surveillance systems for conduits to analyze and review the performance and risk of structured securities. • Analyzed relative value and risk of a multi-billion dollar portfolio of highly-rated structured securities. • Performed quantitative analyses of collateral using VBA and Bloomberg and security- and sector-level examinations of subjective factors in underlying businesses, origination, and servicing. • Assumed lead role in protecting the bank’s interests in workouts.

New York, Ny

Member of a team actively managing multi-billion in fixed income securities.• Identified undervalued bonds by analyzing financial statements, competitive position, management, and other fundamental factors as well as imbedded options and legal provisions.• Assisted in the management, analysis, and trading of bonds across the principal sectors of the bond market for clients including pension plans, mutual funds, and insurance companies.• Performed credit analyses and projected cash flows to evaluate relative value. • Redesigned group’s reporting systems to obtain more accurate information on portfolios.

Master Of International Affairs, International Finance

Bachelor Of Arts (B.A.), Government