Kenneth Lee

Kenneth Lee Email and Phone Number

SVP Pricing at PIMCO @ PIMCO
840 Newport Center Drive Suite 100 Newport Beach, California 92660 United States
Kenneth Lee's Location
New York, New York, United States, United States
Kenneth Lee's Contact Details
About Kenneth Lee

INDUSTRY LEADERSHIP · Designed and managed industry standard FINRA Trading Transparency Product (MBS, CMOs, ABS, CMBS, CLO/CDOs), managed market data platform for pricing organization · IN-DEPTH SECURITIZATION EXPERIENCE · New issuance, secondary markets, deal structuring, collateral and scenario analysis, research publications · BUSINESS STRATEGY · Led analytics programs, analytics team for IPO/acquisition candidates, revenue analysis, market data research · RISK AND CONTROLS · Risk monitoring for market data systems, client attrition, client portfolio analysis, pricing quality back-testing · TECHNOLOGY INNOVATOR · Created VBA-SQL bridge distributed to business desks, dashboards, KPIs, tool prototyping, full product development cycleC-SUITE PRESENTATION• Business strategy development, analytics, presentations to CEO, COO, President, MDs• Analytics in sales revenue, quality assessments, market pricingMANAGEMENT EXPERIENCE• Analytics team of three (3)• Research publication team of three (3)• Offshore analytics team of six (6)CAPITAL MARKETS EXPERIENCE• Cash flow modeling on RMBS, ABS transactions for new issue markets• Reverse-engineering of deals• Research and trading strategyASSET CLASS EXPERIENCE• Agency and Non-Agency RMBS, ABS (Aircraft Finance, Autos, Credit Cards, Student Loans, MH), CDOs, Corporates, Municipals, CDS, Loans, CLOs, CMBSTECHNICAL SKILLS• Excel, Powerpoint, Access• VBA, SQL (embed SQL in VBA)• Perl, Python (Regex, Excel calls), R• Intex, Bloomberg, LoanPerformancePUBLICATION EXPERIENCE• Publication of bond market research and strategy to clients• Panelist in Fixed Income conferences (ABS East), Funds Advisory Board conferences• The Journal of Structured Finance, Vol 19, Issue 4, Winter 2014:“ABS Pricing Concerns and Considerations”PRODUCT DEVELOPMENT• Business analysis, Requirements documentation• Product release cycle from Prototype, Dev, Pre-Prod, UAT, to Production

Kenneth Lee's Current Company Details
PIMCO

Pimco

View
SVP Pricing at PIMCO
840 Newport Center Drive Suite 100 Newport Beach, California 92660 United States
Website:
pimco.com
Employees:
1001
Kenneth Lee Work Experience Details
  • Pimco
    Svp Pricing
    Pimco Dec 2021 - Present
    Newport Beach, California, Us
  • Fitch Ratings
    Director
    Fitch Ratings Feb 2019 - Nov 2021
    New York, New York, Us
  • Ice Data Services
    Director, Fixed Income Market Analytics
    Ice Data Services May 2016 - Jul 2018
    • Managing a team of nine (9) to parse and analyze over 200,000 quotes and trades per day from unstructured emails across Corporate Bonds (IG, High Yield), Loans, Municipal Bonds, and Securitized Products, US and non-US• Leading quality review presentations to clients and senior management on evaluated prices compared to next day trade prices (i.e. backtest modeling)• Designing workflows, tools, key performance indicators, scorecards, and other analytical reports on market quotes and bond trading prices
  • Interactive Data Pricing And Reference Data, Inc.
    Senior Director, Market Commentaries And Portfolio Analytics
    Interactive Data Pricing And Reference Data, Inc. 2009 - 2016
    Bedford, Massachusetts, Us
    • Worked closely with CEO, COO, President, Department Heads, Private Equity partners, and Investment Banks on strategic business solutions, such as: Intercontinental Exchange’s acquisition of IDC, ICE’s acquisition of Standard & Poor’s Evaluated Pricing and CMA business units, strategic assessment of Barclays Indices, client erosion response, revenue of major clients, bond price quality analytics, ETF fund flows, and other various projects with senior management• Key person in designing FINRA’s Securitized Products Trading reports, now a major point of reference and research for the fixed income industry• Managed a team of three (3) to publish Market Insights, a market commentary summarizing bond pricing and trading volume trends to over 2000 global clients• Managed a team of three (3) to provide customized analysis on client fixed income portfolios across the spectrum of bond asset classes
  • Morgan Stanley
    Vice President
    Morgan Stanley 2003 - 2008
    New York, Ny, Us
    • Published weekly market research and trading strategy to over 5000 global clients• Modeled collateral performance prepayment and loss scenario vectors on Intex, bond credit analysis (RMBS, ABS, CDOs)• Key point of contact for Aircraft Finance ABS research (modeling, performance surveillance, scenario analysis), engagement with Rating Agencies on re-securitizations• Educated investors on securitized products (RMBS, ABS, CDOs), deal structures, and collateral/deal performance in client meetings and on deal road shows
  • Morgan Stanley
    Associate
    Morgan Stanley 1999 - 2003
    New York, Ny, Us
    • Structured cash flows on RMBS (Agency and Non-Agency) and ABS (Autos, Student Loans, Credit Cards) for new issuance• Reverse-engineering transactions for secondary market analysis and BWICs• Provided secondary market traders with analyzing collateral performance, prepayment/loss scenarios, breakeven analysis, and price/yield tables
  • Morgan Stanley
    Analyst/Mbs Systems Developer
    Morgan Stanley 1996 - 1999
    New York, Ny, Us
    • Modeled and prepared statistical tables for RMBS and ABS collateral for securitization prospectuses and for whole loan bids• Supported MBS traders and banking teams on data parsing using Perl and SQL• Programmed Agency MBS trading applications using A+, Perl, and Unix

Kenneth Lee Skills

Fixed Income Structured Finance Securitization Capital Markets Abs Mbs Hedge Funds Derivatives Bloomberg Financial Structuring Structured Products Trading Systems Valuation Cdo Asset Management Alternative Investments Cds Credit Analysis Financial Modeling Securities Financial Markets Bonds Visual Basic For Applications Financial Services Data Analysis Microsoft Excel Visual Basic Sql Python Regular Expressions Perl Public Speaking Leadership Research Business Analysis Bond Pricing Data Visualization Time Series Analysis Cash Flow Analysis Cash Flow Forecasting Analytics Finance Communication Investments Management Data Analytics Business Strategy Business Analytics Market Data Bond Markets

Kenneth Lee Education Details

  • Rutgers University
    Rutgers University
    Biology

Frequently Asked Questions about Kenneth Lee

What company does Kenneth Lee work for?

Kenneth Lee works for Pimco

What is Kenneth Lee's role at the current company?

Kenneth Lee's current role is SVP Pricing at PIMCO.

What is Kenneth Lee's email address?

Kenneth Lee's email address is ke****@****ngs.com

What schools did Kenneth Lee attend?

Kenneth Lee attended Rutgers University.

What skills is Kenneth Lee known for?

Kenneth Lee has skills like Fixed Income, Structured Finance, Securitization, Capital Markets, Abs, Mbs, Hedge Funds, Derivatives, Bloomberg, Financial Structuring, Structured Products, Trading Systems.

Who are Kenneth Lee's colleagues?

Kenneth Lee's colleagues are Babu Rao Chikati, Kendall Snow, Bruce Nicholson, Juan Ignacio Ghio, Cfa, Danny Jordan, Philip Tran, Sarah Dublin.

Free Chrome Extension

Find emails, phones & company data instantly

Find verified emails from LinkedIn profiles
Get direct phone numbers & mobile contacts
Access company data & employee information
Works directly on LinkedIn - no copy/paste needed
Get Chrome Extension - Free

Aero Online

Your AI prospecting assistant

Download 750 million emails and 100 million phone numbers

Access emails and phone numbers of over 750 million business users. Instantly download verified profiles using 20+ filters, including location, job title, company, function, and industry.