Michael Pecoraro Email & Phone Number

Manage investment risk for the Multi-Asset Platform at Voya (> 80 $billion in Multi Asset Strategies). Oversee the development and execution of the investment risk framework across new and existing Multi-Asset platforms within Voya (across a range of asset classes including Equities, High Yield, Convertible Bonds, etc.). Identify model weaknesses and portfolio vulnerabilities across a multitude of forward-looking scenarios. Discuss results with portfolio managers and develop robust research agenda to create next generation portfolio management/Risk tools

Manage Risk across all product offerings for the firm, which specializes in structured product investments. Develop/Maintain/Oversee first in class Risk Analytics processes through a combination of internal and external modelling. Manage Risk Process across all portfolio managers, numerous fixed income asset classes, and several product offerings.

London, Gb

Oversaw a team of Risk professionals, measuring and managing the firms risk to outside financial institutions through all channels (trading counterparties, prime services, futures clearing, etc.). Revamped and enhanced the firm’s stress testing methodology.

Brooklyn, New York, Us

Exciting young company with an excellent future in solar powered and clean energy consumer products. Take a look at www.mpowerd.com

Livonia, Mi, Us

Developed and managed high sharp investment strategies for internal capital and external capital. Strategies include economic events strategy and Intermediate term RV strategy, utilizing equity, fixed income, currency, and commodity futures, as well as related options.

Partner and Chief Investment Officer in a private equity firm specializing in investing in distressed Mortgage Back Securitizes. Principal and lead investor. The firm no longer sought outside capital after 2010, but just managed an internal pool of assets.

Partner and Chief Investment Officer in a private equity firm specializing in investing in distressed Mortgage Back Securitizes. Principal and lead investor. The firm no longer sought outside capital after 2010, but just managed an internal pool of assets.

New York, Ny, Us

Elite career over almost 17 years, starting in prepayment model building, achieving the top track record of MBS portfolio management in ERISA space over a 7 year period, and culminating as Chief Investment Officer of US Fixed Income. As CIO, I led a team of approximately 50 Fixed Income professionals worldwide, managing in excess of $300 billion dollars across product times and investment vehicles. Oversaw all fixed income strategies utilizing the full gamut of fixed income instruments: cash securities, swaps, futures, MBS options, swaptions, corporate debt. CDS, options on CDS, etc, across the entire pool of assets.

New York, Ny, Us

Head of all US rates Sectors, Leading a team of over 20 professionals managing Rates investments across portfolios with over $300 billion in assets under management. Sectors included Treasuries, Mortgage-Backed-Securities, Asset Backed Securities, Agency Debt, Volatility Sector, Swaps, Eurodollars, Swaptions, Treasury Options, Eurodollar options, Mortgage Options. Worked closely with economist to develop macro view and FED policy, and to develop interest rate strategy. Helped develop tailored strategies for client-specific mandates and objectives.

New York, Ny, Us

Lead Portfolio Manager with an 10 person team managing over $40 billion in mortgage backed securities across US fixed Income portfolios. Created proprietary Relative Value tools to manage MBS, and oversaw the ongoing enhancements to the MBS prepayment and option adjusted spread modelling efforts. Achieved the top performance in ERISA space over a 7 year period. Was the primary source of analysis and recommendations for relative allocations in the sector for broad market portfolios. Invested in all areas of the mortgage market, including large transactions in mortgage derivatives in conjunction with Treasury options and swaptions. Performed other alpha-generating trades in Eurodollar and derivatives markets. Helped manage Firm’s interest-rate exposure.

New York, Ny, Us

Portfolio manager on the US Mortgage-Backed-Security Investment team. Created Relative Value tools, oversaw modeling enhancements, and contributed to strong performance, leading to promotion as team's lead Portfolio Manager.

New York, Ny, Us

Developed relative value tools to help mortgage investment process, including infrastructure and overnight process development. Developed reports to bring all relative value analysis to managers on a daily basis. Executed many enhancements to mortgage prepayment model. Performed extensive analysis on interest rate sensitivity of mortgages. Developed proprietary mortgage duration models which were a generation ahead of the marketplace. Created performance tracking reports for the entire pass-through market. Performed volatility and risk analysis on the mortgage market.

New York, Ny, Us

Built a top-tier prepayment and option-adjust spread models for Mortgage-Backed -Securities from the bottom up. Included building the entire infrastructure to take in the monthly information from the Agencies and automatically recalibrate the models with the latest information. Built best-in-class Relative Value tools used as the basis for mortgage portfolio management.

Bachelor Of Science - Bs, Finance, Information Technology

Bs, Information Technology, Finance

Education record