Director Of Risk Management
Current
Jun 2016 - Present
AeroLeads people directory · profile
Michael Fucilli Email & Phone Number
Director at Annaly Capital Management
at
Annaly Capital Management
2 work emails found
@annaly.com
4 phones found area 201 and 551
LinkedIn matched
✓ Verified May 2026
4 data sources
Profile completeness 100%
Current company
Role
Director at Annaly Capital Management
Location
Paramus, New Jersey, United States
Who is Michael Fucilli? Overview
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Quick answer
Michael Fucilli is listed as Director at Annaly Capital Management at Annaly Capital Management, based in Paramus, New Jersey, United States. AeroLeads shows a work email signal at annaly.com, phone signal with area code 201, 551, and a matched LinkedIn profile for Michael Fucilli.
Michael Fucilli previously worked as Director of Risk Management at Annaly Capital Management and Securitized Products Market Risk at Jpmorgan Chase & Co.. Michael Fucilli holds Bachelor Of Science (B.S.), Accounting And Finance from Rutgers University.
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{first}.{last}@annaly.com
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AeroLeads found 2 current-domain work email signals for Michael Fucilli. Compare company email patterns before reaching out.
Profile bio
About Michael Fucilli
Michael Fucilli is a Director at Annaly Capital Management at Annaly Capital Management. They possess expertise in fixed income, investment banking, valuation, equities, financial modeling and 10 more skills.
Listed skills include Fixed Income, Investment Banking, Valuation, Equities, and 11 others.
Current workplace
Michael Fucilli's current company
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5 roles
Michael Fucilli work experience
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Securitized Products Market Risk
May 2015 - Jun 2016
Assistant Vice President, Securitized Products
- Analyze duration, option-adjusted spreads, and volatility to attribute the source of MBS price changes for the trading desk in order to improve hedging strategies.
- Evaluate the trading desk’s fixed income securities portfolio utilizing the Barclays MBS Prepayment Model to determine relative value and impact on profitability across future economic regime shifts and home price.
- Prepare, write and present all senior management and external regulatory communications for the Agency MBS trading desk, which consists of business performance trends and competitive outlook.
- Spearheading the global implementation of a risk-based P&L attribution for the Securitized Products trading franchise as per regulatory mandate with senior leaders in the capital markets, quantitative analytics, and.
- Gather, analyze, and articulate market trends on mortgage basis, duration, curve, and volatility through multiple economic scenarios and government policy regimes in a post-crisis era.
- Global lead of the Securitized Products clean and hypothetical P&L remediation project, which led to significant improvements in quality and accuracy of P&L submissions submitted for back-testing against VaR.
Jan 2013 - Apr 2015
Analyst, Securitized Products
- Developed a real-time intra-day model to capture P&L effects of forward settling agency MBS trades.
- Part of a two person team that created a daily and monthly Securitized Products investment package that provided business management with a detailed P&L and balance sheet forecast.
- Selected to participate in a strategic partnership with the head of Agency MBS Market Risk and the Securitized Products COO to increase RWA efficiency under Basel 3 guidelines.
Oct 2008 - Dec 2012
Analyst, Non-Agency Rmbs
- Supported the Non-Agency MBS trading desk for four months prior to Lehman’s bankruptcy.
- Responsible for daily P&L reconciliation and accurate front-to-back trade flows among other operational issues for the desk during a pre-crisis trading environment.
- Managed client relationships including customer service requests, cash flow reconciliation, custodial matters, and trade clearance.
Jun 2008 - Sep 2008
1 education record
Michael Fucilli education
-
Rutgers University
FAQ
Frequently asked questions about Michael Fucilli
Quick answers generated from the profile data available on this page.
What company does Michael Fucilli work for?
Michael Fucilli works for Annaly Capital Management.
What is Michael Fucilli's role at Annaly Capital Management?
Michael Fucilli is listed as Director at Annaly Capital Management at Annaly Capital Management.
What is Michael Fucilli's email address?
AeroLeads has found 2 work email signals at @annaly.com for Michael Fucilli at Annaly Capital Management.
What is Michael Fucilli's phone number?
AeroLeads has found 4 phone signal(s) with area code 201, 551 for Michael Fucilli at Annaly Capital Management.
Where is Michael Fucilli based?
Michael Fucilli is based in Paramus, New Jersey, United States while working with Annaly Capital Management.
What companies has Michael Fucilli worked for?
Michael Fucilli has worked for Annaly Capital Management, Jpmorgan Chase & Co., Barclays Investment Bank, and Lehman Brothers.
How can I contact Michael Fucilli?
You can use AeroLeads to view verified contact signals for Michael Fucilli at Annaly Capital Management, including work email, phone, and LinkedIn data when available.
What schools did Michael Fucilli attend?
Michael Fucilli holds Bachelor Of Science (B.S.), Accounting And Finance from Rutgers University.
What skills is Michael Fucilli known for?
Michael Fucilli is listed with skills including Fixed Income, Investment Banking, Valuation, Equities, Financial Modeling, Bloomberg, Hedge Funds, and Portfolio Management.
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