- Provided analysis on investment portfolios of over $100 billion in aggregate, along with running daily street inventories for in house axes filling technology.- Developed investment strategies focusing on MBS/CMOs, CMBS, Non-Agency RMBS, ABS, SBAs and HECM- Executed portfolio reporting and optimization, complex asset valuation and the aggregation and analysis of complex data sets for clients.- Prepared reports detailing risk sensitivities across interest rate scenarios including parallel shocks, steepeners and flatteners, identifying candidates for review and total returns.- Spearheaded complex financial institution examination for state regulators to test solvency and liquidity and asset quality- Developed web based CECL technology to provide lifetime loss number for banks by analyzing 10,000+ banks for 20 year historical period- Modeled and documented liquidation process through loan wholesale or securitization for over $2+ billion in consumer loans- Created residential and commercial real estate mortgage prepayment and default models for multiple macroeconomic and interest rate scenarios.- Aggregated, normalized and ingested bank whole loan data to report prepayment speeds and losses.

- Modeled residential mortgages of first liens and HELOCs, commercial real estate and equipment loans and leases for CCAR and DFAST risk reporting.- Managed the Asset-liability management reporting and valuation for a $30+ billion financial institutions. - Prepared monthly ALCO reports to facilitate the transition of client’s ALCO to new internal personnel with the revamped methodology.- Provided banks litigation support analyzing non-agency RMBS and CDO investments including cash flow waterfalls in non-agency RMBS, modeling settlement allocations, and minimizing plaintiffs’ damages claims.

- Priced portfolios of whole loans, non agency RMBS, CMBS, CLOS and municipal bonds monthly.- Advised and valued on a $10 billion HELOC portfolio transaction- Analyzed residential mortgages underline non agency RMBS for litigation consulting.