Patrick Murnen, Cfa Email & Phone Number

Greater New York City Area

I work as a part of the Whole Loan Investments team on the trading desk at MFA Financial, a publicly-traded mortgage REIT. Responsibilities include:Building and maintaining whole loan database by automating procedures to normalize and interpret data as received from various sources.Generating and updating models used to analyze pools of loans up for bid to identify potentially rewarding trades.Updating the assumptions which feed our cashflow model including prepayment, default, and loss severity assumptions by analyzing historical data from our whole loan portfolio and Non-Agency RMBS.Assessing the performance of re-performing loans we have purchased by identifying significant changes in yield and impairments on a quarterly basis and presenting this information to senior management.In addition, I use my skills with VBA, SQL, and data analysis to assist the team with performance reporting, due diligence, and asset management.

521 5Th Avenue, 9Th Floor, New York, Ny

Manage the historical data production for MIAC's extensive loan-level databases. These databases are aggregated with varying levels of granularity and are used to develop behavioral models based upon historical time-series data.Develop and enhance platforms to load, normalize, store, and analyze very large sets of loan-level mortgage data. Continually research methods to enhance the use of computational resources during data processing to increase speed and efficiency and minimize resource consumption.Develop and implement the DR-Surveillance platform - a data product used to process and generate performance metrics from loan-level mortgage data across various product types and risk categories.

135 West Lorain St, Wilder 316

Managed and authorized the allocation and usage of the Oberlin College Student Activity Fund, a fund of approximately $1.3 Million used by student organizations and by the Student Union for various programming and community development efforts.Ensured the reporting, compliance, and usage of the Student Activity Fund fell within the guidelines for the intended use of the Student activity Fund as stipulated by the Student Union.Hired staff and managed the Office of the Student Treasurer, responsible for payment processing and authorization as well as providing general financial reports to ensure the fiscal health of every student organization at Oberlin College.Worked as an adviser and resource for the Student Finance Committee in the allocation of the student activity fund.Coordinated with The Office of the Controller to ensure compliance with IRS guidelines and efficient processing of accounts payable.

521 5Th Avenue, New York, Ny

Wrote SQL queries in order to assign agency loan-level data into cohorts based on key mortgage characteristics.Ensured that SQL output tables for credit performance metrics for prime first-lien fixed rate loans matched prepayment and default rates calculated from previously-used formulas in Excel.Created and analyzed curves to depict the frequency of default for borrowers at different risk levels over the time since loan origination.Edited and linearized missing data in curves used to depict the frequency of loans moving into various delinquency states over time. I specifically focused on fixing this data for loans transitioning from FCL to REO at the State and Servicer level.