Philip Marr Email & Phone Number

Los Angeles

Managed Interest Rates for a Global Macro Fixed Income firm. Managed the firm's Multi-strategy Short Duration portfolio. Responsible for in-depth economic and investment analysis for a variety of developed and developing nations. Traded Interest Rate Swaps and Cash bonds, Agency Bonds and Discount Notes as well as US Treasury MTNs and Futures, and Repo. Tasked with hedging interest rate risk versus the respective benchmark of our funds, including managing key rate duration, spread duration and overall portfolio effective duration in a Total Return environment. Generated value-added investment ideas in strategies such as global interest rate curvature and slope and Sovereign debt. Managed our Collateral and Middle Operations group. Chaired the firm's Trade Oversight Committee and reported directly to the Board of Directors. Filed all quarterly and annual reports for the SEC, the CFTC/NFA and CIMA regulatory agencies. Negotiated ISDA and CSA agreements with all the major Wall Street counterparties and Primary Dealers.

• Directed asset allocation for investments in individual portfolios totaling over $500 million AUM. • Invested assets for Treasury/Agency, Core-plus, International and TIPS funds.• Ensured compliance with investor and regulatory policies. • Drafted monthly and quarterly performance attributions and sector outlook commentaries.• Administered risk management and trading system for over $3 billion of Fixed Income assets.

Pasadena, Ca

• Managed pipeline of Fixed Rate and Hybrid Residential and Commercial/Multifamily loans. • Led a team of transaction personnel toward the goal of reducing mortgage pipeline risk, maintaining consistent profit margins and lowering new origination turn time to an average of 38 days.• Strategized best execution for the pipeline based on current market conditions and opportunities.• Created 35 private label securitizations, building the capital structure, drafting the prospectuses, and marketing assets such as the WAC IO and PO bonds.

• Member of team that managed $13 billion in fixed income assets in a total return environment.• Maintained a Risk Management System using measurements such as effective duration, key rates, spread duration and convexity for portfolios relative to their benchmarks.• Implemented Interest Rate strategies using Cash Bonds, OTC Derivatives and Futures.• Active participant in Investment Process meetings, developing strategies and trade ideas.• Managed short duration portfolios using Treasuries, Agencies, CP, ABS and Tri-party Repo.

Master Of Arts (M.A.), English Language And Literature, General

Bachelor Of Business Administration (Bba)