Swapnil Brahmankar Email & Phone Number

Los Angeles, Ca, Us

Greater Los Angeles Area

Greater Los Angeles Area

Defined strategy and implemented investment decisions on the held for investment residential mortgage portfolio for the Asset-Liability Management group.• Improved non-performing asset ratios through the sale of $2.5 billion in distressed assets resulting in $25 million in positive contribution to the net interest margin outside of the one-time positive P&L impact. This effort was a result of extensive financial analysis, knowledge of accounting standards, and opportunistic execution of an untapped asset segment.• Led execution efforts to liquidate $27 billion in Agency MBS to achieve Basel III regulatory mandate of 100% Liquidity Coverage Ratio at the entity level. Achieved success despite the narrow window for identification, hedging, negotiation with external stakeholders (Fannie Mae and Freddie Mac) and trade execution, while minimizing impact to earnings.• Developed a residential mortgage purchase program focused on acquiring Community Reinvestment Act eligible assets in order to mitigate regulatory risk and achieve desired ratings from the OCC and FDIC. Built a consensus across various groups and implemented creative problem-solving skills to adhere to the conservative risk guidelines.• Forged powerful internal and external partnerships to drive innovation in the post-crisis era, including resolution planning for the Living Will submission to the Federal Reserve Bank.

Charlotte, North Carolina Area

Developed Fixed Income models on a multi-billion dollar mortgage pipeline for Secondary Marketing Trading group. • Developed models to determine optimal agency execution and mark-to-market pricing on held for sale residential mortgage originations.• Designed reporting and analytics for trading positions, mortgage origination trends, dealer benchmarks, and pricing analysis to aid in trading and hedging decisions.

Charlotte, North Carolina Area

Spearheaded process design, implementation, data analysis, and report building in a Rapid Application Development environment for Bank of America Quantitative Finance group.• Improved mortgage pipeline monitoring and reporting processes through task automation.

Charlotte, North Carolina Area

Implemented effective research, development, and implementation of innovative solutions in the area of Vulnerability Assessment and Systems Assurance for Software Information Systems research group.• Designed and implemented Information Security solutions for the Department of Navy and Department of Home Land Security.