Fixed Income Pricing Evaluator specializing in Agency MBS.

Fixed Income Pricing Evaluator for Agency MBS, Agency CMO and Agency CMBS asset classes. Built models to independently price securities using proprietary internal software and market color in conjunction with third-party tools including the Intex cashflow engine, Andrew Davidson & Co. LoanDynamics Model and eMBS reference data. Calibrated pricing models affecting over 1.5mm agency securities on a daily basis. Partnered with software developers to specify technology enhancements to increase pricing model capabilities and accuracy.

Responsible for integration of Markit non-agency RMBS and consumer ABS Loan and Performance Data models into Moody’s Analytics Structured Finance Workstation platform. Supported ratings agency business by providing timely data updates and issue resolution to Moody’s SFW cashflow engine.

Non-agency RMBS Loan and Performance Data analyst. Responsible for the collection, validation and quality assurance of Subprime, Alt-A and Prime RMBS securitization data at the loan and pool-level for internal and external clients. As Team Lead of the Performance Data team I designed processes to streamline analyst workflow, automate processes and customize client deliverables .