Wei-Li Tsai, Cfa, Frm

Wei-Li Tsai, Cfa, Frm Email and Phone Number

Analytics
Wei-Li Tsai, Cfa, Frm's Location
Los Angeles, California, United States, United States
Wei-Li Tsai, Cfa, Frm's Contact Details

Wei-Li Tsai, Cfa, Frm personal email

n/a
About Wei-Li Tsai, Cfa, Frm

-Transaction Management/Collateral Analytics: Countrywide Securities Corporation, Calabasas, CA-Collateral Analyst: Managed the securitization and underwriting process for MBS and ABS in the Prime Fixed and ARM sectors.

Wei-Li Tsai, Cfa, Frm's Current Company Details

Analytics
Wei-Li Tsai, Cfa, Frm Work Experience Details
  • Computershare Loan Services
    Subservice Pricing
    Computershare Loan Services May 2022 - May 2024
    United States
    Managing subservice request for pricing (RFP) and pricing strategy. Responsible for reviewing new RFPs, designing model changes to price various mortgage products, evaluating risk and return scenarios, presenting opportunities to Pricing Committee, responding to pricing challenges, model back testing, and strategizing client retention initiatives.• Develop analyses to provide intelligence for strategic business decisions. Successfully modeled over $3B of prospective subservice and delinquent MSR acquisition deals.• Provide intel to aid in contract negotiation. Successfully re-priced and retained top 5 clients / 65% of portfolio.• Create additional models in Excel and SQL to support pricing for new product offerings. • Set up internal pricing benchmark to streamline process for repeat securitization pricing. This resulted in shortened turnaround for established clients and improved relationships.
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  • Loandepot
    Capital Markets / Msr Valuation And Analytics
    Loandepot Jan 2022 - May 2022
    Los Angeles Metropolitan Area
    Managed Mortgage Servicing Rights forecast, valuation, analytics, and hedge. Created daily attribution report for MSR and hedge portfolio, reviewed and updated non-strip cash flow and servicing cost to enhance model accuracy, monitored industry benchmark and reviewed changes with servicing, published daily shock reports, and reconciled MSR portfolio monthly. • Supported daily and monthly valuation of MSR portfolio. Reconciled MSR/hedge portfolio movement against key drivers.• Managed cashflow model to include up to date ancillary revenue and servicing cost assumptions. Achieved high accuracy between internal and vendor valuation.• Developed internal daily MSR hedge reporting that can accurately attribute 80% of the hedge portfolio movement.
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  • Pennymac Mortgage Investment Trust
    Portfolio Strategy
    Pennymac Mortgage Investment Trust Aug 2014 - Jan 2022
    Agoura Hills, Ca
    Developed financial models for $4.3 billion dollars of distressed and performing mortgage assets held by PennyMac Mortgage Investment Trust. Responsible for analyzing mortgage assets and seeking best execution given economic and capital market developments.• Build pricing models using DCF and NPV to evaluate exit strategies for a $5 billion loan portfolio• Modeled and priced over $800 million of modification offers for non-performing and sub-performing loans• Implemented loan-level floor rate to improve modification pipeline for low rate loans. This increased modification eligible loans by 17 percent and improved portfolio economics. • Monitor changes in yield curve to project modification fallout rate and propose pipeline hedge ratio• Update GNMA loan sale strategy in EBO portfolio given changes in MBS prices and Federal Reserve policy expectations. In 2018, EBO revenue contributed 72.8% of total servicing revenue.
  • Bank Of America
    Financial Analyst
    Bank Of America Jun 2008 - Aug 2014
    Westlake Village, Ca
    Performed financial analysis and reconciliation of all funding pass-thru fee accounts. Managed technology initiatives during bank consolidation. Prepared variance, attribution, and scenario analysis for pass thru fee accounts. Recommended cost cutting and product mix strategies to improve revenue based on analysis.• Streamlined reconciliation resulted in 33% decrease in staff and reduced number of inter-company accounts• Managed initiative and cleared aged suspense accounts within first year of employment• Supported expense attribution projects. Wrote complex SQL codes to identify data, used R and Excel (linear and logistic regression) to identify key drivers for increased expense. Resulting report used to determine the optimal product mix for mortgage loan production
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  • Countrywide Securities Corporation
    Tradeing Risk Management
    Countrywide Securities Corporation Jun 2007 - Jun 2008
    Greater Los Angeles Area
    Priced all Countrywide issued mortgage-backed securities. Valuation scope included ARM, Fixed, Interest-Only, Principal-Only, Floating, Inverse Floating, and Agency Pass-Thru bonds.• Developed pricing matrix based on bond type, rating, and vintage • Developed models using Excel and VBA to automate processes associated with pricing validation• Built report using SQL and Excel to detect and prevent pricing errors
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  • Countrywide Securities Corporation
    Collateral Analyst
    Countrywide Securities Corporation Jun 2006 - May 2007
    Greater Los Angeles Area
    Managed multi-billion-dollar pool of fixed-rate and adjustable rate mortgage. Analyzed prime whole loan bids, built reports and tools to streamline the whole loan bid process, and allocated whole loan sale to internal counterparties upon settlement. Worked with traders, bankers, structurers, and rating agencies for principal and brokered trades as well as securitizations. Stratified inventory and allocated population for pre-trade analysis.• Lead analyst for over $100 billion in MBS securitization of fixed and ARM loans• Provided bid price for whole loan and securitization purchase• Performed collateral analysis using cash flow modeling
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Wei-Li Tsai, Cfa, Frm Skills

Finance Financial Analysis Valuation Trading Risk Management Banking Capital Markets Financial Modeling Investments Fixed Income Equities Analytics Portfolio Management

Wei-Li Tsai, Cfa, Frm Education Details

  • University Of California, Los Angeles
    University Of California, Los Angeles
    Political Science

Frequently Asked Questions about Wei-Li Tsai, Cfa, Frm

What is Wei-Li Tsai, Cfa, Frm's role at the current company?

Wei-Li Tsai, Cfa, Frm's current role is Analytics.

What is Wei-Li Tsai, Cfa, Frm's email address?

Wei-Li Tsai, Cfa, Frm's email address is we****@****usa.com

What schools did Wei-Li Tsai, Cfa, Frm attend?

Wei-Li Tsai, Cfa, Frm attended University Of California, Los Angeles.

What skills is Wei-Li Tsai, Cfa, Frm known for?

Wei-Li Tsai, Cfa, Frm has skills like Finance, Financial Analysis, Valuation, Trading, Risk Management, Banking, Capital Markets, Financial Modeling, Investments, Fixed Income, Equities, Analytics.

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