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

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.
• 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.

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.
• 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.

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.
• 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.

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.
• 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.

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

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.
• 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