New York, New York, United States
• Publish innovative research that combines S&P Global's industry and economics data with financial market and ESG data to provide insight into the liquidity and performance of the capital markets. • Identify, negotiate, and manage third party relationships for Equity Book Build platforms. • Coordinate with Primary Markets Group business heads and account managers to determine priority partnerships to expand capabilities across equity, fixed income, and municipal bond platforms.
• Publish innovative research that combines IHS Markit’s maritime and trade, energy, automotive, and chemicals divisions' alternative data sets with financial market and ESG data to provide insight into the liquidity and performance of fixed income investments. • Utilize IHS Markit's historical pricing data to determine cross-sector correlations and monitor market liquidity across IG/HY corporate bonds, leveraged loans, sovereign, municipal, and MBS/CLO/ABS bonds and design advanced indicators of potential sector distress or out-performance. • Head of Americas Fixed Income Research (July '15 - July '21) • Head of US Agency MBS Evaluated Pricing (July '11 - July '15) and Consumer ABS Evaluated Pricing (Jan '11 - Jan '15). • Co-Head Non-Agency MBS Evaluated Pricing (July '12 - Jan '15). • Designed and implemented the methodology and systems IHS Markit utilizes to produce daily prices for approximately 1,000,000+ agency passthroughs, 150,000+ agency CMOs and derivatives, and 5,000+ consumer ABS.
• Worked with team of other portfolio managers and analysts to manage a distressed securitized products portfolio that peaked at over $900 million AUM ($14+ billion AUM total across entire Halcyon fund group) at the beginning of 2009. • Fund consisted of investments in non-Agency RMBS bonds and derivatives, CLOs, multi-sector CDOs, manufactured housing (MH), aircraft, franchise, auto, synthetic indices, and various other asset-backed securities (ABS).
Mortgage Credit Trading, March 2006-July 2007: • Actively traded subordinate subprime and manufactured housing ABS, as both a market maker and on a proprietary basis. Mortgage ABS Research, March 2001-March 2006: • Provided coverage on all ABS, with a focus on subprime home equity, MH, auto, and franchise loan products. • Team was ranked #1 by Institutional Investor for Mortgage ABS Research in 2003, 2004, and 2005, as well as various other awards. • Developed innovative performance metrics and utilized them to create a deal-level roll rate default model for all MH transactions modeled in Intex. MIS Analyst, August 1998-March 2001: • Analyzed various productivity and risk metrics, and utilized the data to created management presentations and quarterly reports, which were distributed to Executive Board members and Finance, Administration, and Operations management.