My experience has centered around the design, development and application of tools for analyzing and valuing structured finance securities. Most recently, I have concentrated on the analysis of USD, agency mortgage-backed securities (MBS) applying the tools of interest rate simulations, loan level ...more

My experience has centered around the design, development and application of tools for analyzing and valuing structured finance securities. Most recently, I have concentrated on the analysis of USD, agency mortgage-backed securities (MBS) applying the tools of interest rate simulations, loan level prepayment projections and Intex CMO subroutines. Specialties: Quantitative Analysis of Mortgage-Backed Securities. Development and analysis of Structured Finance Cash Flows using C++, C and Python.less