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Title: |
Government Agency MBS modeler
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Location: |
US-New York
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Work History: |
Deloitte & Touche; New York, New York
Securitization Transactions Team Government Agency MBS Modeler
December 2007 - present
Cash Flow Modeler within the Government Agency Group of the Securitization Transactions Team at Deloitte & Touche
Conduct financial analysis of Decrement Tables, Weighted Average Lives, Yield Tables, Retail Tables, etc. in order to confirm information is in agreement with the government agency and underwriters data on each respective Government Agency Mortgage-Backed Securities transaction
Transactions are completed in coordination with Freddie Mac, Fannie Mae and Ginnie Mae; as well as the corresponding underwriters of the transactions to ensure that all parties agree with the information put forth in each offering circular
Modeled cash flows for over $200 million in government agency mortgage backed securities transactions including remic, reremic, non-accelerated, and callable securities
Securitization Transactions Team Collateral Analyst
September 2006 December 2007
Part of the Mortgage-Backed Securities Group (MBS), working with several important clients including Bear Stearns, Citigroup, Morgan Stanley, Bank of America, Wachovia, and Washington Mutual
Conducted collateral analysis of over $1 billion in mortgage backed securities on transactions with pools of over 20,000 mortgage loans
Transactions are highly structured and thus require consistent interaction with clients as well as other stake holders including managers, cash flow modelers and external lawyers
Solely responsible for verifying the accuracy of the entire collateral portion on each transaction throughout the entire process, including the appropriate implementation of due diligence on the final pool of mortgage loans to ensure requirements are met for aptness and data integrity
Review all collateral information on term sheets, prospectus supplements, and investor requests for each transaction; including text, assumed mortgage loan characteristics, and tables
Organize pools of mortgages by relevant financial characteristics that are pertinent to investors for modeling of bond cash flows and incorporate into the prospectus
Calculate and process all text, tables and rep-lines for each transaction in order to compare results with those generated by the client
Trained in securities cash flow modeling using visual basic and Niagara (in-house proprietary modeling tool)
Inter-American Development Bank (IDB); Washington D.C.
Knowledge and Experience Leadership Program Intern Summer 2005
Assigned to the IDB Youth Development and Outreach Program (YDOP) focusing on investing in youth outreach programs in Latin America and the Caribbean
Participated in the development of project strategies by researching, evaluating and analyzing previous youth outreach projects of the IDB in the past ten years
Projects involved all countries in the Latin American and the Caribbean region and thus involved work in English, Spanish, French and Portuguese
Acted as representative of the IDB YDOP at seminars and video conferences in English and Spanish at the World Bank and the IDB
Wrote reports with analysis, recommendations and findings which were then presented to the entire External Relations Department
Mccann-Erickson Advertising Agency; Brussels, Belgium
Account Management Division Intern Summer 2004
LOreal Group Account; conducted desk and field research and presented results to senior account manager
Exxon Mobil Account; catalogued product lines of Esso and Mobil by region for inclusion on intra-company website
Thalys High Speed Train Account and Maredsous Trappist Beer Account; performed complete market research project including industry trend analysis, and product evolution and trends; results presented to senior account management
MasterCard Europe; Brussels, Belgium
Fraud Deterrent Systems Department Intern Summer 2003
Deactivated stolen cards and notified banks
Credit card transaction verifications for banks and blacklisting
Chip Securitization Department
Aided department in organization of catalogs of security measures
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Skills: |
PC: Microsoft Office (Word, Excel, PowerPoint), CAS (Collateral Analysis System), Visual Basic, Niagara
Trilingual (French, Spanish, and English) and Portuguese (conversational)
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Education: |
Boston College, Wallace E. Carroll School of Management Chestnut Hill, MA
Bachelor of Science (Management) May 2006
Concentration in Finance
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