OUR EXPERTS

Our team of Trading, Structuring and Analytic domain experts has from 10 to 30 years of direct experience at major market participants covering the following disciplines:

Asset / Liability Management:

	Investment Evaluation
	Strategic Hedge Design
	Risk Measurement and Control

Mortgage Portfolio Management:

	Security Analysis and Valuation
	Prepayment Risk
	Credit Risk
	Interest Rate Risk
	Tactical Hedge Design and Execution

Corporate and Structured Credit Portfolio Management:

	Security Analysis and Valuation
	Tactical Hedge Design and Execution

Derivatives:

	Interest Rate
	Mortgage
	Equity
	Credit
	FX

Trading Strategy and Execution:

	Trade design
	Market Intelligence
	Dealer selection
	Price Negotiation Tactics

Model Effectiveness Assessment:

	Rate model selection
	Option pricing and Curve Construction
	Prepayment function
	Accuracy Assessment