I'm currently a member of BlackRock Solutions' Financial Modeling Group currently focused on mortgage research. My primary responsibilities include managing a team composed of quantitative analysts and software engineers in the design, implementation, and support of BlackRock's residential as well as commercial mortgage prepayment and credit models. Prior to focusing on mortgage modeling I've held a variety of positions within the various teams that comprise the Financial Modeling Group. Since starting at BlackRock as an analyst in 2001, I've made significant contributions to BlackRock's core fixed income risk management platform in a variety of areas including software infrastructure, co...
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