BAM Quarterly Webinar 2024 Q3
In this webinar we will review: • Recent prepayments across FNMA, FHLMC, and GNMA Collateral
• The latest trends in the housing market
• The changing landscape of mortgage refinancing risk
• BAM model performance
• Updated BAM daily analytics packet
Speakers
Nicholas Strand
Head, Agency MBS Quantitative Research
Bloomberg
Nicholas is the team leader for Bloomberg’s Quantitative Agency MBS Research team. He joined Bloomberg in 2016 as part of its acquisition of Barclays Risk Analytics and Index Solutions business. Prior to joining Bloomberg, Nicholas was a member of Barclays US Securitized Products Modeling team, focusing on the development of agency MBS prepayment models. Before joining the modeling team in 2014, Nicholas was Head of Barclays Agency MBS Strategy. During his time in that capacity he was recognized by Institutional Investor as a top ranked mortgage analyst. Prior to joining Barclays, Nicholas worked at Lehman Brothers Inc. in Fixed Income Research. Nicholas has B.S. degrees in Mathematics and Biochemistry from the University of Arizona, and a M.S. in Financial Mathematics from New York University.
Andrew Bierbryer
Agency MBS Quantitative Research
Bloomberg
Andrew is a member of Bloomberg’s Quantitative Agency MBS Research team. He joined Bloomberg in 2021. Prior to that, Andrew was a quantitative analyst on the Structured Products desk at KLS Diversified Asset Management for 12 years. He worked across various asset classes that the firm traded, particularly focused in CLOs. Before joining KLS, Andrew worked at Bear Stearns & Co. for 10 years. He was a member of the CLO Research group and the Corporate Bond data team. Andrew received a B.S. degree in Mathematics from McGill University.
Gary Effman
Mortgage Markets Specialist
Bloomberg
Gary Effman is a Structured Products and Credit Market Specialist at Bloomberg. Prior to joining Bloomberg, Gary spent 10 years at Bank One in Chicago managing a $1 billion ABS portfolio along with various other proprietary investment portfolios focused on CLOs, ABS and non-agency MBS. He also worked in the credit risk management group hedging the Bank’s financial services portfolio. He subsequently worked at two mortgage/structured products hedge funds in CT. Gary received his undergraduate degree from Brown University and earned an MBA from the University of Chicago. He also holds the CFA designation.
Wei-Ang Lee
Agency MBS Quantitative Research
Bloomberg
Wei-Ang is a member of Bloomberg’s Quantitative Agency MBS Research team. He joined Bloomberg in 2023. Prior to joining Bloomberg, Wei-Ang was a member of the investment team at Proprietary Capital. During his time on the buy side, Wei-Ang traded agency MBS with a focus on interest-only securities. Prior to joining Proprietary Capital, Wei-Ang was a mortgage strategist at Barclays Capital. He was recognized by Institutional Investor as a top ranked analyst for agency MBS prepayments. Wei-Ang has a B.S. degree from Columbia University and an MBA from NYU Stern School of Business.
Will Sarrett
Agency MBS Quantitative Research
Bloomberg
William is a member of Bloomberg’s Quantitative Agency MBS Research team. He joined Bloomberg in 2016 as part of its acquisition of Barclays Risk Analytics and Index Solutions business. Prior to joining Bloomberg, William was a member of Barclays US Securitized Products Modeling team, focusing on the development of agency MBS prepayment models. Before joining Barclays in 2009, William worked at JPMorgan Chase & Co. (2008-2009) and Bear Stearns & Co. (2004-2008). He was a member of the mortgage data team at Bear Stearns from 2004-2006 before joining the modeling team. William received a B.S.E. in Computer Science and Engineering and a B.A. in Mathematics from the University of Pennsylvania.