BAM Quarterly Webinar 2024 Q2

Steven Bergantino

Head, Structured Products Quantitative Research

Bloomberg

Steve leads Bloomberg’s Structured Products Quantitative Research team, which provides model coverage for the agency MBS and CMBS, residential mortgage credit, auto ABS, and Japanese agency MBS sectors. He has worked in quantitative mortgage research since 1998, joining Bloomberg in 2016 as part of its acquisition of Barclays Risk Analytics and Index Solutions business. Prior to joining Bloomberg, Steve was Head of US Securitized Products Modeling at Barclays Capital, Inc. Prior to that, Steve worked at JPMorgan Chase & Co., Bear Stearns & Co., and Lehman Brothers, Inc. He has been ranked in Institutional Investor’s All-America Fixed Income Survey for his work in agency and non-agency prepayments. Steve received B.A. and M.A degrees in Economics from Yale University and a Ph.D. in Economics from the Massachusetts Institute of Technology.

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.

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.

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.

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.

Gary Effman

Workflow 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.