Webinar

TOMS Mortgages OMS & Risk Solutions Webinar

On Demand
Duration: 45 Minutes
Original Date: March 29, 2023

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Please join us as we highlight the significant investment we have made in our TOMS Trade Order Management Solution to incorporate our award winning advanced mortgage risk analytics powered by the Bloomberg Agency MBS Index Prepayment Model (BAM). Through seamless integration of our advanced MARS risk engine into our existing OMS which captures real-time positions, pricing and market environments, TOMS now offers a full-suite of advanced mortgage analytics for front-office use cases such as intra-day pricing and greeks, EOD & on-demand risk reports for bucketed key rate risk and scenario shock analysis, to market risk work flows such as full revaluation VaR & expected shortfall.

Speakers

Jeffrey M. Hingst

Global Product Manager TOMS Mortgages

Bloomberg

Jeff is the Global Mortgage Product Manager for TOMS at Bloomberg LP and has 30 years of direct experience in all aspects of the mortgage market including trading, analytics, and sales. Prior to joining Bloomberg in 2017 Jeff spent the last 20 years of his career in sales, including 15 years at Bear Stearns, as a Mortgage Specialist transacting in all types of Mortgage and Structured Product securities and loans. Jeff started his career on the buy side in 1991 at American Life & Casualty Insurance Co. on the mortgage trading desk. Jeff received a BA in Finance from Drake University.

Chintan Shah

Global Front Office Risk Product Manager

Bloomberg

Chintan Shah is a global product manager for MARS Front Office. In this capacity, he sets the product strategy for Bloomberg's intraday valuation and risk products, and advises buyside and sellside firms on improving their derivatives trading, portfolio management, and enterprise risk strategies. Prior to his role at Bloomberg, Chintan spent 11 years in the industry working at AIG, Ernst & Young Advisory, Barclays, and Deutsche Bank.

Will Sarrett

Bloomberg Quantitative Agency MBS Research

BLOOMBERG L.P.

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.

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