Angelo Katalenas

About Angelo Katalenas

Capital markets professional with 8 years of experience in valuation, pricing, and interest rate risk hedging. Experienced across derivatives (swaps, swaptions, cancellables), agency MBS, PLS, RPLS, TBA, and structured fixed-income portfolios.My work includes cash-flow modeling, pricing, and market-driven valuation analysis, leveraging Bloomberg, Intex, Python, SQL, and Excel to support accurate and transparent analytics. I currently support pricing and valuation across large-scale derivatives and fixed-income portfolios. Prior experience includes TBA hedging, managing loan sales, and setting daily interest rates. This combination of hedging, analytics, and valuation gives me a broad perspective across the mortgage capital markets landscape. CFA Charterholder with expertise in fixed-income markets and a holistic understanding of the mortgage capital markets ecosystem.

Experience

1. Financial Engineering Senior Associate

   Fannie Mae

   Jul 2024 — Present

   Valued and delivered commentary on large-scale interest rate derivatives portfolio, including swaps, swaptions, and cancellables. • Built and refined cash-flow models using Bloomberg, Intex, and Excel to improve pricing accuracy and efficiency. • Analyzed macroeconomic and rate-driven market changes to translate complex movements into clear insights for stakeholders.

Education

• Cleveland State University

  Bachelor's degree, Finance, General

  2013 — 2017

Skills

• Customer Service
• Leadership
• Financial Analysis
• Microsoft Excel
• Powerpoint
• Microsoft Powerpoint
• Microsoft Office
• Quantitative Finance
• Microsoft Word