Harrison Gu
Pricing and Valuations Analyst
- Role
- Analyst, Pricing and Valuations at Agnc Investment Corp
- Location
- Rockville, MD, US
- LinkedIn followers
- 500 followers
About Harrison Gu
Data science and machine learning engineer with a background in economics and debt…
Experience
Analyst, Pricing and Valuations
Oct 2023 — Present · Bethesda, MD, US
Automate and enhance existing processes using Python and Power BI-Valuate AGNC\'s Investment portfolio, including Agency MBS, Non-Agency RMBS, CMBS, and derivative securities-Develop dynamic dashboards for front office to track market color, portfolio performance and risk-Monitor daily price movements and fair value changes of firm\'s $70 billion portfolio-Ensure that the portfolio is priced reasonably based on market color and expected price changes due to rate movements-Analyze prepayment forecasts generated from third party models for reasonableness and inclusion in the firm\'s risk analyitcs models -Prepare financial forecasts based on a range of interest rate shocks for the Board of Directors and external reporting-Support middle office team with disputes on margin calls for repurchase agreements-Generate daily, monthly, and quarterly reporting packages for internal and external reporting-Interface with internal and external auditors on valuation and prepayment related matters
Skills
- Finance
- Financial Modeling
- Microsoft Office
- Microsoft Word
- Economics
- Financial Analysis
- Teamwork
- Powerpoint
- Microsoft Excel
- Public Speaking
- Leadership
- Customer Service
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