Manglam Sharda
- Role
- Associate at BlackRock
- Location
- Boston, MA, US
- LinkedIn followers
- 500 followers
About Manglam Sharda
Quantitative risk and analytics professional with 7+ years of experience across…
Experience
Associate
Jan 2023 — Present
Responsible for providing deep analytical insights on clients\' MSR (Mortgage Servicing Rights) & MBS portfolios thereby serving their investment management needs -Daily risk analysis and parametric attribution of PnL to various risk factors such as OAD, OAC, mortgage basis, OAS etc-Valuation analysis of portfolios to explain changes from market data (such as HPA, EHS, LLPA), modeling (MRM, PMMS), yield curve movements etc-Hedging Analysis to assist in best hedge instrument selection (Ex. Prepayment, SOFR hedging, Mortgage Basis hedging etc.)-Mortgage modeling & testing (Ex. Interest Rate Model, Prepayment Model, Mortgage Rate Model)
Skills
- Microsoft Word
- Autodesk Inventor
- Autocad
- Revit
- Matlab
- C
- Latex
- Microsoft Excel
- C++
- Microsoft Office
- Staad-Pro
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