Paul Batcho
- Role
- VP, Securitized Product Oversight Manager at BankUnited
- Location
- Fort Lauderdale, FL, US
- LinkedIn followers
- 500 followers
About Paul Batcho
Enterprise Risk Management, Securitized Product Oversight Manager, credit/market risk…
Experience
VP, Securitized Product Oversight Manager
May 2020 — Present
ERM Securitized Product Oversight Manager responsible for an OCC requirement with respect to the Bank\'s Investment portfolio. Design and execution of complex financial risk sensitivity analysis for spread, interest rate, and prepayment risk. Responsible for a general risk review of a complex portfolio of structured finance securities. Quarterly reporting to ALCO on detailed collateral, credit risk, and market risk that characterizes the Investment portfolio. Products covered include RMBS, CMBS, Agency and PL, CLO, ABS, SF-Rental, Muni, and SBA. Intex cash flow and collateral coverage along with Bloomberg are extensively used in scenario and Duration analytics. Partnership of Model Risk Management/Treasury ALM, Investment Teams. Reporting on effective challenges for Structured Securities Credit Loss, New Security Onboarding, Duration/Market Price Sensitivity. ERM Quarterly data and deck reporting for presentation by senior management at the ERMC; Strategic, Market, and Reputational risk focus. Other projects are in Commercial and Resi Bank loan book for credit risk on C&I and CRE. Data QA on Moody\'s CECL modeling with RiskCalc, CMM, and MPA. Python for data analytics and reporting.
Skills
- Global Macro
- Equities
- Quantitative Investing
- Hedge Funds
- Swaps
- Trading Systems
- Fx Trading
- Electronic Trading
- Derivatives
- Investment Banking
- Trading System Software Development
- Software Engineering
- Interest Rate Derivatives
- Portfolio Optimization
- High Frequency Trading
- Volatility
- Market Making
- Equity Derivatives
- Fx Options
- Foreign Exchange
- Trade Execution, Cash and Futures Market
- Options
- Hedging
- Equity Trading
- Financial Risk
- Portfolio Management
- Foreign Exchange Tradng
- Structured Products
- Proprietary Trading
- Fixed Income
- Market Risk
- Financial Markets
- Trading Strategies
- C++
- Bloomberg
- Python
- Commodity
- Trading
- Quantitative Models
- Quantitative Finance
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