Scott Agi
Fixed Income / RMBS / Structured Finance / Portfolio Management / Risk / Analytics
- Role
- Senior Evaluator - Bval at Bloomberg
- Location
- Madison, NJ, US
- LinkedIn followers
- 500 followers
About Scott Agi
Experienced Portfolio Manager with a demonstrated history in risk management and…
Experience
Senior Evaluator - Bval
Mar 2023 — Present · New York, NY, US
Daily pricing of the Agency MBS specified pool universe and the corresponding Bloomberg Index Generics • Calibrate spreads and pay-ups to TBA based on market data analysis, prepayment modeling, and observed color• Work closely with engineering and AI teams for code enhancements and updates to BVAL’s proprietary pricing algorithm• Backup EVAL for Hybrid Arms, Fixed/Floating Rate CMOs, and MBS Derivative securities
Education
Albright College
BA
1993 — 1997
Skills
- Emerging Markets
- Trading Systems
- Rates
- Credit Derivatives
- Options
- High Yield
- Credit
- Wealth Management
- Swaps
- Interest Rate Derivatives
- Structured Finance
- Bonds
- Derivatives
- Capital Markets
- Series 7
- Hedge Funds
- Structured Products
- Financial Risk
- Asset Management
- Bloomberg
- Fund of Funds
- Mbs
- Trading
- Investment Banking
- Securitization
- Asset Managment
- Abs
- Equities
- Asset Allocation
- Mutual Funds
- Cmbs
- Fixed Income
- Performance Attribution
- Portfolio Management
- Alternative Investments
- Investments
- Securities
- Investment Management
- Financial Markets
- Hedging
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