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NEW YORK LIFE ASSET MANAGEMENT 1991 – 2000 Senior Mortgage and Corporate Bond Portfolio Manager and Trader · Managed and traded 23 portfolio’s totaling $53 billion investment grade fixed income securities (the Mortgage Pass-thru/Asset Back/CMBS/CMO and Corporate/Gov’t bond portfolios were $16 billion and $23 billion respectively) and a $1 billion Derivative portfolio that supports New York Life’s Insurance, Pensions, Annuity, Foundation, COLI/BOLI, Short Term, and rate of return accounts. · Co-managed MainStay’s Corporate Single-A rated bond fund (20% MBS). (2nd quartile) · Managed/executed $4 billion Mortgage dollar roll monthly position and daily short term. · Speaker at The Fixed Income Analysts Society, (Arizona 1995): “The Use of MBS Derivatives in Portfolio and Risk Management.” · Liaison to Chief Investment Officer to ensure that Asset/Liability targets were achieved. Presentation to CIO/President on general account call risk and hedge costs using OTC derivative instruments. · Executed $1-2 billion in ALM focused Derivatives transactions.
Approximate Word count = 599
Approximate Pages = 2.4
(250 words per page double spaced)
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