BRANDON EINHORN

Hands on Technical Business Analyst/Data Analyst (Structured Finance credit risk-securitized products and derivatives) Business process analysis and automation: Analyzed and documented existing workflows for the rating of securitized products and derivatives.  Automated the US RMBS monthly review process, integrating several disparate processes into a unified process with the results databased each step of the way. This made it possible for automated review of one hundred thousand bonds per month, allowing analysts to focus on volatile bonds, saving over 50 weeks of analyst effort per year. Used VBA/Excel to create tools for the auto loan and student loan teams to allow analysts to monitor deals saving compliance errors and months of analyst time. Requirement gathering and analysis:  I became a subject matter expert who was the primary point of contact with the stakeholders.  Met with rating analysts(product owners) to gather business requirements for rating models, monitoring systems, automation, compliance reports, and data and analytics reports.  Wrote Business requirement documents(BRD), functional requirement documents(FRD), use cases, test cases, traceability matrix, and user stories.  Maintained and groomed product backlog. Devised business solutions to meet client needs cheaply and efficiently.  My subject knowledge allowed me to identify problems in business requirements and ensure projects were satisfactory and on time. Testing UAT/QA: Wrote test cases and acceptance criteria, performed application validation, and performed QA/UAT(User Acceptance testing).  My knowledge of the subject matter and database allowed me to devise thorough test cases reducing the chance of error and regulatory penalty. Documenting:  Prepared all documentation including process flow, databases, and applications. Wrote application User Guides and trained users. Worked with IT and offshore teams using Software Development Lifecycle(SDLC), Waterfall, SCRUM/Agile environments to deliver large scale applications.  Kanban was also used.  Used Jira and Confluence to manage user stories and functional requirements in an Agile environment. Wrote and maintained analytical applications and rating models using VBA/Excel.  Centralized multiple Excel tools into comprehensive ones usable by the entire surveillance team, delivering greater functionality and minimizing error. Data visualization:  Created BI Visual Models

Capital Markets), Project Manager/Consultant, Investment banking (Fixed Income Risk Management) Business Analyst/Programmer-Partnered with risk managers to gather requirements and specifications for new products(SWAPS, Swaptions, Interest Rate Derivatives), reports, and enhancements.  Performed QA for new releases. Wrote programs in Perl and VBA/Excel using Sybase, wrote specifications for programmers, managed tasks, analyzed and verified risk measures.  Credit risk, Market risk, Liquidity risk.

Capital Markets), Programmer, Fixed Income Trading Systems-Lead developer, on trading desk for Fixed Income Repo Trading system. Met with traders to gather requirements.  Refactored the Repo trading system.  Rolled five standalone applications(MBS, Governments, Agencies, Whole Loans, and Specials books) into one program, written in C, C++, Sybase, Motif under UNIX/Solaris.  Wrote numerous auxiliary scripts in Perl to generate reports and update the database.  Wrote a Java 2 application to allow traders to enter marks for their books.  Participated in the redesign of the new trading system including SQL databases and architecture.  Analyzed old systems, met with users, researched, analyzed, and designed specs for new system, and implemented them using C, Perl Scripts and Sybase. Mortgage Trading-Designed and implemented database of trading desks positions and analytic information, using Sybase under UNIX/Solaris.  Wrote numerous Perl 5 applications to interface with the analytics and cash flow generators(written in C++), generate reports, and populate the database.  Modified existing C++ code to populate the new database. Wrote an Excel/VBA application to interface with the database and generate graphs and reports.  C++, Perl, Sybase.   Risk Management-Wrote Risk calculators for all desks covered by Risk management including Derivatives(interest rate, credit), Options, Mortgages, Convertible Bonds, High Yield, Pairs Trading and Governments in VBA and Excel using Sybase.  Wrote a stand alone Risk calculators in C++/Unix/Sybase covering the Mortgage Trading desks(Secondary CMO, ARMS, Passthrus), the High Yield desk, and the Convertible Bond desk.  Wrote numerous support and data stuffing programs using Perl.  Audited pricing of securities and portfolios of the Fixed Income department.  Managed two consultants. C++, VBA/Excel, Sybase, Perl

Programmer (Structured Products Group) Implemented OAS model, COFI model, flexible user defined prepayment model, and market risk analytics. Modified and enhanced existing structured products subroutine library.  Maintained existing software and performed client support.  Programs written in C/C++ under Unix/Solaris and Windows.

Rating Analyst /Programmer (CMO Volatility Group) Rated residential MBS products for credit risk.  Rated Agency CMOs for market risk.  Co-designed the Fitch CMO Volatility Model, used to evaluate the market risk of Agency CMOs.  Implemented this model in C using Oracle under Unix. Wrote programs to allow for the modeling and analysis of various MBS products, senior/subordinate structures, and loss models.  Reverse engineered and modeled mortgage backed and asset backed deals.  Modeled portfolios and deals using Excel. Rated fixed income bond funds and mutual funds for market risk.  Supervised junior programmer.

Capital Markets), Mortgage Analyst /Programmer Worked on the trading desk, dealing with traders. Modeled mortgage-backed products for the Whole Loan desk.  Securitized RMBS assets. Structured and reverse engineered Whole Loan MBS products, including working with loss models/credit enhancements. Developed an ARM model. Implemented an OAS model for the Strips desk.  Other responsibilities included tape cracking, pricing RTC servicing packages, and on-going software maintenance and enhancement.  Programs written in C, using Oracle, under Unix and DOS.

Applications Programmer