Proven background of portfolio management, credit and trading skills across a broad spectrum of Structured and Corporate Securities. Seasoned credit perspective, from experience in Insurance Company, Total Rate of Return and Hedge Fund investment environments over many investment cycles. Experience in creating investment platforms and teams.

 

 

CONSULTANT (Year-end 2009 to Present)
Warfield Consultants, Montclair, NJ - Full Range of Fixed Income Intelligence across Sectors
Including Analytical Services, Research, Valuation, Expert Witness, Strategic Assessments

  1. Researched and Created a Strategic Outlook Report on the Structured Markets for a CEO
  2. Serving as an expert witness for a plaintiff in case alleging imprudence in investments
  3. Supervised & Led Valuation of $20+billion Non-Agency RMBS Portfolio

RMBS/ABS PORTFOLIO MANAGER (2005 to year-end 2009)
Dynamic Credit Partners, New York, N.Y.

  1. Manage Portfolios, analyze and trade RMBS/ABS Securities for CDOs and Hedge Fund -$2.5b in assets.
  2. Analyzed acquisition targets for major Distressed Private Equity Investor/Fund – including United Bank, Thornburg, E*Trade, a UK RMBS origination & investment platform, etc.
  3. Consultant to the Dutch Ministry of Finance – analyzed a $40b Prime, ALT-A & Option Pay portfolio. Output employed to devise a state support plan. Presented directly to the European Commission.
  4. Traded ABX positions – generated an ROE in excess of 100% from the short side.
  5. Created the ABS/RMBS portion of a CDO platform that originated 10 CDOs – over $5b in AUM
  6. Originate Credit Policies, standards and methodologies to analyze securities.
  7. Hired and led an ABS Team of 5

CO-PORTFOLIO MANAGER & HEAD OF CREDIT (2004 to 2005)
Ischus Capital Management, New York, N.Y.

  1. Second Hire for a startup CDO platform and investment management business that originated 2 CDOs.
  2. Analyzed and Traded Mezzanine RMBS Securities.
  3. Originated Credit Policies, standards and methodologies to analyze securities.

CONSULTANT (2002 to 2003)
AIG Global Investment Corp., New York, N.Y.

  1. Analysis, relative value and modeling input - expanded the ABS portfolios by $10 billion in < 1 year.

Wasatch Investment Advisors

  1. Perform research in the structured and high yield markets for a small cap, value oriented, equity fund supporting cross-sector arbitrage, including valuation, credit, documentation and analysis.

PORTFOLIO MANAGER (1999 to 2001)
J.P. Morgan Fleming Asset Management, New York, N.Y. A $650 billion (assets) money manager.

  1. Analyzed and traded Asset-Backed Securities for the $3.2 billion ABS portfolios.
  2. Promoted to lead the Chase Long Term Credit Research group supporting all long term, dollar denominated, fixed income activity. Portfolios spanned high grade as well as high yield.

 

Daniel.Nigro@abscredit.com

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