1.  This opening matches well my skills as I have a very excellent experience in securitizing
and packaging mortgage loans originated by lenders into MBS to provide funds to the
mortgage market through short-term financing activities using ARMindex like CMT,
LIBOR and COFI.
 I have solid expertise in analyzing groups of similar mortgage loans that meet credit
quality guidelines for securitization to securitize it as pool of mortgages that guaranty of
timely payment of principal and interest to the investor from the cash flow of the
underlying group of mortgages.
 I have a very good understanding of MBS Risk such as prepayment risk involving the
borrowers capacity to prepay their mortgages more quickly or slowly than expected;
Market risk is the risk that involves price fluctuation over time to impact the
prepayment rates, the average life and yield; Credit risk which involves the risk that the
investor may not receive all or part of the principal invested.
 I have actively participated in pricing various fixed income security instrument including
MBS, CMOs,CDOs using pool numbers just as Cusip to identify and trade poll of
securities with Yield-to-maturity , CPR and PSA curve models used to measure
prepayments using market interest rates, coupon rate, liquidity, and prepayment
assumptions.
 I would like to pursue with the used of TBAs on polypath to estimate the interest rates
the mortgage borrowers pay, to hedge exposure, to process TBA transaction, with
agreement on the issuer, mortgage type, maturity, coupon, and month of settlement at
a specified future delivery price and volume for Agency Pass-Through Mortgage-Backed
Securities.
 I am keen to move to a new project that utilized my good analytical skill with concepts
like FRM, ARM, MBS, WAL, WAC, WAM, WALA and WALT to design quantitative
methods, and produce highly advanced models with the most innovative solutions to
generate accurate cash flow projections and price/yield analytics.