Computer Science Marketing

e 203-***-**** • E mail *************@*****.***

Robert Shugrue

Objective

To use my extensive experience in the ABS/MBS markets to provide trading and analytical support as well as broaden my abilities

and work experience.

Professional experience

January 2009 Present Red Top Investors Greenwich, CT

Bond/Collateral Pricing and Analytics

Participate in all aspects of the bidding and trading process.

Identify specific bonds and evaluate investment suitability.

Evaluate underlying collateral and determine appropriate stress case to establish bid price.

Bid a variety of asset classes including Prime, Alt-A, MH and Subprime in the context of Senior Sub, Shifting Interest and

Reremic structures as well as NIM bonds.

Assist in managing a portfolio consisting of approximately 350 line items and a face value of $400M.

Responsible for implementation and oversight of vendor provided analytical tools as well as development of in house tools

used in bidding and monitoring of positions.

Created several models used to monitor deal collateral performance using the Bloomberg programming interface in

conjunction with Intex and Excel

Created a modeling tool using Intex Desktop and Excel with VB that would project and organize monthly bond cashflows for

Federal Income Tax purposes

August 2007 – July 2008 J.P. Morgan Securities New York, NY

Executive Director - Asset Backed Finance

Responsible for the management of the structuring team which consisted of three senior structuring professionals as well as

seven associates.

Oversight of daily interactions with traders, bankers, accountants and rating agencies for all aspects of the securitization

process of Prime, Alt-A and Subprime collateral using Excel models as well as Intex Dealmaker.

Reviewed and evaluated valuation process of both bond and whole loan positions.

Responsible for developing and implementing of in house program for the daily pricing of bond and whole loan positions

held firm wide using Excel, Intex and SQL.

March 1997 July 2007 RBS Greenwich Capital Greenwich, CT

Senior VP - Asset Backed Finance

Prepared structures for marketing of potential new deals.

Worked with traders, issuers, deal managers, attorneys and rating agencies in performing pricing, marketing and

securitization of asset backed transactions ranging in size from $500M to $2B with the group producing on average more

than 20 deals a month.

Modeled senior-subordinated OC, shifting interest and wrapped deal structures with collateral such as whole loan

residential mortgages, sub-prime autos, home equity lines of credit, and re-performing mortgage loans.

Performed bond valuations of existing structures for purposes of secondary trading of individual tranches and monthly

valuation.

Performed complex loss scenarios for analysis of residual interests on existing deals for purposes of trading and financing.

Created the first multi deal seasoned NIM. Structured the first multi deal NIMs which made use of pools of complex swaps

and caps used to hedge both credit and interest rate risk.

Built analytical models using Intex Dealmaker, Excel with VB and Lotus

Oct 1996 March 1997 RBS Greenwich Capital Greenwich, CT

VP - Asset Backed Finance

Performed quantitative Data Analysis using SQL/C/C++/Perl/Shell/VBA.

Provided stratification reports for trading desk and bankers on various assets.

Created representative lines of collateral used in the structuring of asset backed transactions.

Worked with rating agencies in formulating loss projections used in bond sizing models

Prepared deal marketing tables with bankers and accountants.

.

1992 – 1996 Yale University New Haven, CT

Senior Programmer – Sterling Library

1988 – 1992 Department of Revenue Services, State of CT Hartford, CT

Senior Programmer

1986 – 1988 Phoenix Mutual Hartford, CT

Programmer

Computer Skills

Intex DealMaker and Desktop, Excel, SQL, C++, Visual Basic, Bloomberg, S&P and Moody’s Sizing Software, Lotus

Education

1984 1986 Southern CT State University New Haven, CT

Mathematics/Computer Science

Achieved a 4.0 GPA in Computer Science

Contact this candidate