Manish Singh

Structured Products Index. (ABS/ MBS) Established robust Python/SQL pipelines for portfolio analytics, collaborating cross-functionally to support securitization initiatives and drive data-driven insights in the fixed income space. Enhanced MBS/ABS prepayment frameworks through a proprietary modeling approach, resulting in stronger risk insights and broader coverage of structured credit assets.

Working with buying whole loans, developing best bid price. Modeling CPR and CDR curves. Helped with securitization of the loans into tranches and IO/ PO strips

Portfolio and Investment research

Worked on building a CART model for optimizing portfolio manager performance attribution and selection

• Tasked with developing a sophisticated AI-based Bayesian model to optimize dynamic asset allocation strategies, aiming to effectively forecast market dynamics and enhance portfolio performance. • Leveraging AI to identify promising investment opportunities, anticipate market cycles, execute comprehensive backtesting, and showcase potential portfolio impact through detailed research documentation.

• Conducted Quant factor analysis and stress testing to provide credit ratings on fixed-income securitized products, leading to 28% lower borrowing cost and a 35% wider audience for issuers • Modeled RMBS/ABS deals in Python and Intex for non-qualified mortgage loans, enabling 100+ clients to analyze cash flows and visualize bond performance under stress scenarios

• Conducted Credit Analysis and onboarded clients worth $100 million based on financial ratios and credit capability • Achieved 10% reduction in operating cost by optimizing truckload capacity, routes, and peak-hour vehicle renting

As the Financial and Marketing Head and later Chairperson, I organized and managed events while optimizing results within a fixed budget. With strong negotiating skills, I ensured the success of our events. My entrepreneurial experience has taught me to be resourceful, adaptable, and creative in a fast-paced environment.

• Courses: Investments, Stochastic Calculus, Quant Trading and Market Friction, Derivatives, Fixed Income, Computational Methods in Finance, Quant Asset Management, Risk Management