Murali Krishnamurthy, CFA

• Lead MBS Portfolio Manager in Single Family Whole Loan Conduit, managing over $80bn in mortgage assets, providing liquidity to over 1000 cash lenders and managing risk and return to prescribed thresholds. Oversaw pooling, best-execution, hedging and auction process to ensure strategic balance sheet management.

• Partnered with internal stakeholders to drive Mission/Green MBS strategy, and provided leadership in the areas of pricing, pooling and execution.

• Managed $140 bn Agency MBS in Fannie Mae retained portfolio and opportunistically hedging with swaps and options.
• Diverse MBS trading experience (TBA, Spec Pools, ARMs and CMOs), in successfully providing liquidity to 200+ small & medium lenders in Conventional/GNMA MBS.

• Proposed and Executed relative value trade ideas, hedging strategies in Agency MBS TBA and pools. Analyzed and structured CMO's using Intex DealMaker and internal/external prepayment models.

• Developed diverse Power BI dashboards to provide valuable insights into conduit activity and hedging strategy performance.
• Managed and maintained excellent working relationships with traders and sales teams in the dealer community, lenders and other accounts.

• Mentored and managed analysts, interns & Junior Traders.

• Analyzed portfolio performance to determine security return and attribution. Communicated strategy, market development and portfolio performance to Sr Management and FHFA.

• Engaged with internal and external stakeholders in developing a Blockchain pilot to simplify existing processes.

• Provided support for over 10 Market Room applications to ensure smooth trade processing & minimize production problems.

• Drafted use cases and requirements, performed analysis and testing for all Trading Applications.

• Assisted traders in setting up complex CMO deals, generating analytics and partnered with researchers to fix analytical issues.

• Developed Test Plans, engineered scenarios and performed testing on various Treasury initiatives.