Head Shot
Rei Shinozuka
Ridgewood, New Jersey

Financial Analyst
Fixed Income - Mortgage Backed Securities
Research / Strategy

My goal is to create insightful, readable, and actionable investment research.  I've built my career in the Residential Mortgage sector with roles in Research, Strategy and Quantitative Analytics.  I am a hands-on analyst, writer and presenter with a real love for crafting research. I work best in a collaborative group setting because my best work derives from the free exchange of ideas with colleagues and clients.  I'm an effective individual contributor, finding resources for myself and performing programming and other tasks necessary to accomplish my goals.  I am also comfortable managing groups and projects, as I have at several points in my career.  I look forward to speaking with any firm that seeks to expand its MBS capabilities.


MBS/ABS StrategistMortgage Strategist group
  • Wrote Non-Agency MBS research, specialized in Subprime Bond Structure and ABX Index
  • Created HPA-Factor Loss Model for Subprime and ABX Research
  • Published Weekly articles in the UBS Mortgage Strategist
  • Presented 2-3 Seminars per year
Morgan Stanley
Director, Mortgage Analytics Technology
  • Created Analytics for CMO and Pass-Through Trading Desks and Research
  • Updated firmwide mortgage analysis and data capabilities
UBS PaineWebber
Director, Fixed Income Quantitative Research
  • Responsible for SuperBond Fixed Income Analytics System and Structuring Tools
  • Supervised CMO/ABS Structuring support, Reversing and Deal Closing


Columbia Graduate School of Business, Columbia University, NY
Concentration: Finance and Economics, Dean's List, Beta Gamma Sigma Honor Society
Columbia School of Engineering and Applied Sciences, Columbia University, NY
Computer Science
Columbia College, Columbia University, NY
Computer Science

Awards and Certifications
Institutional Investor Analyst Awards
All-America Research Team

2008: 2nd Place Analyst: Structured Securities - ABS / Real Estate

2007: 4th Place Analyst: Structured Securities - ABS / Real Estate

(Click Links to go to II Website)
II 2008  II 2007
FINRA Registered Series 7, 63 and 24

CFA Level II Candidate

Articles and Presentations (Click Links to Download pdf files)

Subordination Chart
Swap Premium
AAA Subordination
Subprime Triggers and Bond Structure (download)
Seminar: ABX Valuation Basics
Loss Allocation of Subprime AAA Classes (download)
(Click Links to DOWNLOAD)
Structural Implication of Loan Mods (download)
Seminar: ABX Update Sept 2008 (download)

Technical Skills

INTEX Desktop, CPRCDR / Loan Performance

INTEX subroutines programming in C, C++, INTEX VCMOWRAP in VBA, SQL


United States Citizen, born and educated in the United States


Email: contact@reishinozuka.org  Contact at ReiShinozuka dot Com

Linked-in: http://www.linkedin.com/in/reishinozuka

www.reishinozuka.com May 2010
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