Kevin is a financial services leader with over 20 years of experience in structured products and securitization, and extensive portfolio analysis experience with Big 4 accounting firms as well as consulting and investment firms. To recommend financial strategy, he leverages his technical knowledge, capacity to model analytical outcomes, and strong background in capital markets. Kevin has a unique background in structured finance, management, financial modeling analysis, and agreed-upon procedures (AUP). His areas of expertise include financial cash flow modeling, analytical modeling and validation, risk management and assessment, securitization and structured products, valuation and loss reserve analysis, and mortgage and asset credit risk.
Kevin was the lead model development manager on a process reengineering engagement for a large bank related to the administration of payments on over 2,000 state and local municipal issued housing agency bond transactions. He was the primary participant in a go-to-market team reinitiating CMBS AUP business to national practice and completed seven transactions in two years. In addition, Kevin trained four staff on personally developed CMBS cash flow projection and analytics models to sustain client workload. He was the lead structuring manager in national practice for all CMBS transaction work (conduit, large loan, K-series, and CRE CLOs). Kevin expanded an outsourcing relationship with a federal housing agency resulting in year end, quarterly, and ongoing surveillance projects. He managed a staff of five for budgetary and valuation services, performing loss reserve, forecasted cash flow, and guarantee fee valuation analysis on a $1.3 trillion mortgage portfolio. Kevin was the original developer of Excel / VBA cash flow financial models used to perform the analysis. He analyzed and wrote financial models for a $480 million portfolio of CMBS and CRE-CDO hedged by $10 million of Treasury notes and executed trades leading to a portfolio growing to an estimated $1.7 billion, returning an effective yield of 14.2% per year. Kevin also launched a relationship with a financial services firm holding a portfolio of 50 sub-prime mortgage-backed securities residual positions and developed Excel models to interpret voluntary prepayment and default data.
Kevin holds a BS from Columbia University.
Connect to Kevin Mayberry on LinkedIn.