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CoreLogic’s senior director of bond analytics solutions
M.S. in mathematical finance from Florida State University
Managed design and development of bond analytics, surveillance, reporting, and trade capture systems. Designed a ratings model that incorporated Intex cash flow routines, LoanPerformance ABS/MBS datasets, LoanPerformance HPI-based home pricing estimates, and internally developed default and severity models.
Prior to LoanPerformance, Mr. Pennington was director of financial engineering and technology at Dynamic Credit Management, where he oversaw a team of programmers that developed the analytic framework used at all levels of the credit analysis process and did much of the coding himself, including cash flow, analytics, and surveillance tools based on the Intex API. He also supervised deployment of an integrated trade and ABS/CDO surveillance system based on Bloomberg and Intex data feeds.
To contact Mr. Pennington, please send an email or call at (415) 536-3526.
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