Frank Cfa
Senior Vice President at Citi | United States
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As a Senior Vice President at Citi, Frank Cfa plays a pivotal role in the Portfolio Management Group, where he specializes in stress testing and risk assessment for structured finance products. With a robust background in mortgage-backed securities (MBS) and asset-backed securities (ABS), Frank leverages his expertise in mortgage prepayment and default modeling to ensure that Citi's portfolios remain resilient under various economic scenarios. His deep understanding of Basel II regulations and the Quantitative Risk Management (QRM) framework enables him to navigate complex financial landscapes, providing critical insights that drive strategic decision-making.
Currently, Frank is leading key projects that focus on enhancing the firm's stress testing methodologies, ensuring compliance with regulatory requirements while optimizing portfolio performance. His work involves rigorous analysis of fixed income securities and the development of sophisticated hedging strategies that mitigate risk exposure. By employing advanced quantitative techniques, Frank is able to forecast potential impacts on investments, allowing Citi to proactively manage its portfolio in a dynamic market environment.
In addition to his technical skills, Frank's collaborative approach fosters strong relationships across teams, facilitating the integration of risk management practices into broader investment strategies. His commitment to excellence and continuous improvement positions him as a thought leader within the organization, driving innovation in structured finance and portfolio management. As the financial landscape evolves, Frank remains dedicated to enhancing Citi's capabilities, ensuring that the firm not only meets regulatory standards but also achieves sustainable growth in its investment portfolio.
Senior Vice President at Citi in September 2022 to Present
Vice President, Business Banking Credit Risk Forecasting at JPMorgan Chase & Co. in January 2018 to September 2022
Head Of Analytics at MARINUS CAPITAL ADVISORS LLC in September 2009 to May 2017
Vice President at JP Morgan Chase in June 2007 to November 2009
Senior Vice President at The Winter Group in January 2004 to January 2007
Vice President at GreenPoint Bank in January 1991 to January 2004
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Risk Management
MBS
Valuation
Basel II
Fixed Income
Forecasting
Securitization
ABS
QRM
Intex Desktop
Treasury
Portfolio Management
Hedging
Investments
Bonds
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Discover more about CitiWhat is Frank Cfa email address?
Email Frank Cfa at [email protected]. This email is the most updated Frank Cfa email found in 2026.
What is Frank Cfa phone number?
Frank Cfa phone number is +16318809799 and +12033567643.
How to contact Frank Cfa?
To contact Frank Cfa send an email to [email protected]. If you want to call Frank Cfa try calling on +16318809799 and +12033567643.
What company does Frank Cfa work for?
Frank Cfa works for Citi
What is Frank Cfa's role at Citi?
Frank Cfa is Senior Vice President
What industry does Frank Cfa work in?
Frank Cfa works in the Financial Services industry.
Frank Cfa Email Addresses
Frank Cfa Phone Numbers
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