Profile
Mr. Nicolas Vassalli is Head of Portfolio Management at Structured Portfolio Management LLC.
He joined the firm in 2003.
He works with Mr. Mok to run the portfolio management team.
His primary responsibilities include trading Agency and non-Agency RMBS, CMBS, rates volatility and various other non-mortgage securitized products.
He is also experienced in risk and modeling, and before joining the portfolio management group, he was focused on SPM’s quantitative models and strategies, including prepayment modeling, credit modeling and hedging strategies.
Prior to his career with SPM, Mr. Vassalli was a ratings analyst in the Structured Finance Group at Moody's Investors Service where he was responsible for rating new securities and developing quantitative credit-risk models.
He had previously been a researcher at the Swiss Institute of Banking and Finance where he conducted research on high-dimensional American derivatives pricing.
Mr. Vassalli graduated from the University of St. Gallen (Switzerland), where he received a Master’s degree in Economics with a concentration in Quantitative Finance.
Former positions of Nicolas Vassalli
| Companies | Position | End |
|---|---|---|
Structured Portfolio Management LLC
 Structured Portfolio Management LLC Investment ManagersFinance Structured Portfolio Management LLC (SPM) is an independent hedge fund manager headquartered in Stamford, Connecticut. The firm was founded by Donald Brownstein in 1997. SPM provides investment services to high net-worth individuals and institutional clients. | Portfolio Manager-Fixed Income | - |
| Swiss Institute of Banking & Finance | Corporate Officer/Principal | - |
Moody's Investors Service, Inc.
 Moody's Investors Service, Inc. Insurance Brokers/ServicesFinance Moody's Investors Service, Inc. is a credit rating and investment research firm headquartered in New York City. They are a subsidiary of Moody's Corp. (NYSE: MCO). The firm performs international financial research and analysis on commercial and government entities and provides a variety of analytic tools for assessing credit risk. Their clients include creditors, investment banks and commercial banks. | Corporate Officer/Principal | - |
Training of Nicolas Vassalli
| University of St. Gallen | Graduate Degree |
Experiences
Positions held
Connections
1st degree connections
1st degree companies
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Female
Members of the board
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Linked companies
| Private companies | 3 |
|---|---|
Structured Portfolio Management LLC
Structured Portfolio Management LLC Investment ManagersFinance Structured Portfolio Management LLC (SPM) is an independent hedge fund manager headquartered in Stamford, Connecticut. The firm was founded by Donald Brownstein in 1997. SPM provides investment services to high net-worth individuals and institutional clients. | Finance |
Moody's Investors Service, Inc.
Moody's Investors Service, Inc. Insurance Brokers/ServicesFinance Moody's Investors Service, Inc. is a credit rating and investment research firm headquartered in New York City. They are a subsidiary of Moody's Corp. (NYSE: MCO). The firm performs international financial research and analysis on commercial and government entities and provides a variety of analytic tools for assessing credit risk. Their clients include creditors, investment banks and commercial banks. | Finance |
| Swiss Institute of Banking & Finance |
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