Managing Director, Head of MBS Derivatives and Rates
Mr. Stoytchev is a Managing Director and Head of MBS Derivatives and Rates, responsible for the trading and risk management of agency and non-agency MBS derivatives and specified pools. Mr. Stoytchev started his career at Ellington by developing, together with Professor Geanakoplos, many of the firm’s proprietary models, most notably Ellington’s proprietary mortgage prepayment models. Mr. Stoytchev graduated summa cum laude from Yale University with a Bachelor of Arts in Applied Mathematics and Economics, “With Distinction” in both majors. His senior thesis Valuation of Mortgage-Backed Securities was written under the guidance of Professor Geanakoplos.