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Chris Wilson, CFA

Senior Client Portfolio Manager

Chris Wilson is a fixed income client portfolio manager at Voya Investment Management and head of the fixed income client portfolio management team. Prior to joining the firm, Chris was head of the North America fixed income client portfolio manager team for AllianceBernstein. Chris began his career and served in multiple roles at AllianceBernstein including fixed income portfolio manager, currency trader, quantitative analyst and head of fixed income product management. Chris received his BS in mathematics/management from LeMoyne College. He holds the Chartered Financial Analyst® designation.

 

Modeling Securitized Credit

The evolution in securitized credit markets post the financial crisis highlights the diverse array of opportunities spanning the securitized and structured finance universe.  At the same time, the fragmented nature of the securitized credit universe has challenged index providers, as Securitized Credit encompasses a diverse range of subsectors traversing investment grade, to below investment grade and non-rated securities, as well an array of fixed and floating rate coupons.  The confluence of these events has “broken the mold” for index creation, and hampered efforts to model and conduct asset allocation studies.  With investors and asset allocators searching for ways to model and identify appropriate strategic allocations to this important part of the fixed income market, the course endeavors to address this challenge and highlight that investors have strategically under-allocated to this opportunity.      

 

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