Val Petrov, PhD, CFA
Managing Director at Wellington Management, Fixed-Income Portfolio Manager
Val Petrov, PhD, CFA, As a portfolio manager on the Mortgage-Backed Securities team, Val concentrates on development and implementation of relative value models across yield curves (Agency Debt, Treasuries, Swaps) and Mortgage-Backed Securities (MBS) products. His duties include the valuation, quantitative modeling, and relative value analysis of MBS products and MBS subsectors. He is also responsible for development of the Wellington Management proprietary prepay model, analysis of underlying characteristics of mortgage pools, and integration of pool selection criteria into the firm’s relative value framework. Additionally, Val is a member of the firm’s Mortgage-Backed Strategy Group.
Prior to joining the firm in 2000, Val worked at Ascent Capital Management LLP (1999 – 2000), Applied Insurance Research, Inc. (1998 – 1999), and the University of Texas at Austin (1995 – 1998).
Val received his PhD in nonlinear dynamics/physical chemistry from West Virginia University (1995) and his masters in physics and applied mathematics, with honors, from Moscow Institute of Physics and Technology (1990). He also holds the Chartered Financial Analyst designation.
Professional experience since 1995
Ascent Capital Management LLP
Applied Insurance Research, Inc.
University of Texas at Austin
PhD, West Virginia University
MBA, Moscow Institute of Physics