Westhoff will focus on delivering the bank’s research in mortgage-backed securities, asset-backed securities and other structured products to clients, as well as strengthening the leadership position in the market.
He will continue to develop the bank’s suite of structured product analytics, with a particular emphasis on Credit Suisses’ mortgage-backed security prepayment models which are used internally and by clients.
Most recently, he was head of consumer modeling teams at JP Morgan. Prior to the merger between Bear Stearns and JP Morgan, he was a senior managing director and head of quantitative research at Bear Stearns.