Gurkan Gurel

Background

About Gurkan Gurel

This is my personal LinkedIn account, I use it for personal rather then professional purposes. Thus there is no association to either my employer or my client. My most interesting Project: I developed a sophisticated, proprietary prepayment model for collateralized mortgage obligations and mortgage-backed securities entirely in C++. This innovative model is designed primarily as an asset pricing tool, leveraging C++ to perform high-speed, precise simulations that capture the dynamic interplay between interest rate fluctuations and mortgage pool behavior. This approach enables accurate valuation in even the most complex financial environments, supporting informed decision-making in asset pricing. The tool can also be used by Issuers to construct the right structure for CMOs, to mitigate risks of for example Subprime borrowers. Beyond its core asset pricing functionality, the model also serves as a powerful stress testing tool. It facilitates detailed scenario analysis to evaluate portfolio resilience under extreme market conditions, providing a comprehensive framework for risk management and strategic planning. This work is entirely my own and reflects my commitment to developing advanced financial modeling solutions that address real-world challenges. I am passionate about harnessing technology to drive innovation in the financial sector, and I welcome the opportunity to connect with professionals and thought leaders in mortgage analytics and financial risk management. Membership: Ronald Reagan Presidential Foundation and Institute