Mr. Skawinski joined LL Funds in February 2012 with over 15 years of experience across portfolio management, trading and strategy functions in the mortgage and asset-backed industry. Prior to LL Funds, he was a Vice President in ABS Trading at Deutsche Bank, trading subprime and non-agency bonds for the bank’s flow desk. Prior to a trading position, he was part of the Strategy Team, where he provided quantitative analysis of residential non-agency sector, led quant development of relative value and loan- level models and marketed trade ideas to clients. He started at Deutsche Bank in 2004 as part of the risk management team modeling CMBS CDS, CDS option and correlation trading activity, working with traders and risk managers on theoretical underpinnings and shortcomings of credit models. Mr. Skawinski started his research and investing career at Goldman Sachs in the Firm-wide Risk Quant Group as a Programmer Analyst in 2000. He holds a MA in Mathematics of Finance and a BS in Operations Research, Economics, and Computer Science from Columbia University.