Brian Brennan
Chief Risk Officer & Co-Head of Portfolio Management
Brian Brennan is the Chief Risk Officer and Co-Head of Portfolio Management at Saluda Grade. He has 30+ years of experience in trading, origination, portfolio management, and sales. Prior to joining Saluda Grade at its inception, Mr. Brennan built the whole loan mortgage trading desk at RW Baird. He was a founding partner of RMBS Management LLC, a mortgage centric securitized products hedge fund. Previously, Mr. Brennan co-managed mortgage investments for Camulos Capital and managed the prime residential loan business for Merrill Lynch. This included bulk loan trading and managing pipeline risk for Merrill Lynch Credit Corporation (Merrill Lynch’s retail mortgage originator). Prior to Merrill Lynch he worked at Deutsche Bank and Citicorp. Mr. Brennan holds a BA from the University of Connecticut.