SUMMARY

• Senior Capital Markets and Investment Professional with experience across Trading, Risk Management, Treasury and Fixed Income, acquired at banking and investment management institutions.
• Subject matter expert in Securitization, Valuation and Hedging.
• Comprehensive asset class and securities instruments knowledge: Asset - Backed Securities, Government and Corporate Bonds, Derivatives and Currencies.
• Implementation experience of regulatory requirements for banks and financial services companies (MiFID II, PRIIPS).
• Driven and focused, skilled at solving complex problems and communicating with diverse audiences.
• Consultant with understanding of business issues across a range of markets and the regulatory challenges faced by banks, brokers, asset managers and funds. Hybrid Project Manager/Business Analysis skills and experience in the following areas:
• Proficiency in Market, Credit, Capital and Liquidity Risk models, including Interest Rates, Loans, Commercial lines, Structured Products, Borrower Scorecard, Rating Transition Matrix and Capital Stress Test.
• Practical trading knowledge of financial instruments including: Derivatives (credit, foreign exchange, interest rate, equity and commodity); Funding (credit facilities, corporate debt and intercompany loans); Investments (Corporate and Government Bonds, MBS, ABS, CMBS, municipal securities and money market instruments).
• Risk management and financial modeling: interest rates, forecasting, stress testing, funds transfer pricing, and liquidity risk management.
• Demonstrated research abilities. Adept at manipulating large financial data sets and building and testing statistical models for estimating asset prices and volatility, testing hypothesis and investment scenarios. Ability to debug and enhance model code.
• Experienced in the implementation of Risk and Control frameworks related to compliance with Laws and Regulations, Anti-Money Laundering and the Bank Secrecy Act.
• Technology skills and software: Bloomberg, Excel, VBA, R, SQL, MATLAB, Calypso, Murex, Intex, Jira.

PROFESSIONAL EXPERIENCE

Data Management Consultant

Confidential, Fort Lauderdale, FL

Responsibilities:

• Managed first line data related queries for MiFID II implementation across multiple workstreams, including inbound and outbound data flows in-scope of MiFID II: Pre-Trade and Post-Trade Transaction Reporting, Best Execution, Investor Protection, Product Governance. Represented Data Management on different MiFID II workstreams.
• Researched FIX protocols and MiFID II field contents with partners and system vendors. Worked with technical teams to source additional fields and downstream system implementations. Led MiFID II Best Execution surveillance and reporting, covering trade activity.
• Worked with a global team on the implementation of the PRIIPS regulatory requirements, covering retail insurance-based investment products: led comprehensive testing of the code developed for reporting risk and performance metrics, formulated tests, including decomposition of business and technical requirements into test case scenarios, executed test cases, results interpretation and regression testing.
• Managed the performance of the main application-level code, including diagnosis and troubleshooting, fixing code bugs and improving problematic programming. Worked closely with the development team to assist in the validation process.
• Provided ad hoc project implementation support and acted as a liaison between Project Managers and the code development team; supported post-production operational activities and issues management resolution.

Portfolio Risk Strategist

Confidential, Irvine, CA

Responsibilities:

• Managed lease residual risk hedging program, using options and swaps. Structured transaction, calculated pricing, attachment/detachment points, hedge ratio and loss coverage, dynamically rebalanced hedges and managed bank counterparties.
• Calculated market risk metrics and limits in line with firm risk appetite to ensure appropriate risk oversight of Treasury activities in the capital markets, including secured and unsecured funding products (senior and subordinated debt, auto ABS, conduit facilities and IR derivatives).
• Led cross functional initiatives in the implementation of new policies related to Basel implementation. Produced capital adequacy calculations and liquidity analytics: simulation of scenarios, subsidiary capital needs, management actions and liquidity uses to assess required resources.
• Developed quantitative models to assess diversifiable and idiosyncratic risks to forecast prepayment and default related risks on auto loans and leases. Modeled ABS loan and transaction level loss curves for $10 billion in securitized receivables.

Vice President - Credit Sales

Confidential, New York, NY

Responsibilities:

• Focused on the sales and trading of global emerging market debt and other fixed income products to a global array of investors, including hedge funds, real money accounts, bank treasuries and private wealth management groups.
• Expanded the client coverage across the United States and Latin America among hedge funds, asset managers, pension funds and private banks. Products included corporate and sovereign bonds, currencies (FX) and CDS.
• Distributed new issuance corporate bonds to institutional clients, including CEEMEA, Mexico and South America credits. Worked closely with and visited clients to understand trading goals and strategies, as well as provided feedback to desk traders to identify coverage gaps and deepen existing relationships.
• Engaged traders and research analysts in direct dialogue with clients, promoting a client driven trading environment.
• Conducted fundamental and quantitative analysis for clients in collaboration with research and desk strategists.

Treasury Manager - Cash & Liquidity Management, Funding and Investments

Confidential, Chicago, IL

Responsibilities:

• Led a broad range of Treasury projects which included liquidity management, cash flow forecasting, risk management, Treasury technology and post spin-off organizational design.
• Responsible for investments in Non-Mortgage ABS including credit cards (bank and retail), autos (loans, leases, dealer floorplans and revolving structures), student loans (private and FFELP), and esoteric structures (equipment, timeshares).
• Executed investment activity of short duration fixed income liquidity portfolio, including money market and asset-backed securities; evaluated investment alternatives for excess cash, performed portfolio stress testing and scenario analysis
• Initiated company’s investments in asset backed securities: determined portfolio duration positioning, selected individual securities and executed trades with sell-side brokers.
• Traded currency swaps to manage foreign exchange exposure allowing for higher operational efficiency of payments network.

Investment Portfolio Manager

Confidential, Chicago, IL

Responsibilities:

• Portfolio manager at mortgage fund with $2 billion in assets, focused on managing high quality fixed income portfolios for financial institutions (ABS/MBS/CMBS/RMBS).
• Performed credit and valuation analysis on various mortgage-backed securities sectors (pass-through, CMOs, derivatives, non-agency) to meet income, duration and convexity requirements. Assessed relative value, modeled cash flows and security level and portfolio durations in Intex and Derivatives Solutions. Managed prepayments and portfolio holdings as securities became seasoned to ensure collateral performance stayed within expectations.
• Analyzed portfolio performance and risk characteristics versus long term objectives. Performed attribution analysis by identifying key variances and determining causal factors for MBS portfolio. Wrote market commentary and communicated internally and with clients of the firm. Attended industry and investment manager conferences.