Senior Fixed Income Trader Resume

SUMMARY:

Senior fixed income portfolio trader managing swap and options book for the Confidential
3 years of institutional macro trading experience in G7 fixed income and FX derivatives
3 years of experience running consistently profitable prop trading book (fixed income, FX, equity index futures)
7 years of quantitative finance modeling and trading strategy development experience

TECHNICAL SKILLS:

PROFESSIONAL EXPERIENCE:

Senior Fixed Income Trader

Confidential

Responsibilities:

Managing BofA swap and options book for the purpose of hedging and enhancing bank’s portfolio yield. Significantly contributed to the trade selection process. Conducted multi - billion dollar transactions in Eurodollar/UST futures, treasuries, swaps, and swaptions
Introduced quantitative methodology techniques, developed earlier for mortgage servicing rights book, to bank’s mortgage book. It improved hedge selection process and resulted in significant savings to the bank
Responsible for hedging the majority of Confidential debt issuance, both domestic and foreign in G7 countries via cross currency swaps
Running a profitable trading book using G3 fixed income interest rate derivatives, FX and equity index futures
Developed and successfully implemented several relative value and directional models. Both quantitative and behavioral aspects were incorporated

Fixed Income Trader

Confidential

Responsibilities:

Traded swaps, swaptions and mortgages for mortgage servicing rights book. Trading decisions were based on book sensitivity to a number various rate, volatility and mortgage basis scenarios; fundamental economic bias was used to position the MSR book
Designed and implemented swap butterfly trading algorithm taking advantage of intraday curve distortions caused by the outsized institutional flows. Purely a mean reversion play that was right for that low volatility environment and generated over $2mln during the six months period

Senior Quantitative Finance Analyst

Confidential

Responsibilities:

Modeled interest rates behavior to price mortgage servicing asset and hedge instruments
Developed tools to optimize hedge construction, i.e. designed the most cost and risk effective hedge
Took part in development of interest rate, volatility and mortgage scenarios, which I later used in my role as fixed income trader for mortgage servicing rights book