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Project Manager Assistant

Location:
Laval, QC, Canada
Posted:
November 04, 2014

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Resume:

MARVINA S. ROBINSON

Brooklyn, New York *****

917-***-**** acglux@r.postjobfree.com

Experienced financial professional with superior knowledge and experience

with commodities, derivatives, interest rate products, exotic products and

options. Excellent verbal and written communication skills, ability to

deliver a confident and compelling message in a sales or public speaking

situation, high level of passion and caring about work product, strong

technical skill-set and, experienced in project management and ability to

follow through on goals independently while communicating progress to team

members.

PROFESSIONAL EXPERIENCE

DEUTSCHE BANK, New York, NY 2013 -Present

P&L Attribution Business Analyst

Fulfill the Business Analysis function within the Federal P&L Attribution

programme to support cross-business review of the P&L attribution policy

implemented and associated process and control functions.

. Responsible for understanding the internal testing standards along with

gathering and analyzing evidence to assess the compliance standards.

. Focusing on ensuring transparent audit trails are in place for

adjustments made to system driven risk based attribution numbers.

. Liaise with clients (Front Office, Operations, Finance and Risk

Management) to obtain, analyze and document the adherence to minimum

standards.

. Work with the various business functions to agree appropriate remediation

tasks and timelines to remove gaps.

. Analyze and identify possible risks and issues that could impact delivery

and either resolve them or escalate as appropriate.

RBS Sempra Commodities, Stamford, CT 2009 - 2012

Physical Power Assistant Vice President

. Analyzed and reconciled settlement data with New York ISO, PJM, ERCOT,

CAISO and third party contracts.

. Invoiced power products for capacity transactions, option premiums,

physical and financial power.

. Performed timely and accurate updates to physical power volumes

associated with power plants and load servicing agreements.

. Prepared FERC reports for ISO quarterly reporting for in house and

external clients.

. Created data analysis of trading volumes, market trends, etc. to support

business decisions.

. Lead Project Manager for unwinding electricity business (Ensured business

objectives and priorities were identified and being addressed, prepare

and maintained detailed project plans, communicated status updates to

CFO including Executive Steering Committee, Tracked and escalated risks

as appropriate, identified and created key metrics for measuring progress

on specific projects, interfaced with partners across other functions

including technology, operations and finance to ensure all deliverables

remain on target).

CITCO FUND SERVICES, New Jersey City, NJ 2006 -2008

Pricing Risk Associate

Assist portfolio managers and traders in analyzing, modeling and pricing

fixed income and equity derivative securities.

. Analyzed the risk exposures of the desk's overall position by performing

portfolio stress test analyses and identify key risk factors to stress.

. Evaluated and reported on the risk profiles of foreign exchange and

appropriate hedging transactions.

. Pricing of multiple derivative instruments (Interest Rate Swaps, Credit

Default Swaps, Heat Rate Options, Equity Derivatives, Caps/Floors).

. Assumed responsibilities for P&L production for various portfolios by

providing commentary on P&L and associated attribution for management

reporting purposes.

. Prepared periodic reports and in-depth analyses of pricing analyses and

impacts from results of back tests of trading and hedging strategies.

. Worked on short/long term modeling projects, which includes enhancing

current models and assisting in creating new models.

CREDIT SUISSE, New York, NY 2004 - 2006

Mortgage Derivatives Trading Assistant

Collaborated with traders in handling various derivatives products (i.e.

Balance Guarantees, Available Funds Caps, Total Rate of Returns, Credit

Default Swaps, CMBS Index Swaps, Constant Maturity Mortgages), which

include marking positions, booking and balancing trader's daily activity in

addition to monitoring and resolving trade issues.

. Updated trading positions with regards to hedges, durations and pricing

methods.

. Booking of trades, maintain positions, validating P&L and prepare ad hoc

reports using the front office systems and Bloomberg.

. Performed daily pricing for Single Name and Index (ABX/CDX) Credit

Default Swaps.

. Determined and provide prepayment/unwind fee calculations for derivative

transactions.

. Created various payment models on amortizing mortgage-backed securities

with multiple tranches.

. Assisted with the development and maintenance of financial models.

Interest Rate Derivatives Product Controller

Produce daily P&L for a number of different interest rate derivatives

(including swaps, swaptions, bond options and caps/floors), provide

detailed explanation by utilizing Greek attributes.

. Explained and validated P&L according to market moves, new trades and

other market influences.

. Managed all marketing and risk provisions on the books to ensure accurate

profit and loss reporting.

. Performed daily price uploads and monthly price testing such as

Correlation and Volatility Skew Testing.

. Collected and reviewed/analyzed derivative valuation statements from

independent market quotes which utilized yield curves, volatility

surfaces and long term interest rates.

AMERADA HESS, New York, NY 2001 -2003

Commodities Analyst

Analyzed and calculated daily margin call, produced P&L detail reports and

reconciled positions for Commodity futures and OTC derivatives.

. Managed daily trade maintenance for gas, energy and weather derivatives.

. Created margin model for the daily margin call, which clearly identified

risk exposure and significantly reduced production time.

. Reported and explained daily changes in profit and loss for gas and

energy desks to senior management

. Communicated with Treasury Department to ensure proper margin call

receipt and payment with broker/dealer.

EDUCATION

Columbia University, New York, NY, Master of Arts, Statistics

(Concentration: Finance)

2004

Norfolk State University, Norfolk, VA, Bachelor of Science, Biology

2000 COMPUTER SKILLS

MS Office, MS Access, VBA Programming, SQL, Visio, Bloomberg, TradeWeb,

FinCad, IntexDesktop, YieldBook, S-Plus, FactSet, Maple, Crystal Reports,

Summit, MS Visio.



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