Investment manager, structured finance, risk management, Latin America

*** ******* ****** ****** 201-***-****

LEONARDO REOS

Paramus, NJ 07652 *****@*****.***

PROFESSIONAL EXPERIENCE

DEUTSCHE BANK – New York City September 2009 – October 2012

Director – Wealth Portfolio Manager / Latin America

• Implemented and managed advisory and discretionary fixed income portfolios and strategic/tactical allocation for Latin

American larger wealth clients serving as portfolio strategist on global markets;

• Expanded investment proposals and provided active investment advisory and risk management solutions to clients;

• Served as product generalist across major asset classes marketing vanilla and complex investment products, as well as

cash and derivative strategies eg. long/short plays, bond new issues, FX strategies, IR derivatives, structured products,

CDS/CDX etc; wide use of internal portfolio analysis and Bloomberg tools;

• Conducted frequent client meetings and travel to the region. Promoted to senior team leader of eight investment

managers;

• Managed more than $500mm average AUM, contributing to bring over $150mm in new assets;

Vice President - Structured Products & Interest Rate Derivatives June 2004 – September 2009

• Responsible for sales and trading of notes and OTC derivative solutions on major asset classes to offshore clients;

• Enhanced client advisory and implementation of structured Interest Rate, Credit and FX derivative solutions for hedging

or speculation. Served as product specialist at client meetings and provided frequent training to senior bankers; Supervised

two analysts and extensive use of Bloomberg analytics, macros and internal models;

• Implemented pricing and structuring of Interest Rate & FX derivative transactions for international and US clients;

• Improved coordination and arrangement with legal and compliance groups on the approval of new deals, trading

platforms and agreements under different issuance programs for offshore clients;

• Directly responsible for 50% revenue growth and significantly expanded the structured notes and swaps business

across major asset classes, proprietary algorithm-based strategies and hybrid derivatives;

FANNIE MAE - Washington D.C. June 2003 - June

2004

Portfolio Analyst – Mortgage Risk Management

• Developed procedures and documentation for mortgage portfolio risk and forecast analytic reporting;

• Performed valuation and forecasting of the book of assets, synthetic debt and off balance sheet derivatives (eg.

MBS/REMICS/Callables/Swaptions) using internal models and participated in risk management meetings;

• Tested, calibrated and validated models, coordinated with technology group and assisted on the portfolio risk analysis;

• Improved the reporting on the cash and synthetic debt and derivatives (according to FAS 133, 115 and 149) and

performed data analysis on mortgage book.

AMTRAK - Washington D.C. January 2001 - June

2003

Sr. Financial Analyst – Corporate Structured Finance

• Significantly enhanced reporting and analysis of the company’s structured financings to the CFO, investors and outside

agencies (e.g. leveraged leases, asset-backed debt, structured LOCs, SPVs) and in depth evaluation of financing

transactions and capital structuring decisions; extensive use of spreadsheet models, macros and VBA coding ;

• Successfully implemented and monitored energy derivative contracts (eg. Swaps, Collars) for the company’s hedge

program and reported FAS 133 accounting rules; assisted the CFO on risk management decisions;

• Performed debt forecasting, budgeting and cashflow variance analysis on the structured debt and guarantees;

• Worked on building a database for the company’s structured deals using MS Access tables and reports.

DELOITTE & TOUCHE LLP / CRIIMI MAE – Maryland April 2000 - January

2001

Risk Analyst - MBS/CMBS Reporting

• Evaluated commercial real estate financial statements on securitized pools of mortgages and reported on loan status;

• Reported financial and statistical data on pools of mortgages backing the mortgage backed securities and evaluated risk

and performance metrics (e.g. risk and return ratios, etc); weekly reporting on mortgage industry trends;

• Extensive use of spreadsheet models and macros as well as SQL and SAS coding.

408 Chelsea Street Mobile 201-***-****

LEONARDO REOS

Paramus, NJ 07652 *****@*****.***

BANCO SUDAMERIS SA – Buenos Aires, Argentina March 1998 - March

2000

Associate / Jr. Trader – Fixed Income Sales and Trading

• Successfully managed a $40MM portfolio of CP, municipal debt and loans/receivables generating a 40% return;

• Junior trader on the local government debt and spot/forward FX desks;

• Reported on minimum capital requirements, interest rate gap, VAR, stress tests, liquidity and solvency to the Central Bank.

AUDITING & CONSULTING, Argentina January 1997 - March 1998

• Brodersen & Associates – Audited and prepared financials and income tax returns for small financial institutions.

• Mendoza City Government – Researched on macroeconomic and investment issues of major industries in the region.

EDUCATION, CERTIFICATIONS AND SKILLS

• M.S. in Finance (concentration in Derivatives) – Johns Hopkins University, MD; 2003

• M.A. in Economics (concentration in Mathematics) – Torcuato DiTella University, Argentina;

2000

• B.A. in Economics (6yr graduate-level degree) – Universidad Nacional de Cuyo, Argentina;

1997

• Professional Certificate in Structured Finance – New York University, NY; 2007

• Financial Risk Manager Certification (FRM) – Member of the Global Association of Risk Managers (GARP);

2004

• Spanish (Fluent) / French (Intermediate) / Portuguese (Intermediate);

• NASD licenses Series 7 & 66; Extensive Bloomberg analytics and DB product training; VBA and SAS programing.

For internal use only

Contact this candidate