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Management Risk

Location:
New York, NY, 10021
Posted:
March 09, 2010

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Resume:

Ji Sun Rhee

*** * **** ** *** *M . New York, NY *0021 . ******@*****.*** . 516-***-****

(mobile)

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EDUCATION___________________________________________________________________

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Binghamton University, College of Arts and Science

. Bachelor of Arts in Mathematics ~ May 2005

. Bachelor of Arts in Physics ~ May 2005

EXPERIENCE

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Credit Suisse - New York, New York April 2008- Present

Prime Services Controller - Associate

. Took ownership and reconciled all Client Structures P&L which is

composed of all structured deals on the Credit Suisse swaps desk.

Produced all STRs for structured deals and liaised with Front Office

daily to produce a P&L that properly reflects the strategy.

. Instrumental in investigating and resolving over $4MM in legacy breaks

and developed new reconciliation methods to eliminate future potential

control incidents across all Prime Services books.

. Process re-engineering of front to back FX P&L for all cross currency

books in Europe region. Liaised with controllers in South America to

ensure all trades are booked timely and all P&L is allocated

accordingly.

. In conjunction with Equity Derivatives controllers and senior

management, created and implemented new procedures for price testing of

equity options, OTC put/call combos, and basket options in order to

better risk management a growing Prime Services business.

Morgan Stanley - New York, New York July 2006 - April 2008

Equity Swaps Controller - Associate

. Solely managed and reconciled all Proprietary trading P&L. Provided

attribution of P&L for each strategy within the arbitrage and

proprietary book to the CFO group as well as to senior management.

. Took initiative in balance sheet optimization project. Liaised with

trader and stock loan to reduce funding costs across Financing Products

as well as managed trader expectations.

. Liaised with trading desk, operations and controllers on a daily basis

to solve various ad hoc requests arising from various departments within

the firm.

. Strategically planned and coordinated deployment of daily functions

within Equity Controllers space. Took lead in Tradeable Swaps training

to counterparts in MS offsite location.

. Wide array of securities that have been dealt with are stocks, options,

combos, equity swaps, interest rate swaps, swaps with optionality,

convertible bonds, futures, indices, credit default swaps and OTCs.

Imagine Software - New York, New York

June 2005 -

June 2006

Trade Support Analyst

. In conjunction with users, isolated problems from symptoms through

simulation, determined solution, and developed and implement

resolutions in a timely manner via phone and/or e-mail.

. Using a broad financial knowledge of the variety of different

securities available, recommended solutions in order to improve

efficiency within client's database and operations.

. The wide array of securities that have been dealt with are stocks,

preferred stocks, options, futures, indices, convertibles, cash

currencies, cross currencies, barrier options, corporate bonds and

OTCs.

. Often recommended solutions that entail significant knowledge of

Imagine's risk management tools, the derivation of the Greeks, and

suggesting appropriate hedges for client's portfolios.

. On-site visits to various hedge funds, to determine and tend to all

the issues with Imagine software. Such issues include problems with

projection reports, and profit/loss values for many of the client's

portfolios.

SKILLS______________________________________________________________________

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Computer: Microsoft Windows 95/98/ME/2000/XP, Certified Excellent

Microsoft Office skills: Outlook, Excel (pivot tables, arrays, macros,

vlookups), Access, Word, Java Programming, Bloomberg, SQL (beginners),

VBA (beginners), PeopleSoft

Language: Conversant and written knowledge of Korean

ACTIVITIES &

INTERESTS___________________________________________________________________

__________________

Activities: -Secretary (2003-2004) and Treasurer (2004-2005) of Korean

American Student Association

-HAN Perspective Layout Staff: Bilingual magazine

Interests: -Enjoys reading, cooking, traveling, movies & music,

museums and sports.



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