Leo Zaslavskiy
** ****** ****** ****, *******, Massachusetts 02056
508-***-**** [h] 508-***-**** [m] **********@*******.***
Experience
MFS Investment Management, Boston, MA 2004-11/2008
Investment Officer - Loan Trader
. Responsible for the daily trading desk activities, focusing on
accurate, efficient and timely execution of bank loan purchase and
sale transactions. (Zero trade errors during tenure)
. Performed ongoing surveillance of market trends. Advised the credit
team of pertinent developments
. Solicited, analyzed and distributed information related to newly-
syndicated bank loans
. Performed ad-hoc relative value investment analysis against
publicly-traded securities of an issuer. Sought capital structure
arbitrage opportunities. Where possible incorporated current basis
information obtained from the synthetic markets.
. Conducted thorough reviews of available credit documentation in
order to identify collateral, reporting or transfer specificities
and potential trading restrictions
. Took an active role in credit committees providing valuable market
intelligence and technical overview of specific credits
. Designed robust analytical models aimed at evaluating current and
prospective holdings using Bloomberg API data supplemented by
information from various loan market sources
. Designed a screening tool aimed at identifying groups of
investments that optimize Collateralized Loan Obligation's
performance
. Designed a monitoring tool used for minimizing pricing errors
within the portfolio.
. Oversaw screening of material non-public information published by
debtors. Assured compliance with internal policies
. Performed hypothetical testing of two CLO portfolios to assure
compliance with indenture requirements.
. Vigorously participated in the initial rollout of the senior loan
product. Drawing on past experience provided guidance and advice
to information technology, settlements, financial reporting and
marketing departments within the firm. Developed ad-hoc tools to
sustain operations through the integration process
Lewtan Technologies, Waltham, MA 2002-2004
Analyst
. Created robust Excel models used in data collection activities for
over 200 Collateralized Debt Obligation accounts.
. Took a leadership role in designing an exposure reporting tool for a
"fund of funds" client. Drawing on prior experience, designed a
process to aggregate compliance data obtained from hundreds
indenture trustee reports into a single database.
. Translated Collateralized Loan Obligation indenture documents into
technical specifications, to be used in creation of a deal
management module. Designed complex compliance monitoring and deal
management modules using SQL code. Trained client personnel and
performed post-delivery adjustments.
Cypress Holding Company, Boston, MA 2000-2002
Account Manager
. Acted as a liaison between custodial banks and the firm. Assured
accurate and timely recording of the firm's transactions.
Spearheaded implementation of Wall Street Office deal management
system at the firm as well as reconciliation of books and records
with custodian banks.
. Performed cash management functions. Created detailed cash need
projections and coordinated short-term investments.
. Oversaw trade settlement. Actively pursued counterparties in the
effort to ensure timely settlement and minimize failed trades.
Vigorously sought delay compensation from counterparties.
. Actively participated in preparation of periodic compliance reports.
Technical Experience
C++, SQL, Bloomberg API, Yield Book, Wall Street Office, MS Office, MS
Visual Basic, iCDO, ABSNet, ClearPar, TradeSettlement Inc.
Education
Northeastern University, Boston, MA
Bachelor of Science in Financial Management