Sales Management

Aaron DeCoste

** ******** ******, **********, **, 01701 Phone: 617-***-****

Email: ********@**.***

EDUCATION

BOSTON COLLEGE, Chestnut Hill, Massachusetts

Carroll School of Management

Masters of Science in Finance, May 2009

BENTLEY UNIVERSITY, Waltham, Massachusetts

Bachelor of Science, Finance, Minor in Mathematics, May 2004

COMPUTER SKILLS

Language: JAVA, VBA, C++, Oracle/SQL

Software: MATLab, Palisade @Risk, Calypso, Allegro, JRisk, WinQSB, Excel, Hewlett Packard Virtual Engineering

Environment, AutoCAD 2000

Financial: Bloomberg API, FT Interactive (IDC), Reuters, Lexis-Nexis, Market Guide, Crystal Ball, ITG

PROFESSIONAL EXPERIENCE

TransCanada Power Marketing Ltd., Westborough, Massachusetts June 2007 – May 2009

Commodity Structurer

• Trade both physical and financial Northeast gas basis, Nymex gas futures and options and weather products within physical asset

and proprietary trading books.

• Structure various products such as heat rate, spark spread and fuel switching options.

• Constructed financial models using MATLab and excel for the valuation of energy assets and transactions including power

generation, tolling transactions, load following transactions, sales of existing assets, asset acquisitions, storage options, fuel

transportation, long term fixed price energy purchases and sales by utilizing a variety of internal and external valuation models.

• Model gas transportation contracts to optimize North American gas basis trading.

• Provide short and long-term quantitative-based price and market analysis for the North American power, natural gas and oil

markets.

• Develop market insights, forecasts and bidding strategies for FTR (Future Transmissions Rights) and TCC (Transmissions

Congestion Contracts) trading.

• Responsible for calculating the Eastern Portfolio value at risk and earnings at risk assessment through simulating portfolio

performance using MATLab and Excel/@Risk and reporting monthly to corporate.

Wellington Management Company, LLP, Boston, MA May 2006 – June 2007

Quantitative Analyst

Developed alternative valuation techniques via excel and VBA modeling for complex and highly illiquid products such as variance,

inflation linked, total return swaps, commodity derivatives and emerging market debt.

Performed model validation to detect, identify, and quantify risks in the area of marking-to-market and risk management of model

intensive products.

Monitored effectiveness of financial models and collaborating with traders and portfolio managers to calibrate new models.

Evaluated the unique risks derivative instruments and strategies used across the Firm using RiskMetrics and other proprietary

reporting tools.

Responsible for monitoring and analyzing effectiveness of models and collaborating with traders for identification of new products

and revenue positive trading opportunities

UBS Investment Bank, Stamford, CT April 2005 – May 2006

Credit Analyst, Global Credit Derivatives Trading

• Worked with both the Front Office quantitative team and Model Risk quantitative team to develop innovative valuation

techniques .

• Executed month-end price testing of bonds and CDS as well as evaluating the month-end credit liquidity reserve

calculation for bonds and CDS.

• Reviewed and sign-off on US Structured Fixed Income Balance Sheet and work with the Valuations team to resolve

valuation testing issues and ensure necessary reserves are recorded and reported.

• Evaluated new business initiatives including keeping abreast on new cutting edge products that are traded in the

Structured Credit business, and on changes in accounting policies and regulatory requirements.

• Calculated and verified cash flows on various Credit Linked Note, Interest Rate Swap and Credit Default Swap

transactions.

• Performed liquidity testing on a monthly basis to ensure that the reserves are within the banks risk guidelines.

KPMG LLP, Boston, MA December 2003 – April 2005

Associate, Investment Management & Funds

• Delivered final pricing analysis and reports to engagement teams on issues such as variance analysis, NAV effect/tolerance

analysis, foreign exchange analysis, and shares/market value analysis.

• Performed independent pricing on various securities such as commercial paper, swaps, options, warrants, mortgage backed

securities, interest rates swaps and credit instruments.

• Presented analytical, project process management and practical pricing skills to further the adoption of value-based pricing

throughout the organization.

• Developed pricing metrics that establish value with customers as well as expand models and programs to monitor results from

various internal initiatives.

• Conducted analysis of consulting market pricing to support KPMG’s competitive pricing strategy in addition to reviewing and

maintaining best practices for value-based pricing.

• Executed accuracy testing of client’s financial statements, fund accounting, and custodian bank portfolios.

WORK AUTHORIZATIONS

Canada: Citizen

United States: Permanent Resident

References Available Upon Request

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