PROFILE

Self-motivated, driven and versatile professional with over 10 years’ experience in capital market research, trading and technology implementation for regulatory compliance.

Lead analyst with Liquidity Coverage Ratio as part of Basel III requirements.

Head trader/analyst for global macro and commodity strategies, responsible for market positioning, risk controls and executive relationship building with global and Wall Street entities.

In depth knowledge of Stocks, Futures, Forwards, Swaps, Options

Highly skilled in trade execution, risk analytics, market research, portfolio management and account transitions to larger institutional businesses with a balance of entrepreneurial and organizational abilities.

Self-motivated to achieve optimal fiduciary performance, pursue profitable market opportunities, ensure regulatory compliance and meet aggressive business objectives.

Multi-tasking talents in team building, office organization, needs analysis, process improvement and development, multi-project supervision and attention to detail.

Extensive exposure to cross-cultural dynamics and multinational business practices in a sales capacity

Fluent in English, Spanish and Portuguese.

EMPLOYMENT HISTORY

Bank of America, Jersey City, NJ June 2014 – Current

Vice president, Lead Analyst Prime Brokerage Capital Markets and Risk

Lead BA responsible for a team of analysts and developers to deliver all specified business requirements within a specified timeframe specifically as it relates to Liquidity Coverage Ratio (LCR) requirements as defined under BASEL III

Lead analyst with Liquidity Coverage Ratio as part of Basel III requirements.

In depth knowledge of Software Development Life Cycle (SDLC), having thorough understanding of various phases like requirements, analysis/design, and development and testing. Excellent Business writing skills in writing BRD/FRD with Use Case Specifications.

In depth knowledge of Stocks, Futures, Forwards, Swaps, Options

Good understanding of Credit Derivatives – Credit Default Swaps, Synthetic Securities (CDO, CMO & CLO), Total Return Swaps, Credit Spread Forward and Options, Credit Linked Notes etc.

Analyzed trading positions with VaR concept for Market Risk and Credit Risk

Strong knowledge of regulatory requirements for overall banking activities

Solid understanding of gap analysis, requirements management, testing and project plans

Castlestone Management, New York, NY/London, UK April 2007 – June 2014

Head Trader / Risk Manager / Lead Analyst

In charge of leading a team of 5 traders, analysts and operations team in managing portfolio position, hedging strategies and risk boundaries of each Fund. Ultimately responsible for the gross profitability of the firm. Perform critical supply and demand research and analysis of commodity and global equity markets. Active member of the Investment Committee with focus on providing global macro and commodity trades and commentary some of which were sited on numerous reports including Bloomberg and the Wall Street Journal.

Responsible for maintaining each strategy within it’s risk parameters/bounds as defined by the fund’s investment objectives and in compliance with regulatory law.

Generated original trading ideas with a fine balance of thorough fundamental analysis and technical studies to deliver short, medium and long-term investment objectives.

Perform explanatory marketing presentations to existing and new clients

Identify supply and demand imbalances across most commodity markets and investigate potential macroeconomic and geopolitical influences on the global markets

Commented and sited on the current market condition to well respected journalists

Portfolio Management and Risk management across all of the funds to include all hedging strategies

Present and/or report suite of products to existing and prospective clients across the world.

Designed and implemented risk metrics in house proprietary models to encompass both parametric and non-parametric approaches to VaR, Monte Carlo simulations as well as correlation analysis and portfolio stress testing.

Designed several supply and demand commodity models

Designed and implemented a comprehensive P&L system to track real-time performance across multiple portfolios.

Deutsche Bank, New York, NY 2005 – 2007

Credit Risk Analyst

Key participant in developing and instituting policies and procedures to achieve maximum efficiencies.

Collaborated with IT units to facilitate system upgrades and logistics enhancements.

Processed factor adjustments for Corporates, FNMAs, CMOs, TBAs and other securities as needed.

Produced KYC reports and later moved on to trade confirmation reporting.

EDUCATION

Rutgers University 2006

Post-grad Non-degree in Quantitative Finance

Rutgers University 2005

B.A. Degree in Economics

B.S. Degree in Mathematics

Seton Hall University 1999

A.A.S. Degree in Economics

CERTIFICATIONS

Level 2 CFA Candidate; CMT certified; Series 65; Matlab Certification;

CORE COMPETENCIES

Fund Management

Risk Management

Commodities Trading

Broker Relations

Trading Operations

Market Research

Trading-futures, options, fx

Relationship Building

Executive Presentations

Performance Metrics

Strategic Market Penetration

Competitive Analysis

Supply & Demand Analysis

Policies & Procedures

Technical Studies

Investment Consulting

Options Strategies

Financial Products

Start-Up Operations

Industry Regulations

US Army Veteran

Multilingual

International Marketing

Entrepreneur

TECHNOLOGIES

MS Word

MS Excel

MS Access

MS PowerPoint

MS Visio

MS SQL Server

C++

C#

MATLAB

MS VBA

Bloomberg

Python

MILITARY

United States Army 1993 – 1997

Specialist

Army Commendation Medal

Basic NCO program.

Honorable Discharge

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