email@example.com **R Reading Road, Edison, NJ 08817
Energetic, result driven and detail oriented Treasury and Derivative Specialist with 10+ years of experience in funding, investment and market analysis, attention to details, analytical thinking, business acumen, and client relationship experience.
Extensive experience in trading short term money market products including CP/CD, Treasuries.
In addition well versed in markets, portfolio management, trading strategies for funding and hedging
Bloomberg (SEF, FXALL), R, Trading Technology
Marketwire, Prime Trade, Python, TradeWeb, Yieldbook,
Vice President- Treasury/short term funding desk
China Construction Bank 2018-2019
-Desk is a short term funding desk focused on CP/CD/TD/Treasuries and repos.
-Responsible and manage the liquidity portfolio of $500m-$1bn consisting of Treasuries and Credit bonds. PnL made about $800K-$1M
-Repo trader: market maker of the U.S repo market both bilateral and Triparty. Assisted in starting the repo business which has grown to $3bn a day. Consistently made profit in the reverse repo space making 5-6bps higher then Fed effective. Increased customer profile from two to ten counterparties.
-Priced and built the credit curve for CP/CD business. Traded $500m-$2bn/day. Issued YCD both directly and via brokers.
-Senior person on the desk that over saw the day-to-day funding activity.
-Assisted the corporate finance group to hedge their loans via interest rate swaps, both pricing and executing
-Assisted in the power points for ALCO process on a monthly basis.
-Assisted in marketing of new clients for building repo and liquidity portfolio.
-Reported the daily positions to internal management on a daily basis.
-Assisted in Balance sheet management and allocation.
-Managed liquidity of the funding portfolio for capital management.
-Managed balance sheet mandated by LCR and NSFR rules.
-Participated in stress tests along with contingency funding with FED discount Window, coordinating with Risk management
Rates Sales person
Societe General 2016-2017, New York, NY
Sales coverage focusing on institutional clients and central banks.
Financed via repo and collateral exchange, including Total return swaps, across G-10 currencies and emerging markets.
Obtained in-depth knowledge of regulation documents (ISDA, GMRA, Uncleared margin rules).
Provided on the clock coverage for clients on financing and derivatives (Including FX products).
Worked with Research team and clients on trading strategies.
Used MarketWire to book derivative trade.
Used FX all on Bloomberg for FX trades, created blotters via Microsoft Excel
Worked e-commerce group to onboard electronic trading platform for clients both on rates and FX products.
Worked closely with Client Relations and operations group to onboard new clients.
Assistant Vice President
Mizuho Capital Markets Corp 2007- 2016, New York NY
Managed the funding book for a swap desk.
Hedge the overall risk of the company (IR, FX and NON MTM/MTM swaps).
Repo trading/collateral management: Extensive knowledge and experience with repo market and cash market.
Manage collateral inventory and IM/VM margin funding for counterparties.
Experience in trading Treasuries and futures both OTC and listed products via Trading Technology, Prime trade and Bloomberg, including FX All for FX trades.
FX funding and hedging: Hedged FX exposure from the rates business via T/N, O/N and spot market focusing on G-10 currencies and some EM (mainly MXN and BRL).
Experience in booking trades via Marketwire.
CVA risk: Assist to implement of the CVA/XVA desk including trading and managing of the CVA portfolio.
Liquidity Management: manage liquidity and funding of the company.
Perform forecasting and LCR and CCR calculations and execute relative trades. Involved in Bank holding company portfolio and liquidity needs.
LCH: Involved in acquiring the account with LCH and managing margin(IM and VM) for LCH portfolio
Un-cleared Swaps regulation: Go to person for funding (FVA, CVA) and IM and VM calculations.
Assist compliance with Policy and procedures.
P&L Management: MTM the portfolio daily, in addition to report the Greeks to Senior Management.
Reporting: Report P&L daily, weekly and monthly to senior management. Report trades that abide to Dodd Frank and Volcker rules.
Extensive understanding of financial model to price Swaps.
Lead the weekly and monthly team meeting and report to portfolio to Senior Management
Operations Specialist 2006-2007, New York, NY
Complex Equity Derivatives; listed and OTC options.
Performed trade reconciliation
Actuarial Analyst 2003-2005, Boston, MA
The Segal Consulting Company
Pension valuation focusing Public Sector and Multiemployer clients.
Data analysis using Visual Basic, Microsoft Access/excel and R.
Advised clients on pension plan and suitable benefit scenarios.
Assistant Actuarial Analyst 2001-2003, Boston, MA
Advised corporate clients on Defined benefit and Defined contribution plans.
Online course: Python programming language ongoing
M.Sc., Financial Engineering,
NYU-Polytechnic University of Engineering, NY
University of Massachusetts, MA
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