Market Risk Manager - Financial Services
Resume:
MARTIN DOBRINSKI
Apartment *, ** Hackensack Plank Road, Weehawken, New Jersey 07086
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Seasoned, decisive, and highly analytical professional, equipped with more than nine years of experience in finance, accounting, and research. Demonstrate keen expertise in all aspects of financial markets, interest rate and credit derivatives and corporate finance. Proven effectiveness in directing daily financial business aspects with comprehensive skills in maximizing performance of financial operations focusing on risk management, strategy formulation, governance and compliance, financial control, and enhancing profitability. Offer high-caliber entrepreneurial and leadership skills coupled with the ability in coordinating teams to accomplish objectives and meet critical deadlines in a fast-paced, high-growth environment. Proficient in derivatives instruments replication, hedging, microstructure and pricing models, Excel/VBA, C++, MATLAB, Bloomberg, QuantLib, SQL Server, ABS Suite, Access, PowerPoint, Java, Fortran, and UNIX.
Key strengths include:
- Quantitative Analytics and Risk Management
- Profitability Modeling and Forecasting
- Negotiation and Strategic Bargaining
- Problem Resolution and Decision Making
- Stochastic Analysis, Martingales and Risk Neutral Measure Pricing
- Monte Carlo Simulation, Trees and Finite Difference Methods
- Leadership, Training, and Team Building
- Articulate Oral and Written Communication
PROFESSIONAL EXPERIENCE
PERPETUAL ~ Sydney, Australia
Senior Financial Analyst, Contract Role Jan 2009-Jun 2010
Assumed full responsibility in structuring and rebalancing interest rate and FX swaps across circa 50 Collateralized Mortgage Obligations (CMO) and Asset Backed Securities (ABS) trusts as well as in establishing pricing and risk analysis models for transparent and efficient execution from counterparty dealers.
- Played a pivotal role in the successful rebalancing of an interest rate swap notional profile without incurring any Mark-to-Market losses by exploiting technicalities in the Trade Confirmation and ISDA Schedule, accruing a profit of 500K AUD to the issuing trust
- Took part in the implementation of cash flow allocation, forecasting, and reporting for a series of CMO trusts in the ABS Suite system
MARINER FINANCIAL ~ Sydney, Australia
Senior Market Risk Manager Feb-Dec 2008
Utilized superior skills in directing market risk management function across Mariner managed real estate investment trust (REIT), listed infrastructure trusts, and other Special Purpose Vehicles (SPV). Administered all hedge structuring, pricing model development and calibration, trade execution, and risk monitoring. Provided effectual assistance to Executive Partner originating wind and solar farm deals with portfolio construction, diversification and asset modeling.
- Led efforts in achieving price improvements in vanilla and exotic options and swaps trades through aggressive bargaining and utilization of trade novation, to obtain superior close-out of existing positions
- Made a 2-sided market in structured notes issued by Mariner SPV, containing embedded iTraxx Australia Index Credit Default Swaps (CDS), Asian equity index options and IR caps; Implemented Black-Scholes, Merton Credit Risk and LIBOR Market Models, via Excel/VBA, C++ and QuantLib, for pricing and continuous updates of bids and offers
- Achieved 1.8m AUD in profit for a Mariner SPV over a 4m trade horizon by structuring and executing a sculpted interest rate swap, locking-in the AUD swap rate near the cyclical peak
- Restructured FX swaps and collars that resulted in streamlining and releasing 20M AUD of hedge collateral by virtue of a hedge book reworking of a Mariner REIT with $400M in assets
ALLCO FINANCE GROUP ~ Sydney, Australia
Financial Analyst Sept 2006-Feb 2008
Demonstrated exceptional performance in constructing forecast models, supporting Allco’s Residential Mortgage-Backed Securities (RMBS), Commercial Mortgage Backed Securities (CMBS), and Collateralized Debt Obligations (CDO) securitization program, dealing with risk tranching, prepayment rates, arrears, charge-offs, interest rates and value of underlying collateral.
- Optimized capital structure, funding costs, and liquidity and loss support mechanisms that resulted in the streamlined arrangement of deals and increased deal volumes
- Developed and calibrated pricing models for synthetic CDOs with First-to-Default and vanilla CDS, employing structural and reduced form models and stress testing correlation structures
- Performed statistical and historical analysis of CDO collateral pools using SQL Server
GROSVERNOR FINANCIAL SERVICES ~ Sydney, Australia
Investment Analyst July 2005-Sept 2006
- Competently performed analysis of stocks, managed funds, structured products and hedge funds while assisting portfolio manager in asset allocation decisions
INSTITUTE FOR MICROELECTRONICS ~ Sofia, Bulgaria
Research Associate May 2002-Aug 2004
- Singlehandedly developed algorithms for information extraction from noisy signals, adaptive filtering, and signal decomposition using MATLAB and C++
CERN ~ Geneva, Switzerland
Research Associate Apr-Sept 2000
- Executed outstanding skills in conducting fundamental theoretical research at the LHC accelerator at world’s top high-energy physics laboratory (birthplace of WWW)
EDUCATION
Bachelor of Science in Computer Engineering with Concentration in Mathematics ~ May 2000
RUTGERS UNIVERSITY, COLLEGE OF ENGINEERING ~ Piscataway, NJ
AWARDS AND HONORS
Presidential Scholarship, Rutgers University, 4 years
Edward J. Bloustein Scholarship, Rutgers University, 4 years
Eta Kappa Nu, Electrical Engineering Honor Society
1st place, New York Statewide Math Competition
1st place, New York Citywide Science Olympiad, Numerical Estimation
Gold Medal, 100 meters, Bergen County-Wide Track and Field Meet, NJ
US Citizen
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