Middle Office - Product Control and Valuations

Neha Dass

** * ********, *******, ** ***** • 312-***-**** • ****.****@*****.***

EXPERIENCE

PEAK6 Investments LP Chicago, IL

Product Control Specialist Aug 2011 – Present

PEAK6 is a financial services institution consisting of a hedge fund (with around $1B AUM) and a proprietary trading arm

• Interact with Operations and Technology to identify, analyze, and resolve daily P&L outages resulting from trading activity, corporate actions or system issues on various asset classes

• Conduct audit of systems and business practices to improve accuracy of trader level P&L; minimized errors and increased system efficiency by over 60%

• Liaise between Front Office and Technology to drive critical projects including the launch of firm’s single strategy trading fund of over $100M

• Initiated and executed an OTC securities pricing project while collaborating with external vendors and internal stakeholders to build robust supporting platforms and implement a new pricing service

Credit Suisse Group AG Singapore

Assistant Vice President, Credit Valuation 2010 – 2011

Supervised Credit Suisse’s valuation team to conduct price testing and analysis of several credit derivatives for European flow and structured credit books of over $800M market value

• Led Investment Grade (IG) and Structured Credit (SC) testing team of 3 to perform timely and accurate review of month-end price verification results covering vanilla and exotic credit instruments

• Initiated and managed numerous cross-division projects to enhance existing price-testing methodologies, and implement regulatory changes

• Improved control checks on FAS 157 classification, IFRS reviews and SOX and inventory reporting to strengthen quarterly audit and compliance exercises

• Mentored IG and SC team in their tasks and project-work; independently conducted knowledge sharing sessions on derivatives, Bloomberg and Markit Group applications

Citadel Investment Group Chicago, IL

Associate, Business Control Unit 2007 – 2010

Single-handedly supported Citadel’s Structured Credit and Convertibles trading desk and prepared daily P&L as well as insightful month-end reports

• Prepared, analyzed and reported daily P&L and risk for credit trading desks covering trading strategies such as index arbitrage, cash-synthetic basis trading and convertible arbitrage

• Conducted stringent month-end price verification and review of OTC products such as single name default swaps, interest rate swaps, credit indices, index or bespoke tranches, convertible bonds, corporate bonds

• Performed FAS 157 classification of OTC products; worked closely with Citadel’s auditors while conducting due diligence and analysis on complex illiquid products including long-dated warrants, bespoke tranches and structured products

Singapore Economic Development Board Singapore

Investment Promotion Officer 2004 – 2007

EDB is the lead Singapore government agency for planning and executing strategies to create sustainable economic growth with vibrant business and job opportunities

• Prepared and presented investment proposals to Fortune 500 companies to establish a physical presence in Singapore and clinched 2 pioneering projects for the developing photonics industry worth over S$10 million following several rounds of negotiation and in-depth cost-benefit analysis

• Actively interacted with the local and international media and successfully engineered over 200 articles to publicize and promote Singapore as a global business center

• Hosted numerous foreign delegations including senior ministers and ambassadors from various countries to discuss about Singapore’s business climate and growth strategies

EDUCATION

Carnegie Mellon University/Nanyang Technological University Pittsburgh, PA/Singapore

Master of Science in Financial Engineering June 2007

University of Illinois at Urbana-Champaign Urbana-Champaign, IL

Bachelor of Science in Computer Engineering (with Honors) May 2004

• GPA: 3.76

• Dean’s Honors List, James Scholar and Member of Alpha Lambda Delta at UIUC

• Singapore EDB Scholarship (100%) to pursue Bachelors

ADDITIONAL

• Spartan Award at Credit Suisse for exceptional performance

• NTSE Scholarship (India) based on Scholastic Aptitude and Mental Ability

• MS Excel, Bloomberg, MS Access

• SQL, VBA, Python, JAVA, C++

• Keen interest in global business news and organizing and assisting in charity drives

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