Finance hedge fund, asset manager, institutional client portfolios; understand client's business requirements to structure financing solutions as part of a client facing risk team in Global Markets Financing division

Products
• Global Product Head IRS, CDS, FX Derivatives Clearing  (Macro, Relative Value, Asset Manager, Liability Hedging, etc. strategies); helped setup the business from scratch.
•  US Lead for FX Prime Brokerage risk (Macro, Systematic, Retail Aggregator, Volatility, Hedge strategies)
• Senior Lead in US Equity Swaps and Prime Brokerage in business risk team (Cover Equity Quant, Long/Short, Activist, Merger Arb, Asset Manager, multi-strat strategies)
• Led US Listed Futures Clearing (Macro, CTA), regulatory exams with CFTC, CME, OCC

Responsibilities
• Decision maker on key economic terms in ISDA, PB Agreement, Repo, Margin & Financing Lockups, Futures Clearing, OTC Clearing agreements.
• Structure, optimize client pricing, return on Basel III Capital (LRD / SLR - SACCR, RWA).  Evaluate SRT / Risk Transfer trade with internal stakeholders, institutional investors, for risk & capital relief.
• Designed, implemented risk, or contributed to margin methodologies for CDS, Bonds, IRS, Equity.
• Represent UBS in Regulatory Exams (SEC, FINRA, CFTC, CME), participate in working groups with ICE, LCH, etc.
• Designed, implemented, lead stress and exposure management framework for Corp Bond, CDS, Interest Rate Swap products; contributed to equity margin and stress framework.
• Lead a team

Structurer, In Business Risk Manager (Client Facing)

JP Morgan

• Risk Manager, Structured Credit, High Yield Corporate Bond & CDS, Leveraged Loans, Distressed Debt, Credit Intermediation & Financing
• Articulated, executed plan to reduce key risks during Global Financial and Sovereign Crises to trading managers, CRO, senior stakeholders

Risk Manager

Bear Stearns

• Structured Credit  Risk, Trading, (Bespoke & Index CDS Tranche), Managed team of Jr Quants, (Retained by JPM post merger)

Risk Manager / Trader

Morgan Stanley

• Interest Rate Derivative embedded Structured Notes Issuance & Trading; helped start up the Structured Notes business from scratch, marketed to clients and salesforce globally, traveled across all regions. 
• Macro, Relative Value Proprietary Trader in Muni, Corporate Bonds vs Swaps ($1Bio MV bond book; $2m DV01 Basis Risk, $1m DV01 Directional Risk Limit)
• Credit Trading, CDS & Corp Bond Market Making & Proprietary Trading (Crossover, HY Desk, US Energy & Utility Sector)
• Marketed to clients, grew market share, positive p&l track record

Fixed Income Trader 

Experienced Director with demonstrated history of starting up business, and generating P&L in the financial services industry.  Strong client facing experience globally, skilled in structuring Financing solutions for top hedge fund, other institutional clients of the firm across Fixed Income & Equity products. In business Counterparty risk management experience.  Proprietary Trading experience  (Corporate Bonds, Munis, CDS, IRS - Relative Value).

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