Vp
CurrentCurrently manage staff of 17-Leading effort to implement derivative clearing as required under Dodd-Frank-Responsible for OTC derivative pricing-Created OTC derivative middle office -Core Steering Committee Member for implementation of BlackRock’s Aladdin system-Built OTC trade capture system-Led effort to onboard clients to the electronic confirmation platforms-Led effort to meet requirements of the Novation Protocol-Worked with Bloomberg to improve derivative modeling for TRS-Involved in setup of hedge fund-Experience with mutual funds, insurance clients & external clients-Affirmation/confirmation process-Back office management responsibilities including cash processing and settlements for both OTC and multiple securities products-ISDA standards supporting OTC industry including legal confirmations-Collateral management implementation -Built Futures Variation Margin reconciliation process-CDS Credit Events-Statutory Replications (RSAT’s) Filings-Manage Reconciliation/Control Team-Liaison with multiple vendors and broker/dealers-Heavy involvement with audits (external, internal, regulatory)-Business Continuity Planning-Documentation as required under Sarbanes Oxley-Conducted numerous training sessions-Statutory Schedule DB reporting-Initiated hedge accounting under FAS133, SSAP86 & IAS39-Accounting for mortgage derivatives (Inverse Floater, PO, IO, IOette, Residual)
