Bob Marshall Email & Phone Number

Los Angeles

Responsible for managing fixed income application product development and strategy across 6 proprietary application areas including trading, portfolio management, reporting, attribution, compliance, insurance, and whole loans. Responsible for driving successful delivery through collaboration, alignment, and governance across stakeholders and development.

• Responsible for all aspects of technology for multi-strategy hedge fund with multiple prime brokers, funds, and trading-desk locations. Strategies include credit relative value, convertible arb, structured credit, risk.
• Delivered integration of risk management solution. Fully integrated with internal systems and in production in less than 6 months. Considered Risk Metrics, Front Arena, Sophis, and others (Python,.NET, Risk Metrics)
• Delivered relative value equity pairs internal order routing system. EMS systems considered included Portware, Flextrade, Neovest, and others. (C#.NET, SQL Server)
• Delivered structured-credit pre-trade analysis and portfolio management vendor system supporting Monte Carlo analysis of cash and synthetic tranches and other credit products. Leveraged R^2 Financial system, Intex.
• Delivered OLAP solution for ad hoc reporting of positions, P&L risk, and other outputs. Non-additive measures (e.g. betas, VaRs, expected shortfall) pre-calculated for popular aggregation dimensions.
• Delivered credit portfolio real-time pricing and analytic service leveraging Markit Partners, CMA, and Bloomberg real-time “shredders”. (C#.NET)

Served as project manager and business analyst supporting Citigroup Asset Management acquisition integration.

• Responsible for leading large application development team to support multiple global proprietary trading desks and hedge fund (DB Global Masters). Trading strategies include convertible arb, risk arb, stat arb.
• Enhanced platform to support 12 new trading desks, 3-fold increase in volumes and product types, and support management of external AUM via new hedge fund launch, DB Global Masters.
• Standardized controlling, risk, and operational platform across all desks globally including fully automated straight-thru processing and reconciliation with back-office; implementation of common global equity trading.
• Centralized P&L, risk, and trade-entry platforms with straight-thru back office processing.
• Developed credit derivatives business platform with corporate credit curve analysis tool and multiple integrated default swap models used division-wide.
• Designed, implemented, supported convertible rich-cheap analysis and screening database and application including equity option vol. vs. historical vol. vs. convertible vol. compares and other screening features.