Brian Haines Email & Phone Number

New York, Ny, Us

New York, Ny, Us

Charlotte, Nc, Us

Charlotte, Nc, Us

In close collaboration with front office and quant teams, I write Python / Quartz applications. These apps facilitate aggregation of Risk and PnL metrics from several disparate source systems by utilizing their API's. Aggressive automation of the downstream reporting processes allows daily reconciliation processes to be run by offshore resources, reducing costs and operational risks significantly.Today I am actively searching for inefficiencies in legacy processes that I can streamline and make less prone to errors. I also analyzing new XVA pricing models prior to their deployment in order to identify edge cases and trade features not anticipated by quant developers.I make heavy use of Python, Pandas, Quartz, SQL, NoSQL, version control, Bloomberg and MS Excel (VBA) in my daily activities as part of the Capital and Funding Valuation Adjustment teams.

Charlotte, Nc, Us

Frankfurt Am Main, Hessen, De

Produce fully attributed end-of-day PnL and risk profile for front office / middle office tie-out and regulatory reporting purposesDeveloped tools and procedures capable of identifying and submitting thousands of live trades for bilateral, LCH and CME TriOptima – TriReduce portfolio compression cyclesConstantly innovating new ways to bridge gaps between systems in order to gain procedural enhancements and reduce operational risks, implemented in Excel/VBA/SQL and proprietary analytics packages

Participated in Hacker School's (now Recurse Center) summer 2014 batch where my coding skills were launched to the next level by being able to tap into the collective knowledge of this talented and generous group of developers.I shipped some code that captured Real Time price updates for individual stocks directly from Yahoo Finance's servers, stored the data on an Amazon EC2/RDS (MySQL) instance and served the resulting high-ish frequency time series in JSON format using a Heroku hosted web app.https://github.com/brianhaines

Toronto, Ontario, Ca

As a Rotating Associate, I:-Gained invaluable experience working on trading and origination desks in three of the world's financial capitals, Toronto, London and New York.-Developed and maintained Excel (VBA) and Access (SQL) databases for issuance data, including syndicate structures for revenue tracking purposes and historical prices for relative value calculations.-Traded retail order flow in Canadian and Provincial Government bonds while managing risk in the retail inventory.-Built an interest rate derivative historical pricing application capable of utilizing a database of market data for the Interest Rate Options group.-Created marketing materials for relationship managers to present to Issuers incorporating macroeconomic views, market commentary, issuance trends, relative value analysis, and recommendations.

Toronto, Ontario, Ca

Ran a long/short portfolio of U.S. equities managed using a statistical framework overlaid with value-oriented stock selection.

Msc, Finance - Risk Management

Ba Econ, Finance And Commerce