Christopher Malling Email & Phone Number

New York City, NY, US

New York City, NY, US

• Responsible for selling F3 Platform, an object-oriented risk platform, to hedge funds and banks.
• Actively marketed F3’s cross-asset derivative modeling and risk capabilities.
• F3 use cases include Term Structure Modeling, CVA, Hybrid Modeling, VAR, PFE, Monti Carlo Simulation, Scenario Analysis, and MBS modeling

San Francisco, CA, US

• Led client presentations on Front to Back workflow, Enterprise Risk, OTC Clearing, Collateral, Treasury & Liquidity solutions with both buy and sell side clients
• Responsible for large global deals of strategic importance to align the sales and market specialist response in these engagements to match client needs

Eschborn, Hesse, DE

• Key account manager for all global investment bank relationships in New York
• Member of the Eurex OTC Clearing Project working group during the build out.
• Led presentations on client segregation models, default waterfalls, VAR cross margining, client connectivity, matching engine messaging, market structure issues and a host of Dodd-Frank and EMIR regulatory issues.

Montrouge, -, FR

• Covered hedge funds for fixed income derivatives.
• Primarily focused on moving correlation risk from our exotics books to hedge funds

London, GB

• Covered large mortgage servicers, money center banks, hedge funds and finance companies for derivative products, treasuries and mortgages.
• Hired, trained and managed a team of three salespeople

Frankfurt Am Main, Hessen, DE

Traded relative value strategies across all liquid products including swaps, swaptions, OTC options, governments, agencies and exchange-traded productsBuilt an independent analytical framework to model derivatives and monitor risk in real time spreadsheets

• Responsible for hedging $170 Billion mortgage servicing portfolio with swaps, swaptions, floors, futures, OTC options and mortgage backed securities
• Led the corporate effort to design, negotiate and implement a comprehensive straight through processing risk management system integrating vendor packages

Boise, US

Responsible for establishing a new centralized risk management function including all corporate hedging activity for ABS/ CMBS conduit originating 4 billion in securitized product. Responsibilities included modeling interest rate risk, executing cash, futures and derivative trades, establishing processing procedures, accounting reconciliation and hedge.