Claudia Marquez Email & Phone Number

London, Gb

Frankfurt, Hesse, De

Trade capture of U.S. T-Notes, ABS, CMBS, CDO’S, CLO, MM, FX, CLS, CD and CP issuance• Executed daily trade settlement and life cycle, payments and confirmations of all above listed products with prime brokers and counterparties via DTC, Euroclear and Fed settlements• Daily custodian reconciliation and funding of securities with timely resolution of trade breaks and fails• Cash management and forecasting of 2-4 B position via correspondent bank cash activity reports• Trade blotter reconciliation with treasury for intraday liquidity position for Federal Reserve, LCH and Margin Calls• NOSTRO reconciliation of all products via Smart System and distribution of reports to management• Processing of Fed wire payments, CHIPS, via SWIFT Alliance and monitoring of OFAC sanctions filter to clear hits• Executed corporate actions and performed due diligence of litigation documents for Securities Portfolio with custodian and head office, ensuring regulatory controls• Compliance and Audit regulatory preparation of documents for monitoring and designated contact for Business Continuity Testing• Team leader with effective training and supervision of 4 + new staff for cross functional training• Assisted in development of Access Database with SVP to improve securities portfolio management of monthly principal pool factors and interest, eliminating workarounds• Collaborated with German HDQ for continuing strategic development Murex upgrade project with testing, implementation and launch of go-live functions for 2 years

Frankfurt, Hesse, De

Structured credit product settlement and affirmation of ABS, CMBS, RMBS, CDO, CLO, Interest Rate Swaps, derivatives, equities and CD issuance• Executed daily trade processing of purchase and sale via DTC, Euroclear and Omgeo/Oasys• Daily reconciliation of 5B Securities Portfolio via custodian statement report, performing investigation of breaks for Principal, Interest and write offs• Monitoring of monthly NYS Superintendent Banks Pledge account requirement and correspondence with compliance to mitigate risk and exposure• Equity trade settlement via Impact - Oasys for Broker dealer, confirmations and investigations of breaks and fails • Swift Payment orders and checks clearing for DDA customer accounts • Execution of month-end mark to market pricing and reporting to head office