Michael Geiser, Cfa, Frm Email & Phone Number

Peru

Zug, Switzerland

Lima, Peru

• Actively managed and transformed the USD/PEN FX Spot and Forwards market-making activities, strategies, and limits controls in America, achieving a 150% increase in trading profits over three years. Collaborated closely with the sales desks in Lima and NY, leading to a regionwide shift from pure risk-taking strategies to a client-centered approach.• Developed strong relationships with local pension funds, offshore hedge funds, and fast-money accounts, by providing exceptional transactions’ execution and offering specialized market insights. This yielded an increase of 260% in transaction volume with such clients over a three-year period.• Led and coached a high-performing team of three individuals by providing feedback on a regular basis, setting their incentive plans, and removing hurdles to facilitate their work. As a result, selected team members were promoted to higher roles, showcasing their enhanced skills and contributions.

Lima, Peru

Taught CFA courses in portfolio management and derivatives and a postgraduate course in financial options.

Lima, Peru

• Identified and executed proprietary USD/PEN FX Spot and Forwards trading strategies using a combination of technical and fundamental analysis, resulting in a historical 50% outperformance of the year’s budget.• Set up the system infrastructure to transact a new Central Bank’s OIS instrument, including valuation and risk management aspects. As a consequence, the bank was able to enhance profits by trading into a new risk factor and hedge risk exposures in the FX curve.• Played a key role in the Asset and Liability Committee (ALCO), contributing particularly to strategic discussions about risk-positioning in the local market. Collaborated with senior stakeholders to navigate new regulatory frameworks, resulting in effective compliance measures.

Lima, Peru

• Developed the bank's proprietary models to trade USD/PEN FX Options, including designing the system architecture and interface between the front desk, risk department, and operations. As a result, the bank became the first FX Options market maker in the Peruvian market.• Identified and executed directional and volatility strategies that generated an average of 20% in additional trading profits for the desk. These quantitative strategies involved internal volatility forecasts, such as alternative volatility estimator cones, GARCH-MIDAS models, and simulation via implied RNDs.• Led a project aimed at improving the portfolio's risk management by implementing higher-order Greeks based on numerical methods, developing a new calibration approach for the volatility surface, and creating detailed profit-attribution reports. This initiative resulted in solid and consistent risk indicators and more accurate mark-to-market figures.

Lima, Peru

• Structured and priced investment products and hedging strategies for clients, expanding the firm's range of financial solutions. Designed three new instruments for the bank: short-term time deposits with variable yield, mid-term loans with enhanced yield, and leveraged Forwards.• Implemented a system for the sales desk to automate the pricing of any FX Options structure based on the client profile, risk factors of the structure, and current market conditions. This resulted in an increase in pricing capacity of 10x, and created a framework for coherent pricing.• Built a portfolio of 15 new clients by pitching and engineering structured products, thereby increasing the bank's market share of derivative’s clients in 10%.

Lima, Peru

• Managed short-term funding, liquidity ratios, and cash reserve requirements by trading short-term instruments, such as Central Bank's CDs and Placements, REPO instruments, FX Swaps, and Interbank Loans, ensuring continuous availability of funds to meet operational and regulatory needs.• Designed and implemented a new placement strategy utilizing algorithmic execution models, resulting in a reduction of 5% of idle cash.• Coordinated comprehensive liquidity strategies by working with the sales, FX, and Rates desks, ensuring optimal utilization of available funds. Acted as a key liaison between the bank’s ALM desk and the Central Bank, streamlining communication and collaboration to meet liquidity requirements promptly.

Master Of Science (Student), Quantitative Finance

risk.net 2023 ranking of the program: #Top 1 in Europe #Top 7 Worldwide https://www.risk.net/quantitative-finance/7955680/quant-finance-mas.

Bachelor Of Science, Mathematics

QS World University ranking: #Top 10 in Latam

International Baccalaureate (Ib)