Guy Gschwendtner Email & Phone Number

London, England, United Kingdom

London, United Kingdom

London, United Kingdom

• Project lead for a bank acquisition due diligence mandate (supervision of a team of 6 analysts)
• Valuation of the bank balance sheet (assets and liabilities): loan portfolios to public sector entities (vanilla and structured), securities portfolio, debt portfolio, derivatives
• Development of pricing methodologies for each portfolio based on asset swap curves constructed from observable bonds data
• Estimation of unrecognized fair-value adjustments and impact on purchase… Show more Project lead for a bank acquisition due diligence mandate (supervision of a team of 6 analysts)
• Estimation of unrecognized fair-value adjustments and impact on purchase price
• Delivery of 4 reports: valuation methodology, equity valuation, risks, impact of acquisition on funding spreads Show less

London, United Kingdom

• MIFID II project manager: design/implementation of a Quality of Execution (RTS27) reporting tool
• MIFID II business analyst: design of a Best Execution reporting and monitoring framework
• PRIIPS project manager: deployment of an external Key Information Document generation software to the Structuring and Sales teams (100+ users)
• eBusiness project manager: build-out of a 3rd party electronic platform for Equity structured products

London, United Kingdom

• Marketing of a proprietary ALM simulation software to commercial banks in France, Germany, Netherlands and Sweden
• Software deployment at a large French bank: functionality validation, data integration and regular progress reports with the ALM team
• Design and implementation of a financial analysis dashboard and simulation tool for a large Dutch Bank in PowerPivot, covering liquidity, interest rate risk, P/L and capital projection
• Design and marketing of a liquidity portfolio… Show more
• Design and marketing of a liquidity portfolio optimization tool for LCR purposes
• Development of the German SME loan origination platform for Riverbank Luxembourg: cold-calling over 150 financial advisors, borrowers onboarding, capture of financial statements, automated production of cash flow.

London, United Kingdom

• Co-Head of European FI Rates Solutions (2012-2014)
• Contributed to RWA reduction programs with buy-backs of structured EMTNs and SPV notes, portfolio triangulations, restructuring of long-dated UK inflation-linked asset-swaps
• Increased placement of structured notes to French and German insurance sector through a partnership with the MTN desk
• Large liquidity monetization transactions: CSA optimizations, structured repos, collateral upgrades
• Origination and execution of… Show more Co-Head of European FI Rates Solutions (2012-2014)
• Origination and execution of convexity floors with public sector entities

London, United Kingdom

• Head of France & Belgium Derivative Sales
• Built the France & Belgium derivative sales team and generated significant new revenues from own client relationships and pro-active client acquisition
• Established a recurrent deal-flow with bank treasury and ALM desks
• Drove incremental business through cross-selling of structured notes to insurance companies
• Actively managed the marketing and pre-orders of algorithmic-linked notes to a network of regional banks
• Structured and… Show more Head of France & Belgium Derivative Sales

London, United Kingdom

• Corporate and Public-Sector Derivative Sales
• Provided extensive advisory to government-related entities on debt management and cost-revenue matching, generating recurrent liability hedging transactions
• Became #1 counterparty of a large French bank in exotic derivatives, by automating the front-to-mid transaction process; doubled YOY revenues with over 100 transactions executed
• Originated, negotiated and executed large debt hedging transaction with a French corporates

London, United Kingdom

• Development of an automation platform for derivative transactions, based on a natural product description language and API to 3rd party analytic libraries
• Consulting for Deutsche Bank Client Valuation Group: implementation of an independent valuation methodology for non-vanilla securities

London, United Kingdom

• Head of European Interest Rate Structuring
• Set-up an SPV issuance program for Spanish insurance companies managing corporate pension liabilities
• Structured self-issued AAA notes for leasing equity defeasance transactions
• Proposed and discussed national debt cost-reduction programs with European debt management agencies
• Joined eCommerce initiative with a focus on electronic trading platforms and client collaboration tools

London, United Kingdom

• Direct coverage of banks, governments and corporates in Eastern Europe and South Africa
• Local currency FX and interest rate hedging for European multinationals

London, United Kingdom

• European Derivative Marketing
• Managed the launch of the bank's first structured notes in Germany in coordination with Sales, Trading, DCM & Syndicate
• Origination and private placement of structured loans for the German regions
• Treasury and liability management transactions with corporate treasurers

Frankfurt Am Main Area, Germany