James Murphy, Cfa Email & Phone Number

Bellmore, Ny, Us

New York, Ny

• Review client portfolios assesing credit risk, duration, and convexity to determine overall appropriateness and potential swap opportunities.• Build and maintain relationships with MSSB Financial Advisers by providing actionable ideas and market content• Provide support for all incoming inquiries and act as liason between the trading desk and MSSB Financial Advisers and their clients

• Manage, evaluate, and execute all transactions for the AIB NY CMO portfolio adhering to the ALM framework set forth by head office. Grew the CMO portfolio from 150 million in 2005 to a peak of 850 million in 2007. Stress test all portfolio transactions using vector analysis to ascertain a bond's sensitivity to various yield curve scenarios as well as overall portfolio effects. Consult with the broker / dealer network to obtain additional portfolio startegies and analytical tools• Provide pricing for fixed and floating rate Certificates of Deposit and execute transactions in the broker / dealer market. Current program Limit is 30 Billion • Identify available assets for pledge to the Federal Reserve Account; Process and monitor the weekly loan pledge; and place bids in the Term Auction Facility• Drafted policies and procedures for the pledging of assets to the Federal Reserve Account in coordination with IT, Risk, and Operations in line with internal procedures.• Model Interest Rate Swap Derivative transactions to evaluate interest rate risk hedges in the existing portfolio and execute hedging startegies in the broker market.• Responsible for funding, P&L and Mark-to-Market analysis for loans, deposits, futures, interest rate swaps, and high yield bonds.

• Execute Overnight and Term Money Market Transactions in various instruments such as Fed Funds and Eurodollars to fund the daily cash ledger for AIB New York with a focus on extending the duration profile for the short term US Dollar Portfolio• Prepare Daily P&L and Mark-to Market Reports that streamline movements in Loans, Deposits, Futures, High Yield Bonds, and Interest Rate Derivative Transactions for all positions held by the New York Trading Desk while reconciling outstanding discrepancies.• Reconcile the general ledger accounts and cash balances with Treasury Operations on a daily basis while monitoring compliance with credit and exposure limits.

• Process and confirm all foreign exchange transactions on internal bank systems.• Reconcile all foreign currency positions and advise Dealers of adjustments to the portfolio.