Jashesh Vaidya Email & Phone Number

London, United Kingdom

Responsible for structuring, delivery and management of structured credit assets for L&G’s global balance sheets (UK, Bermuda and US) by collaborating with colleagues across multiple functions (investments, risk, finance, legal and operations). Investments include several new asset classes for L&G such as FX Bond Repacks (both EM and DM), Credit Derivatives (CDS, uncollateralized IRS), ABS (US CMBS, European CLOs, RMBS) and structured funding. Investment objectives include capturing relative value (in cash and derivative markets), UK SII Matching Adjustment compliance, liquidity and capital optimisation with a view to support the growth of our annuity insurance businesses globally.

London

My role involved providing structured solutions that address mitigating or taking exposure to credit risk in various funded and unfunded formats and across the capital structure. I also worked on solutions that address bank asset / regulatory capital optimisation, non-core assets, synthetic securitizations and optimisation of derivatives' credit valuation adjusments / XVA.Experience at BAML includes:- Credit Derivatives (CDS, Options and Tranches on CDS indices)- Structured Notes (Credit Linked Notes, Bond Repacks)- Structured Credit (Bespoke Tranches, Synthetic Securitisation, Perfect Asset Swaps facing CLOs)- Balanace Sheet Optimisation / Regulatory Capital Optimisation (RWA, LCR, NSFR, Leverage Ratio, FRTB)- Accounting considerations under IFRS and US GAAP (Consolidation, Derecognition, Hedge Accounting, Modification Accounting, IFRS 9 etc)

London, United Kingdom

Interned with Structured Credit Trading and Commodities Sales desk

As an senior manager with the audit practice at Ernst and Young (E&Y) UK, I served large financial institutions based in London. I was also responsible for developing client relationships and for contributing to the sales process. I led cross functional teams (6-10 members). My role also involved providing technical (accounting and product related) advice that resulted in well-designed financial products contributing to client revenues or better management of risks.

While at PwC, I have served large banks and broker dealers in New York and Mumbai. My main duties involved leading audit assignments and advising clients on improving financial reporting functions.

Mba, Management

Activities and Societies: Investment Banking Club INDEVOR

Cfa, Financial Analysis And Portfolio Management

Ca, Finance And Accounting

Education record