Jason Self Email & Phone Number

Chicago, Illinois, United States

• Led a team of over 50 people in various teams of Middle Office (Operations, Finance, IT, Admin) coordinating trade and position reconciliation, unique reporting needs, performance and exposure expectations, and efficiency in receiving and sending files for clients ranging in assets from $70 million-$3+billion in the pension funds, crypto, and hedge fund space. Reviewed and approved daily and monthly reporting prior to client retrieval, ensuring completion and accuracy. • Developed custom reporting based on client needs including exposure reporting, guideline failures, largest position holdings, P&L by groupings and on a position level, market cap exposures, liquidity reports, and numerous risk and valuation reports based on clients’ unique requests.• Created AUM holdings files containing strategy, ratings, sector detail, and tables that automated due diligence questionnaires for clients.• Utilized the ‘Bank-in-a-box’ system called Calypso. Integrated trading by asset managers across both exchange-traded and OTC traded instruments with Bloomberg to provide support for any ad-hoc query a client would have on their trade or portfolio.

Greater Chicago Area

• Led and managed Risk Management Group/Accounting Team that reconciled the pricing of separately managed hedge funds ranging from $5-$130 million. Oversaw and monitored teams of over 20 team members, providing daily independent valuations (using a GAAP compliant in-house system) and assisting with senior management decision making for funding and liquidating managers, rebalancing, and hiring. • Performed investment due diligence on over 200 hedge funds: analyzed liquidity concerns by position given the industry climate & fund strategy, created risk limits/guidelines with sets of investment parameters specific to each manager and their respective trading tendencies, monitored monthly performance and ensured tracking discrepancy to flagship funds to be minimal, determined and mitigated key fund and legal issues/risks, and explored potential fund exit scenarios/timelines.• Presented risk management process in meetings with potential and existing clients’ senior management teams. Demonstrated the in-house risk management system showing the procedure of daily independent valuation, investment guideline monitoring, and portfolio stress testing. Explained on both high level and in detail the workings of the pricing policy, quantifying key exposures in the portfolio, and the analysis on daily performance drivers.• Produced guideline exhibits for legal documentation (Trading Manager Agreement) to minimize style drift from intended trading strategy. Developed client-driven reports on both position and portfolio level with various exposure details. Provided risk reports for both sample and real portfolios using model inputs from the RiskMetrics Group generating outputs such as Value At Risk (VaR), Scenario Analysis (market, interest rate, commodity, currency, and event shocks), industry sector exposures, and market cap breakdown.