Track areas of operational risk and develop procedures and tools to mitigate each risk. Ongoing projects include building functionality into CDO Suite to properly calculate and maintain bond positions and interest payments and properly track participation trades. Create and manage an ongoing list of missing reporting and documentation required for a SOC 1 audit, which includes detailed procedures for every unique process as well as internal controls.Identify inefficiencies in the current workflow and implement procedures and tools to streamline and eliminate them. Developed a report to consolidate cash breaks to be reviewed daily by the CDO administrators and a report to consolidate the loan attribute breaks to be reviewed by the CDO analysts, both of which reduce the amount of time spent reviewing cash breaks and monthly reporting breaks, respectively.Review monthly and quarterly compliance reporting for seven CDOs. This requires that all cash, asset, and bank loan attributes in our version of CDO Suite are reconciled with the data provided by the deal’s trustee to ensure the accuracy of all compliance test’s values on the monthly report.Review, research, and resolve any cash and asset breaks outstanding as of the CDO’s monthly effective date that the CDO administrator was unable to resolve. Provide training on systems, procedures, and best practices to new CDO administrator hires.

Processed all of the capital calls and distributions on the private equity and private interest investments in the accounting system, VPM, and communicate the activity to the fund administrator. Reviewed the collateral activity on all of the derivative investments in the collateral system, CAARS, and process the activity in VPM.Reconciled cash and assets daily, which includes processing dividend and withholding on equity positions, treasury maturities, and coupons on the bond positions in VPM and using Electra’s reconciliation software to confirm the custodian’s cash and asset positions and cash activity match VPM. Managed the daily and monthly pricing of all of the bond, treasury, derivative, and equity positions in VPM.Processed end of day trading in the order management system, Eze, and work with custodians and brokers to resolve any settlement issues.Reviewed and streamlined current procedures and provide efficiency recommendations.Processed tax, administrator, and custodian payments and monthly accruals for expense in VPM.

Manage the review of daily, weekly, and monthly cash and asset reconciliations within our group to ensure that performance calculations reflect accurate trading activity, income payments, client contribution and withdrawals, and other miscellaneous payments paid to or out of the accounts. Educate portfolio administrators about the intricacies of the various security types and train the portfolio administrators how to research and resolve cash and asset inconsistencies between Loomis’s internal system and the custodian’s reports.Manage and maintain the accuracy of the income activity on unique securities, such as TIPS and emerging market bonds, in Loomis’s internal systems and research any inconsistencies between Loomis’s internal system and DTC.Oversee the process of researching interest payment inconsistencies between Loomis’s internal system, Bloomberg, and the custodians, which requires regular interactions with the trading desk and credit analysts.Approve collateral movements related to FX forward, TBA, and other ISDA related derivatives and review daily collateral reporting and reconciliations.

Created daily cash and asset reconciliations and researched and resolved any cash and asset inconsistencies between Loomis’s internal accounting system and the custodian’s reports. Researched and communicated the breaks to the custodian and actively interacted with the fixed income settlements team to resolve any trade discrepancies.Identified a weakness of internal systems and took the initiative to create a spreadsheet that reconciles interest and principal differences between the internal system and Bloomberg, resulting in a 500% increase in productivity.

Played an integral role in the research and implementation process of the company’s system conversion, providing upper management with feedback on potential accounting and bank loan software packages, status reports on the progress of the testing and implementation process of the new systems, Advent Geneva and Wall Street Office, and operational procedures for the daily use of Advent Geneva and Wall Street Office.Managed a team of six cash management analysts and reviewed daily cash and asset reconciliations to reduce reporting and trading errors.Created ad hoc reports for the CDO structuring team and portfolio managers relating to the transition from CDO warehouses to the new accounts.

Led a team that analyzed various bank loan monitoring software packages and managed the implementation process of Wall Street Office, a bank loan monitoring and reporting system.Designed and documented the process for managing and monitoring bank loan and total return swap positions and activity in Wall Street Office.Performed hypothetical trade scenarios on the firm’s total return swap that reduced portfolio risk and compliance violations.Produced regular performance and compliance reports for a leveraged loan partnership account to the portfolio manager that aided in their security selection and allocation process.

Produced monthly performance, AUM, compliance reports, and quarterly and semi-annual waterfall distributions for TCW’s CDOs. Selected by senior management to oversee client requested projects, which improved the relationship between Mellon Bank and TCW, the client.

Provided the portfolio manager with reports detailing the impact of trades on the compliance requirements for three CDOs of CDOs. Read and analyzed daily economic reports from our broker’s economic analysts and produced a consolidated report for the company’s credit analysts and portfolio managers.Developed a valuation processes for all CDO swaps, caps, and floors and created a CDO pricing model.