Jonathan Russo Email & Phone Number

Toronto, Ontario, Ca

Equity Derivatives Structuring including bespoke transactions, structured notes, custom indices, insurance, investor solution, ETF structures and exchange traded notes. Leads RBC CM ETF Strategy Group to coordinate support in bringing RBC’s derivative and cash security services to US ETFs. Experienced in quantitative, legal and tax considerations for structured product, especially 871m HIRE Act considerations and related equity derivative business preparation for a global equities business.

Oversaw product life cycle of nearly $2bn of the firm’s structured fund transactions with bank counterparties and its investing clients. Involved in financial, legal and accounting issues related with the transactions and in depth work with Amundi’s hedge fund SMA platform.

Montrouge, -, Fr

Head of structuring team. Responsible for overseeing structuring activities for a 30 person trading desk. Structured and closed over $3bn worth of bespoke equity and hedge fund derivatives / financing transactions. All structures were profitably unwound during early stages of financial crisis with zero loss to the bank.

London, Gb

Co-founded HSBC fund derivatives desk. Lead transaction risk analysis and performed other structuring activities on over $4bn of transacted custom equity and fund derivatives transactions. Integral player in all fund derivatives transactions completed by HSBC Fund Derivatives Team during its first 4.5 years. All transactions launched through my tenure were unwound safely without loss to the bank during the financial crisis due to a thorough and appropriately conservative risk/structuring approach.

Quantitative anchorman for the Insurance Products Group at Bankers Trust creating valuation/risk models for bespoke transactions. The entire team spun out of Bankers Trust in late 1998 to join Rhine Re, a KKR owned reinsurance company, which I stayed with until 2000 in similar capacity.Earlier at Bankers Trust, I provided independent derivatives modeling of the Libor exotics book and some equity derivatives businesses, specializing in path dependent products. I also provided risk/credit analyses and consulting for the CFO and Deputy CFO of Bankers Trust during the Asian currency crisis, war gaming our large OTC currency derivatives positions with Indonesian and Thai counterparties who had become questionable credit risks. When not in NY, I had extended stays in the Hong Kong office with daily reports with the team back to CFO/Deputy CFO on the potential credit impairment status.

Bs, Chemical Engineering

Mba, Finance