Kirill Nech Email & Phone Number

Newport Beach, California, United States

Newport Beach, California, United States

Newport Beach, California

Newport Beach, California

- Researched and analyzed the portfolio composition and investment activity for the Pacific Life internal investment account with an AUM of $29 billion, with specific emphasis on yield targeting and duration matching- Monitored the portfolio holdings to ensure compliance with stated investment guidelines for various sub-portfolios within the general account- Dissected and tracked the purchases and sales within the portfolio by using various internal metrics and presented the results weekly to the portfolio management team and other key executives within the organization- Measured Pacific Life’s annual investment performance against peers in the life insurance industry in the areas of yield, spread, capital gains, credit recovery, and investment credit quality, and consolidated the findings into a report for the board of directors- Assisted the credit analysts in assessing the credit worthiness and industry health of specific holdings within the portfolio by looking at market conditions, company financials, and external analyst reports as part of a monthly portfolio checkup- Collaborated with the portfolio strategists to spearhead an investment initiative into a new fixed income category involving catastrophe bonds, and modeled risk mitigation strategies to manage company exposure to the new product

Newport Beach, California

- Initiated and implemented process enhancements that improved the efficiency and accuracy of trade operations by automating DTC trade confirmation matching, as well as creating trade audits to reconcile between Bloomberg and the accounting system Maximis- Oversaw fixed income and equity trade operations activity for the Pacific Asset Management (PAM) trading desk, including allocations, booking, confirmations, collateral, and settlements- Managed daily trade/settle date cash availability for all PAM funds, reconciled daily trade blotter with the custodian banks, and provided cash reporting to the trading desk that included trade activity and shareholder flows- Provided trade support to PMs by serving as the first line of response for any inquiries coming from the trading desk on holdings, reporting, or cash positions- Collaborated with the custodian banks, Accounting, IT, and the Data Integrity team to successfully launch 3 new funds for Pacific Asset Management- Maintained the portfolio cash balances in Bloomberg for PAM funds, and worked closely with Compliance to ensure that all requests for documentation from brokers are addressed and QIB letters provided in a timely manner- Worked directly with PMs and credit analysts on complex issues arising from OTC derivatives transactions, cross-border trades, private placements, and bridge loans- Completed data integrity requests coming from Accounting to ensure the consistency and accuracy of the trade calculations in Maximis- Calculated and processed monthly payments on equity total return, interest rate, and credit default swaps- Reviewed the trade details and legal terms on OTC derivative confirmations, and liaised with the trading desk and internal legal counsel to correct and resolve any discrepancies

Irvine, California

- Contributed to minimizing internal operational risk by identifying and developing process improvements in the form of audits, thereby eliminating erroneous collateral pledges and missed margin calls due to high trade volume- Maximized efficiency of the dispute resolution process by using Excel and TriOptima to reconcile trade portfolios, calculate the counterparty’s FX forward prices, and automate a report to identify such breaks in FX mark-to-market exposure- Compiled daily summary reports for PIMCO of all margin call activity and the accompanying dispute resolution by collaborating with a team of 17 individuals- Reduced counterparty risk in PIMCO funds by calculating and issuing, as well as responding to, daily ISMA/ISDA margin calls on portfolios trading mortgage pools, forwards, repos and reverse repos, swaps, and FX positions- Resolved margin call disputes by using valuation statements to analyze the trade economics and risk calculation methodologies of various OTC and fixed-income securities- Redesigned the mark-to-market exposure calculation methodology on forwards according to client specifications, and extensively tested these enhancements before implementation- Facilitated the settlement of collateral trades by working with various brokers and global custodian banks, as well as investigated and resolved failing trades- Investigated all collateral transactions done with Lehman Brothers as part of a special assignment team in preparation for the legal bankruptcy proceedings

Master Of Business Administration (M.B.A.), Finance

Bachelor'S Degree, Economics, Cum Laude

Bachelor'S Degree, International/Global Studies, Cum Laude