Michael Chalker Email & Phone Number

New York, New York, United States

• Define and maintain methodology questions around exposure capture, netting rule set and risk shifting logic
• Responsible for development and updates of Country Risk Management published documents (Policy, Standard, etc)
• Determine effectiveness of controls; ongoing develop and review of metrics to support controls; Lead for monthly control committee
• Execute Legal Entity Framework and develop enhancements as needed
• Manage globally based team across region and time zones
• Lead on Regulatory and Internal Audit/Controls requests/exams

New York, New York, United States

• Partner with senior executives and key stakeholders to support day to day operations of the teams
• Support oversight of the group’s headcount and expense budgets, forecasts, and planning
• Drive executive communications including developing content and materials for Board presentations, business reviews and other forums.
• Develop and implement strategic initiatives in response to self-identified opportunities and senior management request
• Build strong partnerships across Risk Management to support day to day operations
• Coordinate team activities and people agenda related initiatives including offsites, employee recognition, etc

New York, United States

• Manage team responsible for the daily production and substantiation of hedge P&L and Risk for CPG group
• Review and present daily/weekly/monthly pnl to senior management
• Project management across global CPG platform with current focus on system migration
• Lead on technology enhancements to CPG infrastructure
• CPG re-engineering with front to back focus on best practice

New York, New York, United States

• Produce the daily/monthly P/L for 10 person mortgage trading desk inclusive of Loans, Bond, Equity, ABX, CMBX, CDX, Single Name CDS, Futures and Interest Rate Swaps
• Responsible for month end close process including G/L reconciliation, risk system exposure validation, price verification, and trend analysis reporting
• Manage training of team members, resource allocation, and ongoing performance
• Produce and substantiate bi-weekly balance sheet for senior management with variance commentary
• Implement new processes to more efficiently report Daily P/L
• Lead daily communication with the Trading, Risk Management, Back Office and Technology areas of the firm

New York, New York, United States

• Perform trade assistant role on 5 person LatAm Sovereign/Derivative Desk inclusive of Bond, CDS, CDX, Interest Rate Swaps, Swaptions, F/X, Equity, Equity Options
• Review risk and P/L implications for complex trade structures in conjunction with Controllers
• Administer trade settlements with Counterparty, Sales, Compliance, Legal and Back Office operations
• Point person for analysis of Derivative documentation issues

New York, New York, United States

• Advise structuring of Single Seller, Multi Seller, Hybrid, Arbitrage, and Extendable Note Conduits
• Manage Commercial Paper and/or other debt instruments issued by the Special Purpose Vehicles
• Review program documentation with view towards establishing operating policies and procedures
• Responsible for all special purpose vehicles daily accounting and annual audit requirements
• Develop access databases specific to individual conduits needs
• Work daily with commercial paper dealers placing paper in the market

New York, New York, United States

• Prepared pooled funding for $11 billion asset backed vehicle
• Composed of 23 individual special purpose vehicles
• Execute loan sales and purchases for the SPV
• Manage commercial paper and/or other debt instruments issued by the special purpose vehicles
• Daily processing of loan portfolio principal pay downs and funding