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• Engage in Legal Obligation framework and ensure proper mapping and documentation is in place

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• Directly involved with implementation of HTM and AFS accounting methods

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