Trader And Strategist
Us
Trading and strategy: ● Interest Rate Swaps: executed outright, curve and butterfly IRS within a complex relative value and term structure portfolio (2++ model) across US, Europe, UK and Scandinavia● Managed key rate risk while unwinding over 3,500 interest rate swaps● Bonds: managed an OAS portfolio of US Treasuries together with a Senior PM● Repo: in charge of all financing for the firm, continually switched neighboring bonds reducing short covering repo risk ● Exchange traded instruments: expanded tradable universe in a systematic trading program to include commodities, equity futures, volatility futures ● FX Exposure Model: built a firm-wide cash flow based model and traded daily exposures● Evaluated cost of trading, ranked execution quality of counterparties ● Executed a multi-strategy systematic program spanning equities, futures and foreign exchange Management and collaboration:● Managed deployment of a secondary fund, established trading protocol and dealer relationships● Collaborated with developers and quants on enhancements to Interest Rate Swaps analyticsTrading and development:● Developed Trade Monitor(Excel), proprietary cross-asset trade modeling system utilized by all Fixed Income traders and PMs in the fund● Exchange traded instruments: traded bond and deposit futures in USD, EUR, GBP; executed basis trades, hedged portfolios with futures● Foreign Exchange: delta hedged a portfolio of foreign exchange options● Government Bond Repo: started as a European repo trader, took over the US repo book● Execution: electronic, voice, Bloomberg, Tradeweb, proprietary OMS Analysis:● Performed Key Rate analysis of Interest Rate Swap portfolios● Ranked trades based on carry and volatility● Decomposed and tracked Profit & Loss Business development:● Set up lines with new counterparties and developed trading relationships● Collaborated with senior and middle office personnel on straight through processing, trading new products and reporting