Manager, Middle Office
Current• Lead and oversee daily PnL calculation and reporting for all of Polar’s funds, covering multiple strategies including long/short equity, fundamental credit, macro rates, and commodities.• Analyze PnL constituents, including trading gains, accrued and realized income, FX impacts, and corporate actions, providing clear explanations for strategy performance.• Produce and circulate over 30 essential daily PnL reports to traders, portfolio managers, and senior management team, ensuring transparency and aiding strategic decisions.• Implemented and overseeing real-time pricing infrastructure for futures and commodity basis swaps, by leveraging exchange theoretical pricing data and BBG streaming feeds.• Prepare monthly and quarterly fund investor reports detailing exposures, risk factors, and performance metrics.Project Experience:• Participated in launching and integrating multiple new trading strategies, being responsible for pricing infrastructure and PnL calculation of complex financial instruments.• Led the development and deployment of a PnL diagnostics platform used for identifying PnL calculation and pricing anomalies, and streamlining exception resolution.• Enhanced operational procedures for a variety of instruments, with a focus on TRS financing and fixed income securities accrual management.