Philip Duke Email & Phone Number

United Kingdom

London, England, United Kingdom

Desk Strat

Canary Wharf, London

Derivative Funding Optimisation:- Modolled rates, fx, equity, credit, and commodity derivate structures that reduced funding costs of the bank's overall bilateral portfolio.Model Development:- Calibrated and implemented the Standard Initial Margin Model (SIMM) within Barclays.- Carried out industry and internal backtesting of the model to compare against.

Canary Wharf, London

• Developing new VBA, SQL and Python projects, for the London team, which range from inter-platform matching algorithms, automated Excel end of day reports and the creation of various databases which feed directly from.
• Compiling weekly high level statistics of trade processing volumes which are distributed across London and New York.
• Assisting Sales and Trading with novation packages consisting of various interest rate derivative products.
• Migrating bulk interest rate packages to electronic platforms in order to clear via LCH, to mitigate counterparty risk, or compress to reduce the bank's RWA.

Fleet Street, London

• Manually uploaded invoices into e-billing applications for FTSE 100 companies, which often comprised of several hundred lines.
• Developed various Excel Macros to check for errors, created various Excel models to prepare invoices for uploading and solved various issues which hindered processes within the online systems.
• Liaised with the accounting team to develop Macro based solutions to automate some of their manual systems.

Mayfair, London

• Performed daily FTSE 100 statistical market analysis of the pharmaceutical and defence sectors using individual MACD, stochastic and Fibonacci series to brief brokers on market conditions.
• Created various Excel models to show the growth of portfolios using stock dividend yields; used simple and compounding interest as well as mean, deviation and Black-Scholes variance (using secondary historical stock.
• Created Excel trade logs for spread betting and CFD’s by writing formulas that would automatically update the profit and loss for brokers in US Dollars and Pound Sterling.
• Dealt with clients to explain concepts but refrained from giving financial advice.
• Back office admin duties (account opening, KYC’s), onsite IT support and Photoshop graphic design.

Master Of Science (Msc), Economics

Activities and Societies: Fencing, GlidingAdvanced Micro and Macro, Econometrics, Maths & Stats, Monetary Economics, Panel Data.

Nanodegree, Artificial Intelligence

Learned the core concepts of artificial intelligence as well as real world applications. Modules: - Constraint Satisfaction - Classical.

Ba Banking And Finance, Economics, First Class Honours

Activities and Societies: Competitive Fencing both nationally and internationally, Founder and President of "HELPONOMICS" a profit making.