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 Full Reval VAR.- Developed realised P&L tools to monitor SIMM vs portfolio MtM to measure greek gap risk coverage.

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 internal systems and used to analyse millions of data points of trading activity.• 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 data) to depict the risk associated with the portfolio.• 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.