Raymond Samson Email & Phone Number

Brightwaters, NY, US

New York, New York, United States

• Recorded and maintained daily, monthly, and yearly trade activities in compliance with firm and regulatory policies.
• Worked with team members and sales management to develop a regional pricing policy that substantially reduced the turnaround time on live quotes to less than five minutes for 98% of all live requests.
• Partnered with regulatory team to ensure trading policies and procedures are compliant with Dodd- Frank.
• Investigated and remediated desk issues relating to trade discrepancies, P&L, and trade capture.
• Actively manage profit and loss volatility and market risk limits using hedge instruments such as interest rate products, foreign currency forward/options and credit products.
• Collaborated with market risk, financial control, and technology teams to increase trade capture rate from 69% to 99% by improving system analytics and pricing model, rebooking trades, and enhancing downstream system.

New York City Metropolitan Area

• Executed on average $10B annually in loan sales from the firm’s mid-market and large cap corporate loan portfolio to mitigate counterparty exposure and reduce capital usage.
• Prepared portfolio trades up to $250M in size that included more than 20 underlying loans.
• Initiated the development of, created the business plan for, and user-tested a web-based system that seamlessly passed new loan sale orders from private side to public side and vice versa.
• Developed with compliance team a process to obtain access to internal ratings for clients without public information.
• Acted as single point of contact for team when collecting, correlating, and preparing data and reports for internal and external audits.

New York City Metropolitan Area

• Managed a legacy portfolio of structured credit transactions, including Calls on Putable Bonds, Recovery Swaps, Letters of Credit and Contingent Credit Perfect Asset Swaps.
• Restructured approximately 80 orphaned trades and associated hedges to prepare positions for sale. Efforts were successful in reducing the portfolio 60% in two years.
• Developed an excel-based reporting tool that used market risk factors and Bloomberg add-ins to effectively estimate profit and loss. Structured derivative middle office adopted this tool to reconcile profit and loss to.
• Worked with Market Risk Management to establish appropriate risk limits, reserves, and a list of approved products for the exotic credit trading desk.

New York City Metropolitan Area

• Led team of 5 professionals that supported traders specializing in the management of counterparty credit risk.
• Established a pricing policy independent of the trading desk to ensure Firm’s mark to markets are in line with regulatory policy and dealer.
• Improved productivity dramatically by reallocating trade capture from several systems to one internal system.
• Worked closely with senior management, ensuring timely resolution of internal and external audits.

Managed a team of 3 professionals supporting the Interest Rate Derivative desk. Responsibilities included: P&L and risk reporting, trade capture, and program development

New York City Metropolitan Area

I started in the back office manually preparing confirmations, rate resets, and payment confirmations for the Interest Rate Swap desk. Promoted to Middle Office support team in year two, responsible for P&L reporting, trade capture/reconciliation, risk reporting and system validation.

Brooklyn, New York, United States

Executed annuity sales to existing and outside customers.

Melville, New York, United States

Executed annuity sales for internal banks customers.

Farmingdale, New York, United States

Performed Life, Health, and Property & Casualty insurance sales to new clients.