Andrew Ruskulis, Cfa Email & Phone Number

New York, Ny, Us

New York, Ny

· Trade High Yield bonds.· Responsible for HY bond electronic trading using MarketAxess, TruMID, LiquidNet, UBS Bond Port, and Bloomberg BW/OW.· Trade US Treasuries, Treasury futures and T-bills.· Prepare and execute FX spot and forward trades based on accounts' currency and hedge needs and in compliance with clients' guidelines. · Prepare and execute FX rolls and maintain FX hedges in GFI accounts.· Designed and implemented VBA based application that extracts broker pricing… Show more · Trade High Yield bonds.· Responsible for HY bond electronic trading using MarketAxess, TruMID, LiquidNet, UBS Bond Port, and Bloomberg BW/OW.· Trade US Treasuries, Treasury futures and T-bills.· Prepare and execute FX spot and forward trades based on accounts' currency and hedge needs and in compliance with clients' guidelines. · Prepare and execute FX rolls and maintain FX hedges in GFI accounts.· Designed and implemented VBA based application that extracts broker pricing quotes using Bloomberg functionality and templates. · Designed, maintain and run VBA based Global Fixed Income (GFI) group's cash/currency and FX hedge reports. · Provide GFI and MacKay Shields Client Support groups with analytical and performance reports. Show less

· Generated daily account vs. respective index profiling report for Fixed Income department with duration, net performance, yield, sector breakdown, curve posture and investment targets data across all accounts. Produced daily Fixed Income corporate bond holding report with recent and month-end prices and spread (Z, G, OAS) data.· Performed daily and periodic portfolio attribution analyses, generate detailed portfolio characteristic reports, maintain Fixed Income group trading activity… Show more · Generated daily account vs. respective index profiling report for Fixed Income department with duration, net performance, yield, sector breakdown, curve posture and investment targets data across all accounts. Produced daily Fixed Income corporate bond holding report with recent and month-end prices and spread (Z, G, OAS) data.· Performed daily and periodic portfolio attribution analyses, generate detailed portfolio characteristic reports, maintain Fixed Income group trading activity blotter, created price verification module for daily bond pricing process.· Improved efficiency and accuracy of the reporting process by creating Excel VBA macros for all mention above tasks. · Assisted Marketing department with periodic and ad-hoc portfolio and index analytics for mutual fund administrators, current and prospective clients and consultants. · Helped Compliance department to set up controls and provide periodic maximum exposure limits for number of accounts with unusual guidelines. Assisted portfolio managers with exotic account requirements, which are not captured by compliance systems. Show less

· Co-managed two 2(a)7 money market funds with highest market value of $1.7bln;· Invested available cash in short-term securities across thirty MacKay accounts totaling of up to $1bln. · Improved and expanded cash management process through addition of new accounts, establishing new and improving existing relationships with commercial paper issuers and dealers; enhanced compliance controls of the system using VBA macros.· Performed periodic credit research/due diligence of… Show more · Co-managed two 2(a)7 money market funds with highest market value of $1.7bln;· Invested available cash in short-term securities across thirty MacKay accounts totaling of up to $1bln. · Improved and expanded cash management process through addition of new accounts, establishing new and improving existing relationships with commercial paper issuers and dealers; enhanced compliance controls of the system using VBA macros.· Performed periodic credit research/due diligence of commercial paper issuers. Show less

· Provided back-office oversight of high yield, investment grade fixed income and equity accounts with total MV of $5bln.· Produced periodic and ad-hoc reports and reconciliations for use of portfolio managers, traders, clients and custodians; analyzed and discussed performance, transactions, holdings, corporate actions and discrepancies in MV and P&L of the accounts.· Evaluated S&P, Moody’s and Fitch websites for functionality and data suitability, and provided detailed recommendations… Show more · Provided back-office oversight of high yield, investment grade fixed income and equity accounts with total MV of $5bln.· Produced periodic and ad-hoc reports and reconciliations for use of portfolio managers, traders, clients and custodians; analyzed and discussed performance, transactions, holdings, corporate actions and discrepancies in MV and P&L of the accounts.· Evaluated S&P, Moody’s and Fitch websites for functionality and data suitability, and provided detailed recommendations for the international equity portfolio manager. Show less

· Reconciled historical and current P&L data between middle office equity swap and settlement systems. · Researched and resolved major breaks created due to booking discrepancies between swaps, hedges and settlements.· Prepared and coordinated with middle office correcting entries for corporate actions, FX transactions, payments of dividends and interest for equity swaps.

· Reviewed and analyzed month end P&L schedules from different Lehman legal entities and prepared month end P&L summary packages for senior management.· Performed research and reconciliation of P&L breaks between middle office and equity derivatives settlement systems and provided solutions to the problems.

· Worked on Deutsche Bank system conversion from bank’s in-house system to Summit 2.6 ensuring Summit transactions are booked in accordance with global trade capture guidelines and ISDA.· Performed extensive analysis of SWAP documentation and cash flows, with an emphasis on cross currency transactions and optionality.

Master, International Management

Master Of Business Administration (M.B.A.)

Engineer, Electronics

National Research University of Electronic Technology (MIET), Moscow, Russia http://eng.miet.ru/