Simon Chiu Email & Phone Number

Menlo Park, Ca, Us

Remote First, Us

New York, Ny, Us

- Lead support for Barclays' Commodites Index Business including daily roll call with traders to hedge necessary futures/forward exposures. Products include TRS on Commodities Indices and Exchanged Traded Notes (iPath)- Led two successful Interest Rate Swap compressions on a newly launched trade capturing application. It reduced the desk’s exposure by estimated 12 billion dollars.-Provide coverage to the Funds Linked Derivative business including Total Return Swaps on mutual funds and Variable Funding notes. Responsibilities include calculating monthly equity and interest payout. -Perform trade capture, maintenance, and reconciliation of non-agency RMBS,CMBS/ABS (Cash and Derivatives). -Run and calculate P&L for trading desk; products include IRS, ABX, CMBX, PrimeX, and Credit Derivatives. Work with Finance team to resolve T+1 P&L issues.-Manage TriOptima compression cycle for Mortgage Derivatives. As well, take initiative with other dealers to collapse indices positions to reduce gross notional, capital charges and operational risk.-Ensure Trace eligible trades are reported in time, and resolve trade discrepancies between Sales and Trading. -Lead Liaison for Barclays Remic deals - including the receipt and delivery of collateral and remic bonds in a timely manner

New York, Ny, Us

-Participated in Deutsche Bank's ABS Standardization process; standardized legacy ABS trades among dealers with intent to collapse legacy positions. As well, TriOptima's compression cycle for CMBX, ABX, PrimeX, to reduce gross notional, capital charges and operational risk.-Calculated and processed monthly interest shortfall, writedown, and implied writedown for CDS on CMBS, ABS, CDO,-Lead person in contact between Trustee and desk for a CDO issued by Morgan Stanley. Record CDS and Collateral positions.-Created ad-hoc reports with Technology team to distribute daily credit event and changes in factor report to Finance Controller Group to further assist in reconciliation. -Supported Sales and Trading to ensure clients' trades were allocated and booked correctly.

New York, Ny, Us

- Facilitate monthly FAS 157 pricing for Interest Rate, Cross Currency Swap from Derivative Accounting Group to accounting system.- Managed a team of three to input AIG subsidiaries's derivatives into Front Arena for valuation.- Created Excel spreadsheets using Bloomberg's API functions to simplify and streamline fixed income principal and interest research.- Coordinate daily collateral management with Portfolio Managers and counterparties. Review ISDA/CSA for collateral elemetns (threshold matrix, minimum transfer amounts, and haircuts on eligible securities), and settling interest on collateral held and posted.- Support fixed income trading desks in New York, Houston and London for credit derivatives and corporate bonds. Reach out to counterparties' sales team to resolve trade discrepancies. As well, provided support for traders/portfolio managers with new portfolio/account launches, and workflow enhancements.- Assist technology team with UAT for new additional upgrade and add on.

New York, Ny, Us

- Lead liasison in a principal product structured between an Investment bank and asset manager.- Confirmed CDS trades via DTC.- Advised technology team with the implementation of a new derivative trading platform.