Managed the team responsible for Independent Price Verification and confirmation of accurate fair value reporting for all open positions on a monthly and daily basis. The traded portfolio consisted of publicly traded securities, G-10 and emerging market interest rate derivatives, credit, commodity, equity and FX derivatives (vanilla and exotic) and Private Equity. Created firm’s Fair Value Pricing Procedures Policy and ensured FAS 157 (ASC 820) compliance on all funds. I headed the firm’s Valuation and Allocation Committee. The firm’s Financial and Operations Principle (Series 27) and involved in SEC, FINRA and other External Audits. Managed the Fund Accounting department that maintained books and records of 11 hedge funds with AUM of over $10 billion. This group produced the daily estimated and dealing date NAV’s (Global Macro, Onshore/Offshore Master Feeder, Long Only, Statistical Arbitrage, Relative Value, Private Equity and Long/Short Equity Funds). This group prepared and reviewed year-end audited financial statements and required disclosures. The department dealt with complex hedge fund accounting issues including: treatment of side pockets, derivatives, management fees, incentive fees, IPO PNL allocations, high water marks, crystallization and various fee structures. Oversaw the Investor Letter and Risk Report preparation for all funds. These consisted of Rate of Return Calculations, Industry Sector Allocations, Sharpe Ratios, Liquidity Analysis, Portfolio beta and various other Return-Based Statistics.

Managed a trade support team responsible for all trade verification, derivative pricing, PNL management and position maintenance for all derivative products. Products included are Interest Rate Swaps, Forward Rate Agreements, Basket Options, Average Rate Options, Market Participation Deposits and other exotic derivatives.