Thomas O'Mahony Email & Phone Number

London, Gb

London, United Kingdom

London, United Kingdom

• Idea generation in the developed rates and FX space for implementation across a variety of fixed income portfolios• Emphasis on independent fundamental research, while integrating quantitative and technical factors when generating trade ideas• Use a quantitative framework I have developed as a starting point to flag markets that may be fertile grounds for further research• Strong focus on risk management, preferring asymmetric trades with limited downside deviation characteristics… Show more • Idea generation in the developed rates and FX space for implementation across a variety of fixed income portfolios• Emphasis on independent fundamental research, while integrating quantitative and technical factors when generating trade ideas• Use a quantitative framework I have developed as a starting point to flag markets that may be fertile grounds for further research• Strong focus on risk management, preferring asymmetric trades with limited downside deviation characteristics and subjectively high ex-ante sharpe ratios• Manage of a number of mutual funds and segregated mandates. This includes asset hedging, client flows, index events, rolling futures and FX, cash management etc., as well as the writing of all periodic reports and commentaries• Implementation manager for a large swap spread trade for the firm’s largest client, in order to fulfil their Solvency II obligations. Made significant savings for the client through our view on spreads at the time, and efficient implementation• Frequent writer on investment themes, a number of examples of which can be found below Show less

London, United Kingdom

• Starting in EM, I built out our analytics capability, building fair value models and local bond/swap curve “Rich/Cheap” methodology using macro factor inputs. These were used as building blocks in our investment process• Analysed the Korean and then also the Israeli markets, where we traded positions in both local rates and FX• Moved on to DM where I covered the Antipodean markets, with good success in the FX market

London, United Kingdom

Hedge Fund Sales:• Discussions with current and potential clients, discussing performance, positioning and other data related to our fund range, and also writing periodic market and fund updates.• Conducted feasibility studies on new hedge fund strategiesHedge Fund Risk:• Review funds from an investment risk perspective, highlighting the most salient results and using this as a starting point for discussions with the fund manager(s) and senior management• Fields of… Show more Hedge Fund Sales:• Discussions with current and potential clients, discussing performance, positioning and other data related to our fund range, and also writing periodic market and fund updates.• Conducted feasibility studies on new hedge fund strategiesHedge Fund Risk:• Review funds from an investment risk perspective, highlighting the most salient results and using this as a starting point for discussions with the fund manager(s) and senior management• Fields of analysis included the quantitative (gross/net exposure, geographic/sectoral/FX exposures, tracking error, liquidity profiles, stress tests, turnover statistics etc.) and the qualitative (such as how we as a risk team, and the fund manager, felt a fund was exposed to the European debt crisis which was unfolding at the time)• Devised the investment parameters for a new range of risk targeted/constrained multi-asset portfoliosOperations Analyst:• Implementation of the share-class hedging and fund swing pricing processes for our European-domiciled fund ranges• Worked on project to outsource the share-class hedging process, including pre-implementation testing, and subsequent auditing of the outsourced process Show less

County Dublin, Ireland

I was a member of the Client and Regulatory Reporting group in the Funds Administration department and in this role I compiled reports detailing mutual fund compositions and exposures, for both fund trustees and the relevant oversight authorities.

Msc Finance

Bsc Finance