Sr Trading - Sales Assistant, NON-LINEAR RATES

• Primary Trading Assistant for NA Credit Volatility and Global Credit Indices Correlation desks covering traders in London and New York.• Collaborate with EMEA & NA CIB Application Developers on enhancements and building new platforms to automate front office to middle office workflow and STP functionality.• Monitored front to back trade life cycles in terms of client adoption, trade capture, documentation, settlement and ongoing maintenance.• Manage monthly CDX Swaption Expiration for NA Dealer Desk, coordinating with counterparties on ITM OTC Credit Option Exercises, ensuring clearing and settlement of OTR CDX Index trades.• Booked and reconciled e-Mini S&P 500 futures, US Treasuries, UST futures and options on futures for NY trading desk supporting five traders in New York.

• Captured transactions for various products including structured rates products, rates swaps, total return swaps, municipal swaps, treasury spread locks, treasury locks and asset swap transactions – employed various hedging techniques for each.• Oversaw testing and redeployment of proprietary system architecture for blottering, trade capture and risk/PnL production across several systems and product lines to comply with Dodd-Frank trade capture and reporting standards.• Participated in OTC Swap compressions and netting for LCH, CME and TriOptima packages – netting large trade populations into fewer trades with same or similar economics. • Reconciled clearing, documentation, settlement and cash break trade populations for weekly conference call for USD Swaps Flow, Exotic, Swaption, Municipal, Index, and Inflation Structured rates desks.• Liaison between sales/trading along with various back office groups to achieve trade price verification, as well as responding to queries from operations, compliance, accounting, documentation, counsel, corporate actions and settlements.• Booked and reconciled US Treasuries, Eurodollar and Treasury futures and options on futures for NY trading book averaging 3,500 transactions daily – managed middle office hedges PnL for over 18mos.

• Responsible for daily trade inputs for systematic and discretionary commodity futures portfolio.• Evaluate automated trading system performance and risk; adjust strategy risk and leverage with recommended settings for current market conditions.• Adjust and evaluate back tested performance for version enhancements to production strategy automation models.• Meet with system engineer daily to discuss implementation of changes to automation models based on risk weighted portfolio standards.• Run platform strategy automation walk-forward optimization program; implement optimized strategy settings to enhanced program performance.• Responsible for monitoring automation trade capture, matching and notating performance during overnight markets remotely three days a week.

• Worked with front and middle office staff to draft confirmations (“Deals” as their called in Markitwire) and helped submit trades to full affirmation and cleared status.• Collected and audited daily OTC derivative IB Dealer trader mappings and distributed data to all major inter dealer brokers including ICAP, BGC Eurobrokers, Cantor Fitzgerald and GFI.• Participated daily in working group assigned to improve Client Clearing, Interoperability between DTCC and Markitwire and C=C (Consent = Confirmation).• Increased trade flow by working closely with engineers to more quickly solve network and programmatic connectivity issues.• Familiarity with use of all ISDA Master Agreements for equity, interest rate swaps, commodity, credit default swaps and FX OTC derivatives.

• Provide research and internal policies to advisers across all 5 Wachovia Securities business channels regarding Managed Money and Fee-Based Products, Mutual Funds, 529 Plans, Money Markets, Offshore Mutual Funds, UITs, and Alternative Investments and Annuities. • Front line broker inquiries; high call volume area answering 65-100 calls daily requires detailed understanding of sales/operational aspect of Managed Money/Fee-Based Products. • Work with Operations Managers during Wachovia Securities and A.G. Edwards merger – product integration (June – December 2007).• Participated in committee with operations staff that created integration model for over 75,000 client accounts valued at over $8 billion USD for conversion related to Court's decision on Rule 202(a) (11)-1, which overturned the fee-based brokerage accounts' exemption. (“Merrill Lynch Rule”).