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Vice President, Fixed Income Resume

COMPUTER SKILLS:

Bloomberg (AIM),, Derivative Solutions, Bond Edge, Yieldbook, Barclay's Point, MG Hedge, Financial CAD, Morningstar, FactSet, SQL, Visual Basic, Microsoft Office Suite

RELEVANT EXPERIENCE:

Confidential

Vice President, Fixed Income

Responsibilities:

  • Conduct quantitative and qualitative credit analysis on corporate, municipal and structured securities
  • Execute trades on corporate, municipal and agency Confidential securities;
  • Analyze Confidential (private debt/private equity) funds, assessing the investment managers strategy, historical performance and investment thesis;
  • Monitor performance of the corporate and municipal portfolios, elevating issues to senior management when applicable.

Confidential, Baltimore, MD

Assistant Vice President, Portfolio Manager

Responsibilities:

  • Portfolio Manager for 6 fixed income portfolios and 5 equity portfolios inclusive of ALM, liquidity and credit concentrations
  • Primary trader for both the fixed income portfolios across all asset classes and sectors
  • Executed futures NDF and swap transactions (interest rate, total return) for hedging purposes, primarily in US and Asian markets
  • Performed fundamental research (equity, fixed income) on 6 sectors in both the public (inclusive of 144a securities) and private placement markets
  • Designed, developed and implemented new equity, interest rate, foreign exchange and volatility hedging programs for variable and equity indexed annuity lines of business
  • Negotiated Confidential and Credit Support (CSA) agreements for US and Bermuda based entities
  • Led effort to in - source asset management process from external managers in 2010, concluding project in 100 days from inception to first executed trade

Confidential, Boston, MA

Associate

Responsibilities:

  • Maintained and monitored hedge programs for over $8 billion of variable annuity policies (interest rate, equity)
  • Validated investment analytics (WAL, duration, convexity, etc.) for externally managed $2 billion fixed income portfolio
  • Managed relationships with outside managers and custodians
  • Developed and implemented new operational procedures for derivative instruments

Confidential, Albany, NY

Markets Analyst

Responsibilities:

  • Executed fixed income (Corporates, RMBS, ABS and CD) and derivative trades for multiple portfolios
  • Underwrote investment grade corporate debt (financials and insurance), MBS, CMO, ABS, Confidential and CDO investments on relative value and risk adjusted basis
  • Implemented guidelines, procedures and strategies for interest rate derivatives hedging program
  • Negotiated Confidential and Credit Support (CSA) agreements Created accounting policy for derivative activities under FAS 133
  • Analyzed characteristics of investments (duration, VaR, credit risk) for appropriateness in portfolio, overall fit in the given book of business and compliance with Confidential Guidelines

Confidential, Boston, MA

Investment Analyst

Responsibilities:

  • Managed two S&P 500 and one Dow Jones Industrials equity indexed books
  • Executed, reported, and documented derivative (OTC options and index futures) trades for over $2 billion of in - force policies
  • Assisted in pricing, structuring, execution and managing risk of large (50 million plus) institutional deals using fixed income and credit derivatives
  • Analyzed market risk exposures of derivative and fixed income portfolios and associated liabilities and dynamically hedged risks
  • Evaluated all new investment vehicles and derivatives with respect to total portfolio risk profile
  • Implemented collateral management system with 15 counterparties

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