Consultant with a decade of work experience in operational risk management and alternative investments. Associate Director at an Emerging Markets fixed-income hedge fund in the U. S. , ***** ; previously, Senior Associate and Associate at a series of fixed-income investment funds from ***** .
Managed all trading operations and NAV accounting, cash flow projection, admin, audit and custody liaison. Devised models to analyze credit products for trading desk, enabling scenarios, stress-testing and margin call forecasting. Served as COO/CFO compliance liaison with third-party due diligence service providers. Sourced and led customization of an IT trade management system, greatly increasing redundancy and efficiency. Directed review of all legal contracts and documentation related to swaps, loans and other trades. Led review of third-party financial statements; supervised all audit activity. Reviewed, negotiated and executed ISDAs, GMRAs, CSAs, swap, FX and bank loan trade documentation. Created proprietary FAS 157 Level III pricing parameters to address valuation in illiquid markets. Modeled waterfall and hypo trade assumptions, developed scenario analysis module for structured credit portfolio.
Has deep product knowledge of sovereign and corporate bonds, loans, repos, PIK securities, trade receivables, promissory notes, distressed and exotic debt, TRS, CDS and CDX swaps, CLNs, FX forwards, and U. S. Treasury futures. Broad experience in:
• Operational risk management; regulations and compliance
• NAV fund accounting; admin and audit liaison
• IT and operations: portfolio software project management; operations set-up
• P&L and scenario analysis, swap modeling
• Cash flow and collateral management; projection and forecasting
• OTC derivatives trading documentation, processing and clearing
• Special Situations, exotic debt investments settlement
• Emerging Markets macro financial and economic analysis
• Performance metrics and reporting
Strong public speaker, business school lecturer and published author, ranked highly by participants at industry events. Received a Master’s in International Finance and Business from Columbia University. Member of several associations related to financial risk management, hedge funds and product control.