HEDGE FUND COUNTERPARTY RISK MANAGER Seasoned Hedge Fund Counterparty Credit Risk Manager with extensive experience in managing counterparty portfolios, including limit approval discretion. Able to critically review a broad range of trading strategies that rely on fixed-income, equity, FX, and ...more

HEDGE FUND COUNTERPARTY RISK MANAGER Seasoned Hedge Fund Counterparty Credit Risk Manager with extensive experience in managing counterparty portfolios, including limit approval discretion. Able to critically review a broad range of trading strategies that rely on fixed-income, equity, FX, and commodity products, including derivatives, secured financing transactions, and prime brokerage. • Experience managing large portfolios of Hedge Fund clients, including fixed-income and equity funds employing global macro and arbitrage strategies. • Expertise in capital markets risk: Subject matter expert in counterparty and market risk, considerable experience with wholesale, operations, and liquidity risk. • Expertise across fixed income and equity products such as derivatives, futures, repo, FX, and prime brokerage, including both bilateral and cleared trading relationships. SOFTWARE DEVELOPER Expert C++ programmer with experience developing trading and risk management software. Able to work with large datasets in relational databases, multiple programmers, and multiple platforms. Admitted to New York University Tandon School of Engineering for a Masters Degree in Cybersecurity (Computer Science tract) with a 75% merit scholarship (Cyber Fellows Program). • Developer: Designed and implemented trade entry and risk management modules for OTC FX options platform in C++/Unix/SQL. Effectively replaced legacy systems saving $15mm in annual expenses. • Opensource: Self-taught QuantLib interest rate swap and repo products along with relevant pricing objects. Learned to used boost calendar and container classes for use in QuantLib. • Federal Reserve Micro Data Reference Model (MDRM): Effectively utilized Tableau connected to FRB databases to execute custom queries. Results contributed to effective supervision and safety and soundness of the largest bank portfolio. • iOS App Development: Completed iOS Objective-C app development course in iTunesU. Successfully developed several apps throughout the course. • Google CodeJam: Prepared for and competed in several rounds of Google CodeJam as an opportunity to practice coding challenges in increasing difficulty. • Experience with Python, boost, Swift, Objective-C, R, Swift, Tableau, Cognos, SQL, GitHub, Wireshark, Splunk, Apache server, HTML, Java, Docker, VMWare, Kali Linux, and proven ability to quickly learn any programming language.less