This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
Richard Tullo has over 20 years of experience in institutional research, investment analysis, portfolio management, and trading across various roles in investment banking, hedge funds, and independent research firms. He holds an MBA in finance and has published research covering various industries. His objective is to apply his skills and experience in institutional research and investments.
SIGMA28 collects and analyzes implied volatility data for equity options to empower clients. They have built a historical database of over 1,700 underlying assets dating back to 1999. Their database provides implied volatility data with high quality and integrity through frequent snapshots. Clients can access this data through SIGMA28's front-end application or API to conduct proprietary analysis and screening. This helps traders, risk managers, and other professionals better understand volatility and identify opportunities.
This document profiles several major financial software vendors: Murex, Calypso, Misys, Sungard, Algorithmics, Numerix, Superderivatives, and Moody's Analytics. It provides information on their product offerings, leadership, partnerships, clients, revenues, strengths, and cautions according to Gartner reports. The top vendors like Murex, Calypso and Misys are positioned as leaders in Gartner's Magic Quadrant for Treasury and Trading Core Systems.
Asif Idris has 18 years of experience designing business and technology strategies for investment banking, asset managers, and hedge funds. He has a track record of delivering complex projects on time and within budget. His areas of expertise include fund launches, trading lifecycles for various asset classes, and regulatory requirements like EMIR, Dodd-Frank, and AIFMD. Currently he is a Senior Project Manager and Business Solutions Architect for an investment firm where he manages strategic projects and defines business and systems architectures.
Asif Idris has 18 years of experience delivering complex business architecture projects within investment banking. He has a track record of designing target operating models and capturing requirements to deliver innovative solutions on time and on budget. Asif's areas of expertise include fund launches, trading lifecycles for various asset classes, and implementing regulations like EMIR, Dodd-Frank, and AIFMD. He holds an MBA and seeks a new opportunity to leverage his experience with capital markets, governance, and business architecture.
This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
Richard Tullo has over 20 years of experience in institutional research, investment analysis, portfolio management, and trading across various roles in investment banking, hedge funds, and independent research firms. He holds an MBA in finance and has published research covering various industries. His objective is to apply his skills and experience in institutional research and investments.
SIGMA28 collects and analyzes implied volatility data for equity options to empower clients. They have built a historical database of over 1,700 underlying assets dating back to 1999. Their database provides implied volatility data with high quality and integrity through frequent snapshots. Clients can access this data through SIGMA28's front-end application or API to conduct proprietary analysis and screening. This helps traders, risk managers, and other professionals better understand volatility and identify opportunities.
This document profiles several major financial software vendors: Murex, Calypso, Misys, Sungard, Algorithmics, Numerix, Superderivatives, and Moody's Analytics. It provides information on their product offerings, leadership, partnerships, clients, revenues, strengths, and cautions according to Gartner reports. The top vendors like Murex, Calypso and Misys are positioned as leaders in Gartner's Magic Quadrant for Treasury and Trading Core Systems.
Asif Idris has 18 years of experience designing business and technology strategies for investment banking, asset managers, and hedge funds. He has a track record of delivering complex projects on time and within budget. His areas of expertise include fund launches, trading lifecycles for various asset classes, and regulatory requirements like EMIR, Dodd-Frank, and AIFMD. Currently he is a Senior Project Manager and Business Solutions Architect for an investment firm where he manages strategic projects and defines business and systems architectures.
Asif Idris has 18 years of experience delivering complex business architecture projects within investment banking. He has a track record of designing target operating models and capturing requirements to deliver innovative solutions on time and on budget. Asif's areas of expertise include fund launches, trading lifecycles for various asset classes, and implementing regulations like EMIR, Dodd-Frank, and AIFMD. He holds an MBA and seeks a new opportunity to leverage his experience with capital markets, governance, and business architecture.
Read this material and learn what DPM stands for, how it supports modelling of reporting data and how it is being used by European banking and Insurance supervisors.
Summit FT is a treasury and capital markets solution that provides cross-asset trading, risk management, and straight-through processing capabilities. It offers sophisticated trader tools, risk management, workflow automation, and real-time trade processing to help financial institutions improve time to market, increase straight-through processing, and reduce costs. Summit FT provides flexible and customizable trading environments, real-time analytics, and integrates with upstream and downstream applications and market services to streamline operations. It has over 20 years of experience in providing solutions for complex derivatives and structured trades to over 160 top global banks.
Donald Rosenberg has over 30 years of experience managing technology programs and projects in the financial services industry. He has expertise in capital markets, trading operations, portfolio management, and master data management. Currently he leads the Capital Market Consulting practice for a consulting firm, advising financial services clients on program management, project delivery, and technology strategies.
Mercap Software is an Argentine company that provides financial software solutions. It has 20 years of experience in the Argentine market and is now expanding globally in Latin America, the US, and Europe. The presentation outlines Mercap's products, clients, functionalities, and analysis tools. Key products include Mercap Treasury for banks and Mercap Portfolio for asset managers. Functionalities cover the front, middle, and back office needs of financial institutions. Analysis tools include VaR, yield curves, and options valuation. Current projects focus on cloud access, global integration, and remote approvals.
Commodity Trading and Risk Management in a Multi-asset Class PortfolioCTRM Center
After a period that saw commodity prices and volatilities broadly collapse, there is every indication that commodities are once again an attractive asset class. Prices and volatilities have been rising again across almost all commodities, and investors have been returning in droves. This was demonstrated by the S&P GSCI, having reached a low point in 2016, before climbing relatively steadily ever since. Meanwhile, low interest rates, solid economic growth across the globe and rising corporate earnings have hoisted equities to record levels early in 2018, before losing some luster recently. Commodities, the basic building blocks of civilized life, are again in demand – both from consumers as well as investors.
David J. Oller has over 20 years of experience in financial services as both a business analyst/software developer and institutional US equity trader. He has a track record of developing order management systems and currently conducts research and analysis to facilitate legal services opportunities. He also manages a profitable short-term trading portfolio. Previously, he was a Vice President of equity trading at JP Morgan Asset Management where he consistently outperformed benchmarks and helped design trading systems.
The Client Solutions Development Team (CSDG) works to provide insights into business value drivers and risk factors for clients and enables clients to optimize capital usage, perform risk and return analysis, and meet regulatory, accounting, and rating requirements through Fortis solutions. The team discusses partnership opportunities, products, and delivers specialized sales and support to a range of institutional, corporate, and internal clients. It aims to set up an "idea factory" and engage in presentations, publications, and events to promote structured product strategies.
The document discusses using high-performance computing (HPC) to value complex insurance guarantees like variable annuities. It describes the challenges in valuing variable annuities due to their path-dependent cash flows and exposure to market risks. VORtech is working with ING Re to optimize the HPC implementation for valuing variable annuities to improve performance while maintaining flexibility and transparency of the valuation code. Scenarios for implementing HPC include prototyping on more accessible platforms and optimizing parallelization and memory usage.
The document discusses the concepts of linked data, how it can be created and deployed from various data sources, and how it can be exploited. Linked data allows accessing data on the web by reference using HTTP-based URIs and RDF, forming a giant global graph. It can be generated from existing web pages, services, databases and content, and deployed using a linked data server. Exploiting linked data allows discovery, integration and conceptual interaction across silos of heterogeneous data on the web and in enterprises.
Swedbank has transformed its capital markets operations by implementing Calypso's Bank-in-a-Box (BiaB) solution. BiaB provides Swedbank with a standardized, front-to-back platform across asset classes that streamlines workflows and ensures compliance with new regulations. This allows Swedbank to focus on delivering value to clients rather than maintaining a patchwork of different systems. The standardized nature of BiaB also reduces costs compared to customized solutions by avoiding expensive maintenance and development over time. Swedbank selected BiaB to have a modern, plug-and-play system that would position it well for the future landscape of thinner margins and increased regulatory demands.
As a private equity executive, you’re dedicated to increasing value for your clients—but are you doing enough to communicate your value?
Calypso Communications manages brands, media, reputation, and design to add market speed and portfolio value. With global clientele and decades of experience, Calypso shares its insights into communicating value and marketing private equity.
The Calypso Front Off ice solution runs on flexible and versatile cross-asset front-to-back platform — an adaptive enterprise infrastructure specifically designed to improve and evolve with changing markets.
click http://www2.calypso.com/solutions/capital-markets/ for more information
Digital transformation using calypso in capital marketsDavid Broderick
Transforming a bank into a dynamic, client centric, value focused organisation is addressed here. Bank wanted to simplify its technology architecture while at the same time uplift it. As it was a SAP house most of the solution was oriented around SAP, SAP HANA. Calypso was reported into the SAP GL and onto SAP HANA for subsequent reporting, analytics and visualisation
The document outlines the agenda for a two-day workshop on capital markets testing hosted by Time2test Limited and Asymilate Limited. The workshop will provide an introduction to capital markets domains, technical skills, and testing skills. It will cover topics such as banking products, trade lifecycles, cash flows, delivery concepts, and derivatives. The agenda includes sessions on the banking domain, technical skills like XML and SQL, and testing skills including test planning and defect resolution.
In this talk you'll see how one of Automattic's team, Hyperion, worked to bring to life the first version of the Theme Showcase for the Calypso modern infrastructure — open-sourced in 2015.
Spotlight on Financial Services with Calypso and SAP ASESAP Technology
Capital markets solutions from Calypso and SAP ASE can help your organization reduce the total number of systems in use, simplify business architecture, streamline processes, and improve efficiency – all while reducing total cost of ownership.
This presentation is a supplement to the "Why SAP HANA?" video on Youtube. Download and follow along to the video. An added bonus to this presentation is an Appendix and Presentation Notes slides.
Video Link: https://www.youtube.com/watch?v=VCEr9Y8ZrVQ
This document provides a legal disclaimer stating that the information presented is confidential and proprietary to SAP. It notes that SAP has no obligation to pursue plans outlined and the document does not constitute a commitment or guarantee. It also recommends several articles on topics related to digital technology trends and their potential disruptions.
Green Derivatives Trading Desk, Philip Green CVPhilip Green
Philip Green has over 10 years of experience as a business analyst and project manager for capital markets, derivatives trading, and risk management systems. He has led many projects implementing systems like Murex, Ion, Charles River, SunGard, and Calypso. Currently, he is a senior business analyst at Daiwa Capital Markets Europe working on projects to calculate funding costs, comply with regulations like Dodd-Frank and Basel III, and migrate systems.
Danial Khan has over 18 years of experience in accounting, auditing, risk management, and commodity trading. He has extensive expertise in energy markets including natural gas, power, crude oil, and derivatives. Khan has held senior roles managing teams and projects, and advising government and corporate clients on infrastructure development, risk management, and operational efficiencies.
Thirupathi is a business analyst with over 10 years of experience delivering technology solutions to meet business demands. He has extensive experience in information systems, capital markets, and financial products like equities, fixed income, forex, and risk management. Currently he works as a consultant for Intellect Design Arena, an international financial technology company, where he gathers requirements, writes documentation, and ensures requirements are met through testing and implementation.
Usha Jagannathan has over 15 years of experience in market risk management and database design. She currently works as a Director at Bank of America Merrill Lynch, where she oversees market risk for various trading desks. Previously, she worked at Merrill Lynch designing risk reporting systems and databases. She holds an MBA in Finance and Computer Science from NYU Stern School of Business and FRM and PRMIA certifications.
Read this material and learn what DPM stands for, how it supports modelling of reporting data and how it is being used by European banking and Insurance supervisors.
Summit FT is a treasury and capital markets solution that provides cross-asset trading, risk management, and straight-through processing capabilities. It offers sophisticated trader tools, risk management, workflow automation, and real-time trade processing to help financial institutions improve time to market, increase straight-through processing, and reduce costs. Summit FT provides flexible and customizable trading environments, real-time analytics, and integrates with upstream and downstream applications and market services to streamline operations. It has over 20 years of experience in providing solutions for complex derivatives and structured trades to over 160 top global banks.
Donald Rosenberg has over 30 years of experience managing technology programs and projects in the financial services industry. He has expertise in capital markets, trading operations, portfolio management, and master data management. Currently he leads the Capital Market Consulting practice for a consulting firm, advising financial services clients on program management, project delivery, and technology strategies.
Mercap Software is an Argentine company that provides financial software solutions. It has 20 years of experience in the Argentine market and is now expanding globally in Latin America, the US, and Europe. The presentation outlines Mercap's products, clients, functionalities, and analysis tools. Key products include Mercap Treasury for banks and Mercap Portfolio for asset managers. Functionalities cover the front, middle, and back office needs of financial institutions. Analysis tools include VaR, yield curves, and options valuation. Current projects focus on cloud access, global integration, and remote approvals.
Commodity Trading and Risk Management in a Multi-asset Class PortfolioCTRM Center
After a period that saw commodity prices and volatilities broadly collapse, there is every indication that commodities are once again an attractive asset class. Prices and volatilities have been rising again across almost all commodities, and investors have been returning in droves. This was demonstrated by the S&P GSCI, having reached a low point in 2016, before climbing relatively steadily ever since. Meanwhile, low interest rates, solid economic growth across the globe and rising corporate earnings have hoisted equities to record levels early in 2018, before losing some luster recently. Commodities, the basic building blocks of civilized life, are again in demand – both from consumers as well as investors.
David J. Oller has over 20 years of experience in financial services as both a business analyst/software developer and institutional US equity trader. He has a track record of developing order management systems and currently conducts research and analysis to facilitate legal services opportunities. He also manages a profitable short-term trading portfolio. Previously, he was a Vice President of equity trading at JP Morgan Asset Management where he consistently outperformed benchmarks and helped design trading systems.
The Client Solutions Development Team (CSDG) works to provide insights into business value drivers and risk factors for clients and enables clients to optimize capital usage, perform risk and return analysis, and meet regulatory, accounting, and rating requirements through Fortis solutions. The team discusses partnership opportunities, products, and delivers specialized sales and support to a range of institutional, corporate, and internal clients. It aims to set up an "idea factory" and engage in presentations, publications, and events to promote structured product strategies.
The document discusses using high-performance computing (HPC) to value complex insurance guarantees like variable annuities. It describes the challenges in valuing variable annuities due to their path-dependent cash flows and exposure to market risks. VORtech is working with ING Re to optimize the HPC implementation for valuing variable annuities to improve performance while maintaining flexibility and transparency of the valuation code. Scenarios for implementing HPC include prototyping on more accessible platforms and optimizing parallelization and memory usage.
The document discusses the concepts of linked data, how it can be created and deployed from various data sources, and how it can be exploited. Linked data allows accessing data on the web by reference using HTTP-based URIs and RDF, forming a giant global graph. It can be generated from existing web pages, services, databases and content, and deployed using a linked data server. Exploiting linked data allows discovery, integration and conceptual interaction across silos of heterogeneous data on the web and in enterprises.
Swedbank has transformed its capital markets operations by implementing Calypso's Bank-in-a-Box (BiaB) solution. BiaB provides Swedbank with a standardized, front-to-back platform across asset classes that streamlines workflows and ensures compliance with new regulations. This allows Swedbank to focus on delivering value to clients rather than maintaining a patchwork of different systems. The standardized nature of BiaB also reduces costs compared to customized solutions by avoiding expensive maintenance and development over time. Swedbank selected BiaB to have a modern, plug-and-play system that would position it well for the future landscape of thinner margins and increased regulatory demands.
As a private equity executive, you’re dedicated to increasing value for your clients—but are you doing enough to communicate your value?
Calypso Communications manages brands, media, reputation, and design to add market speed and portfolio value. With global clientele and decades of experience, Calypso shares its insights into communicating value and marketing private equity.
The Calypso Front Off ice solution runs on flexible and versatile cross-asset front-to-back platform — an adaptive enterprise infrastructure specifically designed to improve and evolve with changing markets.
click http://www2.calypso.com/solutions/capital-markets/ for more information
Digital transformation using calypso in capital marketsDavid Broderick
Transforming a bank into a dynamic, client centric, value focused organisation is addressed here. Bank wanted to simplify its technology architecture while at the same time uplift it. As it was a SAP house most of the solution was oriented around SAP, SAP HANA. Calypso was reported into the SAP GL and onto SAP HANA for subsequent reporting, analytics and visualisation
The document outlines the agenda for a two-day workshop on capital markets testing hosted by Time2test Limited and Asymilate Limited. The workshop will provide an introduction to capital markets domains, technical skills, and testing skills. It will cover topics such as banking products, trade lifecycles, cash flows, delivery concepts, and derivatives. The agenda includes sessions on the banking domain, technical skills like XML and SQL, and testing skills including test planning and defect resolution.
In this talk you'll see how one of Automattic's team, Hyperion, worked to bring to life the first version of the Theme Showcase for the Calypso modern infrastructure — open-sourced in 2015.
Spotlight on Financial Services with Calypso and SAP ASESAP Technology
Capital markets solutions from Calypso and SAP ASE can help your organization reduce the total number of systems in use, simplify business architecture, streamline processes, and improve efficiency – all while reducing total cost of ownership.
This presentation is a supplement to the "Why SAP HANA?" video on Youtube. Download and follow along to the video. An added bonus to this presentation is an Appendix and Presentation Notes slides.
Video Link: https://www.youtube.com/watch?v=VCEr9Y8ZrVQ
This document provides a legal disclaimer stating that the information presented is confidential and proprietary to SAP. It notes that SAP has no obligation to pursue plans outlined and the document does not constitute a commitment or guarantee. It also recommends several articles on topics related to digital technology trends and their potential disruptions.
Green Derivatives Trading Desk, Philip Green CVPhilip Green
Philip Green has over 10 years of experience as a business analyst and project manager for capital markets, derivatives trading, and risk management systems. He has led many projects implementing systems like Murex, Ion, Charles River, SunGard, and Calypso. Currently, he is a senior business analyst at Daiwa Capital Markets Europe working on projects to calculate funding costs, comply with regulations like Dodd-Frank and Basel III, and migrate systems.
Danial Khan has over 18 years of experience in accounting, auditing, risk management, and commodity trading. He has extensive expertise in energy markets including natural gas, power, crude oil, and derivatives. Khan has held senior roles managing teams and projects, and advising government and corporate clients on infrastructure development, risk management, and operational efficiencies.
Thirupathi is a business analyst with over 10 years of experience delivering technology solutions to meet business demands. He has extensive experience in information systems, capital markets, and financial products like equities, fixed income, forex, and risk management. Currently he works as a consultant for Intellect Design Arena, an international financial technology company, where he gathers requirements, writes documentation, and ensures requirements are met through testing and implementation.
Usha Jagannathan has over 15 years of experience in market risk management and database design. She currently works as a Director at Bank of America Merrill Lynch, where she oversees market risk for various trading desks. Previously, she worked at Merrill Lynch designing risk reporting systems and databases. She holds an MBA in Finance and Computer Science from NYU Stern School of Business and FRM and PRMIA certifications.
Levada Consulting provides business and technology consulting services for the financial industry, focusing on projects for foreign banks in the United States. They have expertise in various banking applications such as T24/GLOBUS and ACBS. Levada has completed many projects involving data warehousing, reporting, conversions, and implementation support. Their clients appreciate Levada's domain expertise, integration of business and technology skills, and on-time delivery within budget.
Thirupathi is a business analyst with over 6 years of experience delivering technology solutions to meet business demands. He has expertise in information systems, capital markets, treasury, and investment banking products. Currently he works as a consultant for IntellectDesignArena, an international financial technology company, where he gathers requirements, documents analyses, performs testing, and provides training. He has comprehensive experience and qualifications in various financial domains including equities, fixed income, risk management, and derivatives.
Atlas Resume - Daniel Mancini(07.10.2015)Dan Mancini
Daniel Mancini has over 18 years of experience in business analysis, software development, consulting, and project management related to financial services. He has expertise in asset management areas like private wealth, institutional, insurance, indexes, hedge funds, and mutual funds. Some of his responsibilities have included providing subject matter expertise, requirements gathering, documentation, system configuration, testing, and training. He has worked on projects involving order management systems, portfolio management, trading, compliance, and architecture assessments.
Louis Castro has over 20 years of experience in financial operations, including accounting, reconciliation, trade processing, and global support. He has worked for several large banks such as Doral Bank, Bank of New York Mellon, HSBC, and Morgan Stanley. Castro has strong skills in Microsoft Office, financial systems such as SWIFT, CHIPS, and FEDS, and accounting/reconciliation processes.
This document provides a summary of Jeremy Bachelier's professional experience and qualifications. It summarizes that he has over 10 years of experience in front office trade support roles, with expertise in credit and operational risk management. He is currently an Associate at Société Générale, providing support for their credit valuation adjustment processes. He is seeking a senior role in trade support, process engineering, or operational risk and control.
Jeremy Stanley has over 25 years of experience in investment banking, business analysis, and project management. He has led teams and projects involving client onboarding systems, risk and P&L engines, and regulatory reporting platforms. Currently he is a lead business analyst for HSBC's client onboarding systems in Asia Pacific. Previously he was a business analyst and project manager for ANZ Bank where he managed projects developing a real-time market risk system and regulatory reporting platforms. He has also held senior trading and risk management roles involving interest rates, foreign exchange, and complex financial modeling.
Bart O'Brien has over 30 years of experience in product control, project management, and risk management roles in banking. His most recent role is Vice President of the Loan Project Office Organization Team at BNP Paribas, where he works on tasks like proposing accounting schemes for new lending products and providing production support. Prior to this, he held several vice president roles managing teams and projects involving the integration of new products, applications, and regulatory requirements. He has extensive experience across multiple banking systems and products, including loans, trading, treasury, and risk management.
Case study commodity value chain banking luxoft for one of the largest global...Luxoft
Luxoft successfully developed a commodity trading and risk management system for a large global agribusiness company over 3 years with a team of 9. The system allows traders to execute contracts, track market prices, manage risks, and generate reports. It integrates with the company's SAP and market data systems. The client was able to effectively trade commodities and manage associated risks through all stages of the contract lifecycle using the customized solution.
Thomas Georgeson has over 10 years of experience in investment banking and quantitative finance. He holds a Certificate in Quantitative Finance and is looking to transition to quantitative development roles. He has extensive skills and experience in market technologies, applications, programming languages, and software. He has worked for several large investment banks, including Deutsche Bank, HSBC, JP Morgan, Barclays Capital, and GL Trade, in roles such as futures IT consultant, support consultant, technical account manager, and developer.
Christian Hennessy has over 20 years of experience in IT across various industries including financial services, government, and energy. He has worked as a business analyst and project manager on projects involving market risk, data warehousing, compliance, and options pricing. His recent experience includes work on compliance projects related to Mifid II, MAD, and MAR regulations. He has experience working in both agile and waterfall development methods and has skills in techniques like UML, Prince2, and SQL.
This document provides a summary of Stephen J. Rutter's extensive career experience in financial technology spanning over 40 years. He has held many senior level positions at major financial institutions in both the UK and US, including JPMorgan Chase, American Express, Lloyds Bank, and Nordic Bank. The summary highlights his deep experience managing technology for capital markets businesses and supporting a wide range of financial products.
Nidhi Malhotra has over 15 years of experience in banking, finance, and wealth management. She has expertise in business requirements gathering, data quality testing, and reporting. Her background includes roles at Citigroup, Goldman Sachs, Bank of America, and Northwestern Mutual where she led projects implementing new systems and migrating to new platforms. She is proficient in tools like SQL, Business Objects, Informatica, and Agile methodologies.
Subhathira Sambandan has over 15 years of experience in banking and finance, including 2.5 years of experience in Know Your Customer (KYC) and Anti-Money Laundering (AML) regulation. She currently works as a Senior AML - KYC professional at Bank of America Merrill Lynch, where she performs quality assurance on client onboarding and documentation. Prior to this, she held roles in documentation, operations, and retail banking at organizations including Barclays Capital, Temasek Holdings, Development Bank of Singapore, and Indian Bank Singapore. She has a background in psychology, computer studies, and information technology.
The document describes various client engagements related to financial services projects involving trade order management, custodial services conversion, vendor selection, system implementations, workflow reengineering, and risk management. Areas of work included project management, business analysis, requirements gathering, testing, and documentation of policies, procedures, and accounting rules. The engagements spanned industries such as asset management, banking, insurance, and involved both domestic and international clients.
Khalid SRIJI has over 12 years of experience as a senior software developer. He has extensive experience with Python, C#, .NET, SQL, and financial industry technologies. Some of his areas of expertise include full software development life cycles, distributed systems, cloud computing, web services, databases, and data analytics. He has worked on projects involving trading platforms, risk management, reporting, and asset management.
The document is an interest rate swap term sheet between Blackrock and DBS for a 5 year swap. Counterparty A will pay a floating rate of 3M LIBOR + 0 bps and receive a fixed rate of 5.231%. The notional amount is $4,500,000. The termination date is 9/16/2014. The purpose of the trade is for modifying duration, changing risk, and targeting returns.
The document discusses determining the forward price for a storable commodity like natural gas or crude oil using a quantitative approach. The forward price is calculated using the current spot price, the risk-free interest rate, and the cost of carry, which applies to storable commodities that can be held for future sale. Electricity is not included as a storable commodity since generated electricity cannot be stored for future periods.
Survey On Fair Value Disclosures In 10 KPhilip Green
Survey of Energy, Utility and Power companies Annual Report (Form 10-K)
Quantitative and Qualitative Disclosures about Derivatives and Risk Management Activities
FAS 133 analysis
How MJ Global Leads the Packaging Industry.pdfMJ Global
MJ Global's success in staying ahead of the curve in the packaging industry is a testament to its dedication to innovation, sustainability, and customer-centricity. By embracing technological advancements, leading in eco-friendly solutions, collaborating with industry leaders, and adapting to evolving consumer preferences, MJ Global continues to set new standards in the packaging sector.
LA HUG - Video Testimonials with Chynna Morgan - June 2024Lital Barkan
Have you ever heard that user-generated content or video testimonials can take your brand to the next level? We will explore how you can effectively use video testimonials to leverage and boost your sales, content strategy, and increase your CRM data.🤯
We will dig deeper into:
1. How to capture video testimonials that convert from your audience 🎥
2. How to leverage your testimonials to boost your sales 💲
3. How you can capture more CRM data to understand your audience better through video testimonials. 📊
Taurus Zodiac Sign: Unveiling the Traits, Dates, and Horoscope Insights of th...my Pandit
Dive into the steadfast world of the Taurus Zodiac Sign. Discover the grounded, stable, and logical nature of Taurus individuals, and explore their key personality traits, important dates, and horoscope insights. Learn how the determination and patience of the Taurus sign make them the rock-steady achievers and anchors of the zodiac.
Discover timeless style with the 2022 Vintage Roman Numerals Men's Ring. Crafted from premium stainless steel, this 6mm wide ring embodies elegance and durability. Perfect as a gift, it seamlessly blends classic Roman numeral detailing with modern sophistication, making it an ideal accessory for any occasion.
https://rb.gy/usj1a2
B2B payments are rapidly changing. Find out the 5 key questions you need to be asking yourself to be sure you are mastering B2B payments today. Learn more at www.BlueSnap.com.
Structural Design Process: Step-by-Step Guide for BuildingsChandresh Chudasama
The structural design process is explained: Follow our step-by-step guide to understand building design intricacies and ensure structural integrity. Learn how to build wonderful buildings with the help of our detailed information. Learn how to create structures with durability and reliability and also gain insights on ways of managing structures.
Best practices for project execution and deliveryCLIVE MINCHIN
A select set of project management best practices to keep your project on-track, on-cost and aligned to scope. Many firms have don't have the necessary skills, diligence, methods and oversight of their projects; this leads to slippage, higher costs and longer timeframes. Often firms have a history of projects that simply failed to move the needle. These best practices will help your firm avoid these pitfalls but they require fortitude to apply.
SATTA MATKA SATTA FAST RESULT KALYAN TOP MATKA RESULT KALYAN SATTA MATKA FAST RESULT MILAN RATAN RAJDHANI MAIN BAZAR MATKA FAST TIPS RESULT MATKA CHART JODI CHART PANEL CHART FREE FIX GAME SATTAMATKA ! MATKA MOBI SATTA 143 spboss.in TOP NO1 RESULT FULL RATE MATKA ONLINE GAME PLAY BY APP SPBOSS
Company Valuation webinar series - Tuesday, 4 June 2024FelixPerez547899
This session provided an update as to the latest valuation data in the UK and then delved into a discussion on the upcoming election and the impacts on valuation. We finished, as always with a Q&A
Company Valuation webinar series - Tuesday, 4 June 2024
Philip Green CV
1. Philip Green
001.312.731.0965 (Chicago)
+44 7941915991 (London)
e-mail: derivativestradingdesk@gmail.com
Project Manager and Senior Business Analyst
Expertise: 12 years senior project manager, senior business analyst, functional architect, implementations, requirements
gathering, software development, on several global energy trading risk management, derivatives and regulatory reporting, data
migration projects
Domains: Capital Markets, Derivatives, Foreign Exchange, Treasury, Front Office, Global Equity Finance, Oil and Gas,
Commodities, Energy Trading Risk Management, Futures and Options, Securities, Wealth Management, Investment
Management, Trading, Risk, Compliance, Cash & Liquidity, straight-through-processing (STP), Collateral Management, Data
Migration, Run the Bank, Change the Bank
Products and Asset Classes: Exchange-traded and OTC derivatives, Interest Rate Swaps, Credit Default Swaps, Repos,
Barrier Options, Warrants, Cleared OTC IRS, repos, fixed income, bonds, futures, options, FX, NDF’s, CFD, Structured
products, equity, Interest rate derivatives, equity derivatives, credit derivatives, Brent and Platt’s benchmark crude, oil and gas
contracts, gasoil futures, futures, options, commodities
Regulatory: Dodd-Frank, FATCA, EMIR, SOX, Volcker Rules, Tax, FAS 133, FINRA, CFTC, CDR, MiFid, Regulatory
Reporting, ERCOT, Basel II, Basel III, Capital Requirements Directive (CRD), Financial Services Authority (FSA) and
International Financial Reporting Standards (IFRS).
Systems: Global One, Openlink Endur v8, v9, v11, Calypso v.14, Murex 3.1, Sungard, GMI, Charles River, Wall Street
Systems, Openlink Findur, Smartsoft, SAP Oil & Gas Upstream, SAP Oil and Gas Downstream,, Summit, Commodity XL,
Allegro, SolArc Right Angle, Fidessa, Latent Zero, Bloomberg TOMS, Bloomberg POMS, Simcorp Dimension, Lombard Risk
Colline Collateral Management, ThinkFolio, Blackrock Aladdin, SAP Treasury, Fimatrix,
Technology: SQL, TOAD, HP Quality Centre, FixML, FIX, FpML, Squirrel, JIRA, Kanban
Daiwa Capital Markets, Europe Ltd
London, UK
March 2010 – present
Sr. Project Manager, Capital Markets – Finance and Operations Technology – Responsibile for Finance & Treasury
reporting, risk and Target Operating Model delivering a Cost of Carry 2010 project of $USD 16mm to give the bank global
reports on funding costs of Positions and trades. To build a centralized system on a nTier Architecture that calculates funding
on all positions of the firm. The new Cost of Carry platform for trade capture, pricing and risk encompasses the regulatory
initiatives:
Dodd-Frank Title 7 (Swaps and OTC Derivatives)
Basel II and Basel III Capital adequacy and stress testing
Foreign Accounts Tax Compliance Act (FATCA)
Fund Transfer Pricing
Volcker Rule capital investments requirements
Liquidity Asset Buffer -- will be such that it can handle any trade types across all product types. Project managed the Daiwa
Capital Markets Europe Limited and global institutional custody client’s adaptation of the Pillar 1 standardized approach to
credit risk and operational risk and disclosures on capital and risk management.
The new funding database will calculate funding on a daily basis and Structured products financial instruments workflow for
nested and interdependent payoffs or features. Responsible for hands-on project planning, reporting, authoring business
requirements, operational risk, business analysis, functional specifications, development and implementation of the new Cost
2. of Carry compliance file extracts, compliance import/export process, compliance batch process and compliance End of
Day/End of Month security prices.
Managing a team of business analysts and Developers, JIRA issue tracking product, bug tracking, issue tracking and project
management this role also required close liaison with Business personnel to Division Head level in Product Control, Front
Office, Compliance, Treasury, Derivative Middle Office, Global Equity Finance and Settlements.
Business Analysis and Project management and Change Management for projects in the Equity Finance and Derivatives
middle office. Migrating 2.11 to MX3 for FX options. Migrating all FX products into Murex for model validation, pricing and
hedging of complex FX and exotic financial products and Charles River (CRD) for our compliance rules (Money Markets and
Fixed Income) and portal out to algorithmic brokers. Authored RFP and RFI for the SunGard Clearvision Tokyo-hosted
solution and interfacing Blackrock Aladdin for the Daiwa India Fund. TIBCO middleware for messaging bus and checking
against securities traded and value date.
Produce and analyze daily VaR and EOD reports on the output of the VaR model for London, Hong Kong and Tokyo as
needed; develop and maintain a limit reporting system, initiating action in the case of breaches; develop and maintain a Value
at Risk measurement model and (if required) an Incremental Risk Charge model; obtain independent validation of the VaR and
IRC models.
Documentation and testing of equity and equity derivative processing - such as Credit Derivatives, FX Swaps, Spots and
Forward FX, NDF’s, CCy, CDS, Structured MTN’s, Options (FX, Bonds, equities), Money Markets (including CD, CP), Deal
Payments, Loan Origination, ETF's, CFD's Warrants, Futures, Options, Callable Bull Bear Certificates (CBBC’s). Extensive
implementation and requirements, functional specifications of front office Horizon and Murex systems for Global Equity
Finance.
Authored functional specifications and mapping attributes for Daiwa Calypso RISK RFP and Calypso High-Level
Requirements, Calypso Architecture and Systems Evaluation Matrix.
Fortis Investments
Brussels, Belgium
January 2008 – March 2010
Project Lead / Consultant - Fortis Bank, Brussels, Belgium
Process Re-engineering for Calypso FO (Front Office) Configuration Documentation; Calypso Catalog and Products and Asset
Classes and the Calypso to NPB (Nostro Posititie Beheer) and P&L Attribution. Colline collateral management and ALGO for
OTC Derivatives and Listed ETD Derivatives Project using a Derivatives platform Implementation of vendor solutions, shortlisted to Murex and Calypso.
Write upstream and downstream interface documentation, SQL data modelling for all Sophis products, Sophis, Swapswires, TZero, Murex MxML, Murex Balance Sheet Management, Decalog and FIBIS (Structured products (primarily Equity options).
Collateral management of OTC and Exchange-traded products), COLLINE and ALGO,
Project experience (Coll Mgmt system replacement and data migration, Colline (Lombard Risk) process specifications,
interfaces, workflows, design , specification and testing of reporting solutions, Data model and testing.
Create custom "end of day" calculations in the simulation framework, and modified canned calculations in Endur for M-T-M,
Cash Month, P&L granularity, and compliance required by trading and risk control analysts. FED, CHIPS, SWIFT, Foreign
Currency payments procedures documentation.
Global Portfolio Accounting System's RSL reports and instrument coverage including cliquets, CFD's and first to default for
Fortis Bank, SWIFT, Swapswire, FpML, DTCC DerivServ for OTC Derivatives, and ISDA.
Configured trade capture and risk management system Calypso WebICE and (Openlink Endur) as the system of record for
Natural Gas financial and physical trading.
Authored business requirements for LDI liabilities replication framework consisting of Risk Reporting matrix, matching LDI
NPV of liabilities through Zero-Coupon Swaps, Credit Spread, Duration Matching and Return Portfolio and Swaps in
combination with bonds and pooled funds solutions.
3. Shell Trading
Houston, TX
April 2007 - January 2008
Senior Business Analyst Contractor /Consultant
Performed assessment of current Findur Treasury and Openlink Endur v.5 to implementation of Endur v.8 and directed
integration with AcuRisk, Nucleus, Triple Point, Commodity XL, Advanced Analytics, performance evaluation for remote
locations. JIRA issue tracking product, bug tracking, issue tracking and project management. Conduct training on Endur
modules Front Office, Middle Office, Back Office & Operations for commodities trading, risk, supply & distribuiton and
Treasury Management.
Prepared Cash Month Position Management, tactical trade book, SENA, TPORT, Endure center of excellence workflow
requirements.
Led integration of Openlink Endur v. 8.x business requirements.
Exposed to the following commodities: Crude oil, Natural Gas, LNG, heating oil, Naptha, Distillates, Natural gas liquids:
including ethane, propane, butane and condensate.
Bank of New York
New York City, NY
Janurary 2006 - April 2007
Project Manager /Senior Business Analyst Contractor
Gathered business requirements and assessed of current OTC derivatives instruction trade management processes, reference
data, data attributes and security master database.
Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps, Interest Rate Swaps, Credit
Default Swaps, Foreign Exchange Swaps, and Equity options, Swaptions, Foreign Exchange Options and Equity/Index
Derivatives.
Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC, SWIFT, Swapswire, Wall
Street Systems for treasury and asset management documentation; FpML, Advent Geneva Global Portfolio Accounting
System, DerivServ, and ISDA.
Wachovia Bank/Evergreen Investments
Charlotte, NC
June 2005 - Janurary 2006
Senior Business Analyst -- Contractor
Long/Short Hedge Fund Derivatives Senior Business Analyst
Wrote business requirements and interviewed portfolio managers and traders to implement a new International Small Cap
Long/Short Hedge Fund. The hedge fund seeks to take long positions in undervalued and under-followed international equities.
BA responsibility is to map and test data requirements for futures, options and other derivative instruments into existing trade
order management system and back-office accounting. Documented pricing methodologies for the funds unitization including
fixed unit allocation, fluctuating unit allocation, cost distribution and daily balance method with back-office accounting for
NAV, Pnl and reporting.
Created cash flow models for Credit Default Swaps, Interest Rate Swaps, Total Return Swaps, Currency Forwards, CrossCurrency Interest Rate Swaps, Equity options, Structured products, Currency Futures, Options, Exchange Traded Funds
(ETFs), and indexes on commodity futures, i.e., the Goldman Sachs Commodity Index (GSCI) and the Dow Jones Commodity
Index (DJ-AIGCI) and non-dollar Bond transactions on SimCorp Dimension's investment management software; diagram swap
accruals, payment cash flows, and settlement scenarios to show gains and losses of hedge.
Documented how the following applications will be used in the hedge fund initiative:
Fact Set, Derivative Solutions, Thomson PORTIA, Macgregor Fixed Income Order Management and DTCC (Depository Trust
Clearing Corporation).
JP Morgan Chase
Columbus, OH
December 2004 - June 2005
Program Manager / Implementation project manager -- Contractor
Findur Treasury and Latent Zero Implementation Sr. Project Manager/Senior Business Analyst
Tasked with documentation deliverables for the Latent Zero and Openlink Findur interfaces to Bancware for Treasury, Cash
Instrument Transaction and Fund Transfer pricing, ALM and asset management front office trade order management system.
Integration documentation for JP Morgan and Salerio stock trading algorithm tools for both asset and funding desk, and Asset
Liability Management (ALM). Created test cases, test plans for Charles River compliance rules for the algorithm tools.
Documenting all asset classes and instruments that portfolio managers and trade desks will be trading. Reconciliation from
4. trade order management system to portfolio accounting system, and calculating NAV and pricing of assets on Advent Geneva.
Implementing interfacing to DSTi's HiPortfolio and Check Free Trade Flow to clients, SWIFT and Accounting systems.
Defined requirements for the Eagle Investments systems Eagle PACE data warehouse data mapping.
Latent Zero Capstone suite consisted of Sentinel, Minerva and Tesseract. This application was complemented by Yield Book,
CMS Bond Edge and Salerio and CheckFree Trade Flow.
Documented trade order lifecycle for all instruments: equities, equity options, structured products, equity derivatives, Fixed
Income, treasury bonds, Auction Rate securities including corporate and municipal bond debt instruments, Variable rate
Demand and Preferred, Dutch Auction Securities, OTC derivatives, energy derivatives, Structured products, Money Market
instruments, FX, mortgage-backed securities, Asset-backed securities, alternatives investments, Collateralized Debt
Obligations and the agencies (e.g., FNMA, GNMA, and FHLMC).
BP (British Petroleum)
Naperville, IL
April 2004 - December 2004
Senior Business Analyst (Contractor) APR Project (Automated Positions Reporting) Openlink Findur (Treasury) and
Openlink Endur
Requirements gathering with trade control analysts and traders to consolidate data repository for reporting BPs crude oil and
products Futures & Options, hedges, swaps and Volumetric Exposure on the New York Mercantile Exchange up to regulatory
bodies (NYMEX trade regulators and FERC (Federal Energy Regulatory Commission) regulators. Reconciling positions in IST
Trade Control for APR (Automated Positions Reporting) for market and supply crude (WTI, Brent, others), heating oil (HO)
and unleaded gasoline (UNL). Data, futures, options positions, position limits, EFP and Swap deals.
Responsible for business user review sessions, requirements gathering, UAT test scripts, gap analysis, data consolidation,
benchmarks, metrics and attributes for Automated Positions Reporting.
Responsible for writing specifications to build data store, data assumptions, Dimensions, data fields specific to entity (hedge
group), deal information fields (Market vs. Supply, Deal type: Wet, Paper, EFP, Swap); future specific and Option specific data
(NYMEX open interest, IPE, OTC, option delta), and EFP specific, Swap, Market, Supply Crude (crude grade, WTI, Brent,
Dubai, EOR, WOR crude categories) and product specific requirements.
Fifth Third Bank Asset Management
Cincinnati, Ohio
December 2002 - April 2004
Sr. Project Manager/Senior Business Analyst -- Capital Markets
Requirements gathering and project lead on initiatives to implement Straight-through processing (STP) for the Asset and
Funding Trading Desks integrating Bloomberg Gateway and Bloomberg Portfolio Order Management System for data
mapping trade tickets on securities and derivatives on the asset and funding desk to SunGard Middle Office Manager and
SunGard InTrader and Wall Street Systems treasury application. Authored Charles River (CRD) gap analysis review sessions
for order management selection. Charles River compliance module for Money Market fund and Rule 2a-7, eligible securities,
ratings and alerts, warnings and exceptions documentation.
Managed project from initiation to close. SME for bank-traded Fixed Income products including Mortgage-backed securities,
Asset-backed Securities, Equity options, Interest-rate and Credit swaps, structured products, TBAs, new issues, CMOs,
agencies (FNMA, GNMA and FHLMC), Foreign Exchange and Interest-rate Swaps.
Fuji Bank of Japan
Chicago, IL
Janurary1999 - Janurary 2002
FX Trading Desk Sr Business Analyst
Developed applications to track risk exposure, trading positions, algorithmic models designed to capture best execution; and
Monte Carlo simulations, arbitrage, and spreads and due diligence for traders on the Foreign Exchange trading desk. Utilized
Excel spreadsheets and real-time trading floor applications such as Devon, Sun-Gard, DTN, Bloomberg and Reuters to manage
risk exposure for the foreign currency trading room. Client/server transactional platforms utilized.
Responsible for analysis of derivatives, futures & options, foreign exchange and securities risk management.
Communicated with trading partners through e-mail and spreadsheet reports for position limits and trade
Reconciliation. Remitted S.W.I.F.T. data for trade balancing.
Authored requirements where an FX conversion is required in respect of US-booked trades, the FX deal is executed directly
with the US FX execution desk and all intercompany/backtoback trades with Japan are executed in the appropriate base
reporting currency (USD).
5. Developed reports and Excel queries of Fixed Income securities trading and processing with emphasis on US Government
securities (both outright and Repo) for bank management. Responsible for P&L reporting, confirmation with trading partners,
and end-of-day reporting of positions.
Chicago Mercantile Exchange
Chicago, IL
April 1994 - January 1999
Senior Business Analyst, Futures and Options, Exchange-traded Derivatives, OTC Derivatives, Eurodollar, S&P, IMM
(FX) and Agriculture Futures and Options pits Trading Floor Sr. Project Manager
Successfully led and managed Clearing for Listed and OTC Derivative and Equity Options, extensive report creation of outtrades, trading and security violations. Responsible for investigative reporting, Position Limits, trading floor access and
security, creation of passwords and security profiles. Analyst responsible for client/server and transactional processing. Led
team of enforcement and risk personnel.
Created applications to link databases and trading floor clearing of Futures, options derivatives, transactions and margining
applications through Reuters, Devon, Dow- Jones Telerate, GMI, DTCC, NSCC and GSCC for real-time trade matching,
Bloomberg and SunGard for real-time views of ETD's, FX, commodities, futures & options, precious metals (gold, silver,
platinum, palladium physical and cash settled), Eurodollar, Interest rate, S&P 500 Index and Commodity Index futures and
options; Treasury Bonds futures, Treasury Bill futures, Federal Reserve Fed Funds Rates, Grains and Agricultural
commodities, foreign exchange and derivatives for trading floor enforcement and operations. BRD specs for Globex 24-hour
Asian and European markets electronic trading system and spot quote prices.
Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due diligence for traders on the FX
trading desk.
EDUCATION
De Paul University
Chicago, IL,
1993 - 1995
Certificate in Financial Markets and Trading in Finance - College of Commerce, 4.0 Grade Point Average
B.A., Communications Studies
University of Detroit-Mercy
Detroit, MI
CERTIFICATES
Chartered Institute Securities Investment (CISI), London, UK - Certificate in Financial Derivatives, Feb 2011
Computer Science Certificate Program, Roosevelt University, Chicago, IL
De Paul University College of Commerce - Financial Markets & Trading, Futures and Options Program, 1995
Series 3, (Commodities Brokers Futures Exam) National Association of Securities Dealers (NASD), 1995
Six Sigma Green Belt, 2005
UML, (Unified Modeling Language) and RUP (Rational) Development Object-oriented development 2005
QRM – Quantitative Risk Management training, Chicago, IL 2005
Charles River Development, Charles River Investment Management System compliance certification, Burlington, MA 2005
Project Management Institute (PMI), Dayton, OH chapter, 2005
Available: 20 December 2013
Citizenship: American
Limited Company: Green Derivatives Trading Desk, Limited (registered England, & Wales), United States