Experience

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  Suade Labs

  • London, England, United Kingdom

  • Regtech engineer

    • Feb 2020 - Present
    • London, England, United Kingdom

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  Self Employed

  • London, United Kingdom

  • Business Development Manager

    • Jul 2019 - Feb 2020
    • London, United Kingdom

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  BlackRock

  • London, United Kingdom

  • Project lead (contract)

    • May 2019 - Jun 2019
    • London, United Kingdom

    Project lead for a bank acquisition due diligence mandate (supervision of a team of 6 analysts)● Valuation of the bank balance sheet (assets and liabilities): loan portfolios to public sector entities (vanilla and structured), securities portfolio, debt portfolio, derivatives● Development of pricing methodologies for each portfolio based on asset swap curves constructed from observable bonds data● Estimation of unrecognized fair-value adjustments and impact on purchase price● Delivery of 4 reports: valuation methodology, equity valuation, risks, impact of acquisition on funding spreads

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  Chappuis Halder & Co.

  • London, United Kingdom

  • Manager

    • Nov 2017 - Feb 2019
    • London, United Kingdom

    ● MIFID II project manager: design/implementation of a Quality of Execution (RTS27) reporting tool● MIFID II business analyst: design of a Best Execution reporting and monitoring framework ● PRIIPS project manager: deployment of an external Key Information Document generation software to the Structuring and Sales teams (100+ users)● eBusiness project manager: build-out of a 3rd party electronic platform for Equity structured products

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  Riverrock

  • London, United Kingdom

  • Information Technology Project Manager

    • Jun 2014 - Oct 2017
    • London, United Kingdom

    • Marketing of a proprietary ALM simulation software to commercial banks in France, Germany, Netherlands and Sweden• Software deployment at a large French bank: functionality validation, data integration and regular progress reports with the ALM team• Design and implementation of a financial analysis dashboard and simulation tool for a large Dutch Bank in PowerPivot, covering liquidity, interest rate risk, P/L and capital projection• Design and marketing of a liquidity portfolio optimization tool for LCR purposes• Development of the German SME loan origination platform for Riverbank Luxembourg: cold-calling over 150 financial advisors, borrowers onboarding, capture of financial statements, automated production of cash flow statements and financial indicators, presentation to credit committee

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  RBS Global Banking & Markets

  • London, United Kingdom

  • Managing Director, European Solutions Group

    • Aug 2008 - Apr 2014
    • London, United Kingdom

    Co-Head of European FI Rates Solutions (2012-2014)● Contributed to RWA reduction programs with buy-backs of structured EMTNs and SPV notes, portfolio triangulations, restructuring of long-dated UK inflation-linked asset-swaps● Increased placement of structured notes to French and German insurance sector through a partnership with the MTN desk● Large liquidity monetization transactions: CSA optimizations, structured repos, collateral upgrades● Origination and execution of convexity floors with public sector entities● Actively supported hedge funds sales with tactical trade ideas generated from systematic analysis of implied forwards, volatilities and correlations: roll-down, conditional steepeners/flatteners, CMS spread options, OIS/CDS correlationsSenior Marketer, in charge of marketing and distribution of new products (2008-2011)● Pro-active networking with the Market and Corporate sales teams and presentations at client meetings● Extensive involvement in IAS39-compliant derivative wrappers for algorithmic and discretionary interest rates trading strategies (EMTNs, repurchase agreement, SPV notes) ● Invented the Convexity Cap, a swaption vs CMS Cap volatility arbitrage executed with public sector borrowers and institutional investors● Origination of treasury and balance sheet management transactions with German and Austrian banks: OIS and currency basis hedging, structured repos and collateral upgrade, accounting wrappers

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  Bear Stearns International

  • London, United Kingdom

  • Managing Director

    • May 2006 - Aug 2008
    • London, United Kingdom

    Head of France & Belgium Derivative Sales● Built the France & Belgium derivative sales team and generated significant new revenues from own client relationships and pro-active client acquisition● Established a recurrent deal-flow with bank treasury and ALM desks● Drove incremental business through cross-selling of structured notes to insurance companies● Actively managed the marketing and pre-orders of algorithmic-linked notes to a network of regional banks● Structured and executed long-dated exotic transactions with public sector entities● Deleveraging of structured BTMNs issued by a French regional bank for accounting purposes

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  Credit Suisse

  • London, United Kingdom

  • Director

    • May 2003 - May 2006
    • London, United Kingdom

    Corporate and Public-Sector Derivative Sales● Provided extensive advisory to government-related entities on debt management and cost-revenue matching, generating recurrent liability hedging transactions ● Became #1 counterparty of a large French bank in exotic derivatives, by automating the front-to-mid transaction process; doubled YOY revenues with over 100 transactions executed● Originated, negotiated and executed large debt hedging transaction with a French corporates

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  Self-Employed

  • London, United Kingdom

  • Self Employed

    • Jun 2001 - May 2003
    • London, United Kingdom

    ● Development of an automation platform for derivative transactions, based on a natural product description language and API to 3rd party analytic libraries ● Consulting for Deutsche Bank Client Valuation Group: implementation of an independent valuation methodology for non-vanilla securities

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  Bank of America

  • London, United Kingdom

  • Director

    • Jun 1999 - Jun 2001
    • London, United Kingdom

    Head of European Interest Rate Structuring● Set-up an SPV issuance program for Spanish insurance companies managing corporate pension liabilities● Structured self-issued AAA notes for leasing equity defeasance transactions● Proposed and discussed national debt cost-reduction programs with European debt management agencies● Joined eCommerce initiative with a focus on electronic trading platforms and client collaboration tools

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  J.P. Morgan

  • United States
  • Financial Services
  • 700 & Above Employee

  • Head of Emerging Markets Corporate Derivatives Marketing

    • 1997 - 1999

    ● Direct coverage of banks, governments and corporates in Eastern Europe and South Africa● Local currency FX and interest rate hedging for European multinationals

  • Vice President

    • 1994 - 1997

    European Derivative Marketing● Managed the launch of the bank's first structured notes in Germany in coordination with Sales, Trading, DCM & Syndicate● Origination and private placement of structured loans for the German regions● Treasury and liability management transactions with corporate treasurers

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  Société Générale

  • Frankfurt Am Main Area, Germany

  • FX and interest rate options Sales

    • 1989 - 1994
    • Frankfurt Am Main Area, Germany