Experience

Bank of America Merrill Lynch

• United States
• Financial Services
• 700 & Above Employee

• Director | Rates Front Office Technology

  • Dec 2016 - Present

  • Designed and built global swaps trading platform providing intraday risk workflow, pre/post trade pricing (streaming/on-demand), multi-source trade importing and day trade population management. Product support includes swaps, synthetic swaps, cash, synthetic cash, asset swaps and synthetic asset swaps. • Designed and implemented server-side architecture approach leveraging cross asset microservices providing instrument creation/modification, pricing and market data management. The architecture leverages web services for communication, multiprocessing for performance, multithreading for request/response management and configurable resource clustering for scalability. • Designed and managed development of event driven risk transfer process which is responsible for moving trades between books for risk management purposes for USD swaps business. • Managed development and adoption of web services providing trade message to analytic object conversion and intraday risk STP focusing on electronically traded swaps and compression packages for the USD swaps business.• Collaborated with quants to extend legacy swap pricing application to emerging markets business as their primary pre-trade pricing tool.• Collaborated with Muni technology team and trading desk to extend global swaps trading platform for use by Muni business from a trade importing and pricing perspective.• Collaborated with CAD technology team and trading desk to extend global swaps trading platform for use by CAD business from a pre-trade pricing and intraday risk workflow perspective. • Managed global development team consisting of 20 direct and virtual reports located across 3 different regions.• Implemented SDLC workflow and tools to facilitate agile development by global development team. Show less

• Vice President | Rates Front Office Technology | Strategic System Development

  • Sep 2011 - Nov 2016

  • Developed structuring tool providing global sales and trading users pre-trade pricing for both linear and non-linear Rates products.• Developed pricing and trade capture tool providing USD swaps business pre-trade pricing, straight through processing and deal workflow management.• Created deal model for USD Swaps business that provides pre-trade workflow between sales and trading, event driven straight through processing and MarkitWire connectivity.• Managed team of 4 front office technology developers in New York and 3 virtual directs globally. Show less

• Vice President | Rates Front Office Technology | Rapid Application Development

  • Jun 2008 - Aug 2011

  • Designed and built pre-trade pricing and risk workflow application (Excel/VBA) used by AMRS Rates Non-Linear trading desk and supporting sales teams. Design phase was a collaborative effort with the trading desk which required analysis of their complete front to back workflow. • Constructed Excel/VBA tool to publish swaption, cap and Eurodollar option volatility surfaces for AMRS Rates Non-Linear trading desk.• Performed analysis of pricing and risk workflows within AMRS Rates Non-Linear business to identify where technology can be leveraged better and proposed fin.• Managed team of 4 front office technology developers in New York. Show less



Deutsche Bank

• Germany
• Financial Services
• 700 & Above Employee

• Assistant Vice President | Rates Front Office Technology

  • Jun 2004 - May 2008

  • Developed primary derivatives trade blotter for AMRS Rates business which standardized trade capture amongst desks. • Implemented straight through processing functionality in trading and sales blotters to streamline workflow between front office and middle office and reduce manual intervention when booking trades to the system of record. • Created tool to reconcile cash and derivative trading activity between trading desk and system of record. • Constructed Excel based application with trading desk to automate the daily process of transferring risk between internal books. • Developed trade capture blotter for sales which included the ability to create, manage and book allocations. • Migrated all development and issue tracking to JIRA. • Maintained adherence to SOX requirements each year during audit. • Performed analysis and created project plan for global expansion of AMRS Rates derivatives trade blotter. • Managed team of 4 front office technology developers in New York. Show less



Bloomberg

• United States
• Financial Services
• 700 & Above Employee

• Product Specialist

  • Mar 2001 - May 2004

  • Assisted clients with development and maintenance of proprietary models in Excel utilizing advanced Excel functionality, VBA, and Bloomberg data. • Designed and distributed bi-weekly market recap newsletter to Bloomberg’s sales and analytics departments to prepare them for client interaction relating to current market events. • Built intranet website for Bloomberg’s Launchpad product to educate internal employees about newest enhancements and how to pitch them to clients. • Worked internally with sales managers to develop and execute sales initiatives by presenting advanced foreign exchange arbitrage, credit analysis, idea generation, credit derivative, and relative value seminars. • Created and instructed training programs for Bloomberg’s analytics department which educated new hires about how the markets work, how to value different types of securities, which players participate in each market, and the Bloomberg Professional product. Show less