Experience

Sanlam Investments UK

• United Kingdom
• Financial Services
• 1 - 100 Employee

• Fund Manager - Sanlam Multi Strategy Fund / Sanlam Real Asset Funds

  • Nov 2012 - Present

  Founding member and Fund Manager of the Sanlam Multi Strategy Fund / Sanlam Real Asset Fund. Founding member and Fund Manager of the Sanlam Multi Strategy Fund / Sanlam Real Asset Fund.



J O Hambro Investment Management Limited

• Project Manager – Credit Default Swap Implementation

  • Nov 2009 - Mar 2011

  Business Analysis of the existing process and defining the future state requirements of the new system. Studied the mechanics, structure and workflow requirements of CDS and the application of these to accounting system. This covers gathering requirements, resource planning, test planning, stakeholder management, milestone tracking and deployment managementSetting up IT guidelines using Agile methodologies for the design and integration of the new structure into our trade execution and pricing systemWorking with counterparties, custodians and pricing providers to structure data flows to reduce manual intervention as well as continuous UAT planning and testing throughoutIn depth knowledge of trade life cycle from trade capture, confirm, settlement, pricing reconciliation and risk managementWrote a condensed product manual and provided CDS training presentations to staffDesigned the risk monitoring procedures for CDS and integrated it into the daily risk monitoring processLiaised between our custodians and counterparties to ensure that all legal documents and master agreements were in place

• Performance and Risk Analyst

  • Apr 2007 - Mar 2011

  Founding member of J O Hambro Market Risk Committee since 2007Daily performance measurement, attribution, risk modelling and ad-hoc queries with formal monthly and quarterly reports distributed to Front Office users. This covered private client portfolios, UCITS III funds and hedge fundsDaily and monthly hedge fund risk reports calculating performance, risk, liquidity and program trades for net flows.Developed a model to monitor and adjust currency hedges on hedge funds using currency forwards Quantitative Risk Monitoring – Ex-Ante/Ex-PostDeveloped a real time program trade model for use by an UCITS III Absolute Return Fund working out the appropriate equity option call overwriting strategy as well as downside put protection based on various inputsDesigned the model used to compile monthly exposure and factsheet data for the Bond FundsBuilt the Value at Risk (VaR) spread sheets that links into Bloomberg to compile the monthly risk figures down to stock level together with Stress Testing/ Model Back-testingDesigned the commitment reports used to monitor the global derivative exposure on a gross and net basis for UCITS III Equity and Bond funds Producing daily commitment reports monitoring the derivative exposure in UCITS III funds in accordance with CESR guidelines

• Project Manager – Listed Derivative Implementation

  • Apr 2006 - Mar 2007

  Headed the project team that designed and implemented the derivative module that is used to trade, price, monitor and reconcile all derivative positions the firm takesActed as a Business Analyst defining the current state and drawing up future state requirements as well as defining the process flow for the future state of the derivative module Was responsible for gathering project requirements, resource planning, test planning, milestone tracking and deployment managementSet up IT project guidelines using Agile methodologiesInstruments covered:Futures and Options – Index, bond, currency and stockCurrency forwardsContracts for Difference (CFD's)In depth knowledge of front to back trade life cycle from trade capture, confirm, settlement, pricing reconciliation and risk managementWorking with counterparties, custodians and pricing providers to automate data flows between the various parties to reduce manual interference as well as continuous UAT planning and testing throughoutWrote the procedures manual, covering complete trade flow from execution to reconciliation as well as providing a detailed training presentation to staffDesigned the risk monitoring procedures for the daily commitment reportsLiaised between our custodians and counterparties to ensure that all legal documents and agreements were in placeThe project was completed in March 2007 and as a result we were able to launch the flagship Waverton UK Fund at the start of April 2007. The Fund uses a derivative overlay strategy in the form of covered call writing, stock substitution trades and is able to reduce downside variation by using index put options

• Manager of Operations

  • Sep 2005 - Mar 2007

  Responsible for 18-man team covering and managing all aspects of the back office, including:Trade Input and Settlement, Dividends, Transitions, Corporate Actions and ReconciliationStaff Appraisals and developmentMonitoring key performance indicatorsManaging relationships with custodians, banks and prime brokers

• Manager – Transitions and Corporate Actions

  • Mar 2003 - Aug 2005

• Manager - Trade Input and Settlement

  • Jan 2002 - Feb 2003

• Transition and Corporate Actions Team

  • Nov 2001 - Dec 2002

• Trade Input and Settlement

  • Dec 2000 - Oct 2001