Assistant Vice President- Product Controller, High Yield Bank Loans
Responsible for daily profit/loss reporting for 5 High Yield Bank Loan traders. Instruments traded included: Par/Distressed Bank Loans, Collateralized Loan Obligations, Credit Default Swaps, LCDX Index Swaps, Total Return Swaps, MBS, ABS, Convertible Bonds, Futures, FX (Spot/Forwards/Swaps), Exchange Traded Stocks, OTC and Index Options. VAR analysis performed daily.
- Performed daily reconciliations between multiple systems, and verified prices.
- Created new loan products in ESM (Enterprise Security Master) and CATS front-end trading systems.
- Coordinated the booking of primary trades requiring trader/deal manipulations for High Yield/High Grade loans related to commitment increases/decreases generated by LOANIQ.
- Interfaced weekly with traders and senior management regarding new structured deals.
- Managed a staff of three.