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An Informal CV
Earning
a Living
1995-1996 Bayerische Landesbank, London Branch. Head
of Derivative Trading
Joined as senior dealer running US dollar book and structured products in all
currencies traded in London.
In December 1995 I was promoted to head of derivative trading. I was
responsible for a team of dealers trading interest rate and currency swaps,
interest rate options, and structured products, in all currencies traded out
of London.
1991-1995 Daiwa Europe Bank, London. Associate Director, Head of
Financial Engineering
Joined in 1991 as US dollar book runner for medium term swaps, interest rate
options, and other derivatives. In February 1992 I was promoted to number two
on the desk, and finally to desk head in December 1992 when I was given
overall responsibility for medium term trading. As desk head I was involved
in the selection and installation of computer support and information systems
in front and back office and developed many of the pricing and risk
management models used by the bank.
I remained the US
dollar book runner until September 1994 when I relinquished day to day
trading responsibility, and formed the structured products group. The group,
whilst not trading actively in the interbank market, intermediated between
corporate customers and the generic product books. The structuring group was
charged with increasing the variety of product that could be offered to
customers and the exploitation of tax, cross instrument, or other market
anomalies for the banks own account.
1990-1991 Westdeutche Landesbank London Branch. Manager,
Swaps
Hired to run medium term US dollar swaps book. I was a member of the global
derivative systems strategy committee advising senior management on the
development of risk management procedures and systems. The London
office was closed in February 1991 but rather than accept the offer of US
dollar and sterling book runner in Dusseldorf
I joined Daiwa Europe.
1987-1990 Saudi International Bank, London. Swaps Dealer
After having worked as a computer consultant developing and installing an off
balance sheet trading and risk management system for Saudi International, I
joined the swaps desk as a junior dealer in 1988. I was initially responsible
for structuring sterling and US dollar asset packages and in February 1989
took over trading the US dollar swap book.
1983-1987 Contract Computer Consultant. Analyst
/ Programmer
Working as a computer consultant mostly for Softbridge Europe Ltd. in the
design and development of a PC based off balance sheet trading and risk
management system. The programming was completed in 'C', with the
mathematical models prototyped using spreadsheet packages. Other contracts
included: the development of money transfer and balance reporting modules for
a corporate treasury workstation; maintenance and enhancements to an IBM
mainframe revolving credit system; and the implementation of a mortgage
account system.
I programmed in
C, COBOL, IBM 370 assembler, and FORTRAN. The consulting work was primarily
with banks and often involved the use of formal analysis methods, for example
structured systems analysis was used in the design of the money transfer
system.
1981-1983 Prudential Assurance Company, London. Actuarial
Trainee
Immediately after college I worked on an actuarial department as a trainee,
using computer models to calculate contribution rates for companies to fund
pension schemes. I did study for some of the exams, but never took it
further.
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