Philip Green has over 10 years of experience as a business analyst and project manager for capital markets, derivatives trading, and risk management systems. He has led many projects implementing systems like Murex, Ion, Charles River, SunGard, and Calypso. Currently, he is a senior business analyst at Daiwa Capital Markets Europe working on projects to calculate funding costs, comply with regulations like Dodd-Frank and Basel III, and migrate systems.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
Richard Tullo has over 20 years of experience in institutional research, investment analysis, portfolio management, and trading across various roles in investment banking, hedge funds, and independent research firms. He holds an MBA in finance and has published research covering various industries. His objective is to apply his skills and experience in institutional research and investments.
Read this material and learn what DPM stands for, how it supports modelling of reporting data and how it is being used by European banking and Insurance supervisors.
David J. Oller has over 20 years of experience in financial services as both a business analyst/software developer and institutional US equity trader. He has a track record of developing order management systems and currently conducts research and analysis to facilitate legal services opportunities. He also manages a profitable short-term trading portfolio. Previously, he was a Vice President of equity trading at JP Morgan Asset Management where he consistently outperformed benchmarks and helped design trading systems.
Philip Green CV
October 2013
Project Manager, Senior Business Analyst in Capital Markets, Derivatives, Equities, Dodd-Frank, Finance, Treasury and FX
Chicago, Illinois Capital Markets
Senior Project Manager, and Senior Business Analyst in requirements gathering and development, in Financial Operations and Technology, Treasury, Front-office trading, clearing, product control, with emphasis on financial services, risk, capital markets, investment management and asset management domain.
Particular strengths include extensive trading systems implementation experience with multi-products and lines of businesses, including global equity finance, treasury, compliance, regulatory initiatives such as Dodd-Frank Title 7 (OTC Derivatives and Swaps), Emerging Markets, EMEA, EMIR, Basel II and Basel III and asset types, product knowledge of Equities, Swaps, Fixed Income, Structured Products, Money Markets, FX, futures & options, commodities, energy-trading risk management (ETRM) and both OTC and exchange-traded derivatives products. Extensive Portfolio Accounting, Risk, Pricing and Performance Management experience in a global US, UK, Europe and EMEA location work history.
Calypso, Murex, Blackrock Aladdin, Endur, Findur, Wall Street Systems, Charles River and SAP FX & Treasury
accounting, Adobe, Advent Geneva, algorithm, Amsterdam,automated trading, banking, Basel II, Basel III, Blackrock Aladdin, bonds, Brussels, business requirements, Calypso,Chapter 7 Dodd Frank, Charles River, Chicago, CME,collateral management, commodities, consultanty, Credit Default Swaps, credit risk, data migration, Derivatives,documentation, Dodd-Frank, DTCC, EMEA, emerging markets, EMIR, energy trading, FATCA, financial exchange,financial markets, fixed income, fixml, foreign currency, fpml,Frankfurt, front office, futures, FX, Global One, Green, Green Package, ISDA, London, money markets, NYSE, Openlink Endur, Openlink FINDUR, options, Philip, Philip Green,Philip Green CV, PnL, project management, project manager, reporting, requirements gathering, resume, risk analysis, RUP, SAP, SDR, SEF, senior business analyst,SimCorps Dimension, spreads, Swaps Data Repository,Swaps Execution Facility, swaptions, trades, trading,transactions, Treasury, Treasury Desk, UML, Wall Street Systems, Zurich
This document provides a summary of Philip Green's experience and expertise. He has over 12 years of experience as a senior project manager, business analyst, and functional architect on global energy trading and risk management projects. He has expertise in capital markets, derivatives, foreign exchange, and other financial domains. He is proficient in various trading, risk management, and regulatory reporting systems and has experience across many asset classes and products.
Richard Tullo has over 20 years of experience in institutional research, investment analysis, portfolio management, and trading across various roles in investment banking, hedge funds, and independent research firms. He holds an MBA in finance and has published research covering various industries. His objective is to apply his skills and experience in institutional research and investments.
Read this material and learn what DPM stands for, how it supports modelling of reporting data and how it is being used by European banking and Insurance supervisors.
David J. Oller has over 20 years of experience in financial services as both a business analyst/software developer and institutional US equity trader. He has a track record of developing order management systems and currently conducts research and analysis to facilitate legal services opportunities. He also manages a profitable short-term trading portfolio. Previously, he was a Vice President of equity trading at JP Morgan Asset Management where he consistently outperformed benchmarks and helped design trading systems.
Asif Idris has 18 years of experience designing business and technology strategies for investment banking, asset managers, and hedge funds. He has a track record of delivering complex projects on time and within budget. His areas of expertise include fund launches, trading lifecycles for various asset classes, and regulatory requirements like EMIR, Dodd-Frank, and AIFMD. Currently he is a Senior Project Manager and Business Solutions Architect for an investment firm where he manages strategic projects and defines business and systems architectures.
Asif Idris has 18 years of experience delivering complex business architecture projects within investment banking. He has a track record of designing target operating models and capturing requirements to deliver innovative solutions on time and on budget. Asif's areas of expertise include fund launches, trading lifecycles for various asset classes, and implementing regulations like EMIR, Dodd-Frank, and AIFMD. He holds an MBA and seeks a new opportunity to leverage his experience with capital markets, governance, and business architecture.
This document provides a summary of Jeremy Bachelier's professional experience and qualifications. It summarizes that he has over 10 years of experience in front office trade support roles, with expertise in credit and operational risk management. He is currently an Associate at Société Générale, providing support for their credit valuation adjustment processes. He is seeking a senior role in trade support, process engineering, or operational risk and control.
Donald Rosenberg has over 30 years of experience managing technology programs and projects in the financial services industry. He has expertise in capital markets, trading operations, portfolio management, and master data management. Currently he leads the Capital Market Consulting practice for a consulting firm, advising financial services clients on program management, project delivery, and technology strategies.
Thirupathi is a business analyst with over 10 years of experience delivering technology solutions to meet business demands. He has extensive experience in information systems, capital markets, and financial products like equities, fixed income, forex, and risk management. Currently he works as a consultant for Intellect Design Arena, an international financial technology company, where he gathers requirements, writes documentation, and ensures requirements are met through testing and implementation.
Danial Khan has over 18 years of experience in accounting, auditing, risk management, and commodity trading. He has extensive expertise in energy markets including natural gas, power, crude oil, and derivatives. Khan has held senior roles managing teams and projects, and advising government and corporate clients on infrastructure development, risk management, and operational efficiencies.
Jeremy Stanley has over 25 years of experience in investment banking, business analysis, and project management. He has led teams and projects involving client onboarding systems, risk and P&L engines, and regulatory reporting platforms. Currently he is a lead business analyst for HSBC's client onboarding systems in Asia Pacific. Previously he was a business analyst and project manager for ANZ Bank where he managed projects developing a real-time market risk system and regulatory reporting platforms. He has also held senior trading and risk management roles involving interest rates, foreign exchange, and complex financial modeling.
Atlas Resume - Daniel Mancini(07.10.2015)Dan Mancini
Daniel Mancini has over 18 years of experience in business analysis, software development, consulting, and project management related to financial services. He has expertise in asset management areas like private wealth, institutional, insurance, indexes, hedge funds, and mutual funds. Some of his responsibilities have included providing subject matter expertise, requirements gathering, documentation, system configuration, testing, and training. He has worked on projects involving order management systems, portfolio management, trading, compliance, and architecture assessments.
Mercap Software is an Argentine company that provides financial software solutions. It has 20 years of experience in the Argentine market and is now expanding globally in Latin America, the US, and Europe. The presentation outlines Mercap's products, clients, functionalities, and analysis tools. Key products include Mercap Treasury for banks and Mercap Portfolio for asset managers. Functionalities cover the front, middle, and back office needs of financial institutions. Analysis tools include VaR, yield curves, and options valuation. Current projects focus on cloud access, global integration, and remote approvals.
Thirupathi is a business analyst with over 6 years of experience delivering technology solutions to meet business demands. He has expertise in information systems, capital markets, treasury, and investment banking products. Currently he works as a consultant for IntellectDesignArena, an international financial technology company, where he gathers requirements, documents analyses, performs testing, and provides training. He has comprehensive experience and qualifications in various financial domains including equities, fixed income, risk management, and derivatives.
Subhathira Sambandan has over 15 years of experience in banking and finance, including 2.5 years of experience in Know Your Customer (KYC) and Anti-Money Laundering (AML) regulation. She currently works as a Senior AML - KYC professional at Bank of America Merrill Lynch, where she performs quality assurance on client onboarding and documentation. Prior to this, she held roles in documentation, operations, and retail banking at organizations including Barclays Capital, Temasek Holdings, Development Bank of Singapore, and Indian Bank Singapore. She has a background in psychology, computer studies, and information technology.
Usha Jagannathan has over 15 years of experience in market risk management and database design. She currently works as a Director at Bank of America Merrill Lynch, where she oversees market risk for various trading desks. Previously, she worked at Merrill Lynch designing risk reporting systems and databases. She holds an MBA in Finance and Computer Science from NYU Stern School of Business and FRM and PRMIA certifications.
Asif Idris has 17 years of experience as a business architect and project manager, specializing in capital markets. He has delivered complex projects involving business architecture, target operating models, and regulatory compliance. His areas of expertise include fund launches, trading lifecycles, and regulations like EMIR, Dodd-Frank, and AIFMD. Currently he is a strategic portfolio project manager at an investment firm.
Available for interview and immediate start
Looking for Regulatory or Process Improvement contract roles, focused on Implementation and or Change Delivery roles with a daily rate £ (neg)
UK passport holder
Ltd Company and VAT registered
No holidays booked for 2016
Personal Liability and Indemnity insured
Activity to date:
August 2015 to date.
Sabbatical and concentrating on a self-build project at home, whilst looking for the right role. Would consider Client Reference Data remediation work or BAU/Ops Client on Boarding roles.
Bart O'Brien has over 30 years of experience in product control, project management, and risk management roles in banking. His most recent role is Vice President of the Loan Project Office Organization Team at BNP Paribas, where he works on tasks like proposing accounting schemes for new lending products and providing production support. Prior to this, he held several vice president roles managing teams and projects involving the integration of new products, applications, and regulatory requirements. He has extensive experience across multiple banking systems and products, including loans, trading, treasury, and risk management.
Henrik Lindgren has over 20 years of experience in business analysis, IT development, and project management within the financial sector. He currently serves as Vice President and Head of Business & IT Infrastructure Development at Nordea Treasury, where he has led projects that significantly reduced costs and improved processes. Previously, he co-founded a risk management software company, and held roles at SEB Merchant Banking and IBM.
Louis Castro has over 20 years of experience in financial operations, including accounting, reconciliation, trade processing, and global support. He has worked for several large banks such as Doral Bank, Bank of New York Mellon, HSBC, and Morgan Stanley. Castro has strong skills in Microsoft Office, financial systems such as SWIFT, CHIPS, and FEDS, and accounting/reconciliation processes.
Kenneth Glover has over 15 years of experience in fixed income securities settlements, operations, and global processing. He has a proven track record of training teams, reconciling systems, and resolving issues to ensure productivity. At his most recent role at RBC Capital Markets, he delivered exceptional reconciliation services, supported straight through processing, and provided trade support. Prior to that, he held roles at Deutsche Bank, JP Morgan Chase, Citigroup, and Barclays Bank, where he gained experience in various operational functions including portfolio management, financing, and security setup.
Thomas Georgeson has over 10 years of experience in investment banking and quantitative finance. He holds a Certificate in Quantitative Finance and is looking to transition to quantitative development roles. He has extensive skills and experience in market technologies, applications, programming languages, and software. He has worked for several large investment banks, including Deutsche Bank, HSBC, JP Morgan, Barclays Capital, and GL Trade, in roles such as futures IT consultant, support consultant, technical account manager, and developer.
The document is an interest rate swap term sheet between Blackrock and DBS for a 5 year swap. Counterparty A will pay a floating rate of 3M LIBOR + 0 bps and receive a fixed rate of 5.231%. The notional amount is $4,500,000. The termination date is 9/16/2014. The purpose of the trade is for modifying duration, changing risk, and targeting returns.
Contenu connexe
Similaire à Green Derivatives Trading Desk, Philip Green CV
Asif Idris has 18 years of experience designing business and technology strategies for investment banking, asset managers, and hedge funds. He has a track record of delivering complex projects on time and within budget. His areas of expertise include fund launches, trading lifecycles for various asset classes, and regulatory requirements like EMIR, Dodd-Frank, and AIFMD. Currently he is a Senior Project Manager and Business Solutions Architect for an investment firm where he manages strategic projects and defines business and systems architectures.
Asif Idris has 18 years of experience delivering complex business architecture projects within investment banking. He has a track record of designing target operating models and capturing requirements to deliver innovative solutions on time and on budget. Asif's areas of expertise include fund launches, trading lifecycles for various asset classes, and implementing regulations like EMIR, Dodd-Frank, and AIFMD. He holds an MBA and seeks a new opportunity to leverage his experience with capital markets, governance, and business architecture.
This document provides a summary of Jeremy Bachelier's professional experience and qualifications. It summarizes that he has over 10 years of experience in front office trade support roles, with expertise in credit and operational risk management. He is currently an Associate at Société Générale, providing support for their credit valuation adjustment processes. He is seeking a senior role in trade support, process engineering, or operational risk and control.
Donald Rosenberg has over 30 years of experience managing technology programs and projects in the financial services industry. He has expertise in capital markets, trading operations, portfolio management, and master data management. Currently he leads the Capital Market Consulting practice for a consulting firm, advising financial services clients on program management, project delivery, and technology strategies.
Thirupathi is a business analyst with over 10 years of experience delivering technology solutions to meet business demands. He has extensive experience in information systems, capital markets, and financial products like equities, fixed income, forex, and risk management. Currently he works as a consultant for Intellect Design Arena, an international financial technology company, where he gathers requirements, writes documentation, and ensures requirements are met through testing and implementation.
Danial Khan has over 18 years of experience in accounting, auditing, risk management, and commodity trading. He has extensive expertise in energy markets including natural gas, power, crude oil, and derivatives. Khan has held senior roles managing teams and projects, and advising government and corporate clients on infrastructure development, risk management, and operational efficiencies.
Jeremy Stanley has over 25 years of experience in investment banking, business analysis, and project management. He has led teams and projects involving client onboarding systems, risk and P&L engines, and regulatory reporting platforms. Currently he is a lead business analyst for HSBC's client onboarding systems in Asia Pacific. Previously he was a business analyst and project manager for ANZ Bank where he managed projects developing a real-time market risk system and regulatory reporting platforms. He has also held senior trading and risk management roles involving interest rates, foreign exchange, and complex financial modeling.
Atlas Resume - Daniel Mancini(07.10.2015)Dan Mancini
Daniel Mancini has over 18 years of experience in business analysis, software development, consulting, and project management related to financial services. He has expertise in asset management areas like private wealth, institutional, insurance, indexes, hedge funds, and mutual funds. Some of his responsibilities have included providing subject matter expertise, requirements gathering, documentation, system configuration, testing, and training. He has worked on projects involving order management systems, portfolio management, trading, compliance, and architecture assessments.
Mercap Software is an Argentine company that provides financial software solutions. It has 20 years of experience in the Argentine market and is now expanding globally in Latin America, the US, and Europe. The presentation outlines Mercap's products, clients, functionalities, and analysis tools. Key products include Mercap Treasury for banks and Mercap Portfolio for asset managers. Functionalities cover the front, middle, and back office needs of financial institutions. Analysis tools include VaR, yield curves, and options valuation. Current projects focus on cloud access, global integration, and remote approvals.
Thirupathi is a business analyst with over 6 years of experience delivering technology solutions to meet business demands. He has expertise in information systems, capital markets, treasury, and investment banking products. Currently he works as a consultant for IntellectDesignArena, an international financial technology company, where he gathers requirements, documents analyses, performs testing, and provides training. He has comprehensive experience and qualifications in various financial domains including equities, fixed income, risk management, and derivatives.
Subhathira Sambandan has over 15 years of experience in banking and finance, including 2.5 years of experience in Know Your Customer (KYC) and Anti-Money Laundering (AML) regulation. She currently works as a Senior AML - KYC professional at Bank of America Merrill Lynch, where she performs quality assurance on client onboarding and documentation. Prior to this, she held roles in documentation, operations, and retail banking at organizations including Barclays Capital, Temasek Holdings, Development Bank of Singapore, and Indian Bank Singapore. She has a background in psychology, computer studies, and information technology.
Usha Jagannathan has over 15 years of experience in market risk management and database design. She currently works as a Director at Bank of America Merrill Lynch, where she oversees market risk for various trading desks. Previously, she worked at Merrill Lynch designing risk reporting systems and databases. She holds an MBA in Finance and Computer Science from NYU Stern School of Business and FRM and PRMIA certifications.
Asif Idris has 17 years of experience as a business architect and project manager, specializing in capital markets. He has delivered complex projects involving business architecture, target operating models, and regulatory compliance. His areas of expertise include fund launches, trading lifecycles, and regulations like EMIR, Dodd-Frank, and AIFMD. Currently he is a strategic portfolio project manager at an investment firm.
Available for interview and immediate start
Looking for Regulatory or Process Improvement contract roles, focused on Implementation and or Change Delivery roles with a daily rate £ (neg)
UK passport holder
Ltd Company and VAT registered
No holidays booked for 2016
Personal Liability and Indemnity insured
Activity to date:
August 2015 to date.
Sabbatical and concentrating on a self-build project at home, whilst looking for the right role. Would consider Client Reference Data remediation work or BAU/Ops Client on Boarding roles.
Bart O'Brien has over 30 years of experience in product control, project management, and risk management roles in banking. His most recent role is Vice President of the Loan Project Office Organization Team at BNP Paribas, where he works on tasks like proposing accounting schemes for new lending products and providing production support. Prior to this, he held several vice president roles managing teams and projects involving the integration of new products, applications, and regulatory requirements. He has extensive experience across multiple banking systems and products, including loans, trading, treasury, and risk management.
Henrik Lindgren has over 20 years of experience in business analysis, IT development, and project management within the financial sector. He currently serves as Vice President and Head of Business & IT Infrastructure Development at Nordea Treasury, where he has led projects that significantly reduced costs and improved processes. Previously, he co-founded a risk management software company, and held roles at SEB Merchant Banking and IBM.
Louis Castro has over 20 years of experience in financial operations, including accounting, reconciliation, trade processing, and global support. He has worked for several large banks such as Doral Bank, Bank of New York Mellon, HSBC, and Morgan Stanley. Castro has strong skills in Microsoft Office, financial systems such as SWIFT, CHIPS, and FEDS, and accounting/reconciliation processes.
Kenneth Glover has over 15 years of experience in fixed income securities settlements, operations, and global processing. He has a proven track record of training teams, reconciling systems, and resolving issues to ensure productivity. At his most recent role at RBC Capital Markets, he delivered exceptional reconciliation services, supported straight through processing, and provided trade support. Prior to that, he held roles at Deutsche Bank, JP Morgan Chase, Citigroup, and Barclays Bank, where he gained experience in various operational functions including portfolio management, financing, and security setup.
Thomas Georgeson has over 10 years of experience in investment banking and quantitative finance. He holds a Certificate in Quantitative Finance and is looking to transition to quantitative development roles. He has extensive skills and experience in market technologies, applications, programming languages, and software. He has worked for several large investment banks, including Deutsche Bank, HSBC, JP Morgan, Barclays Capital, and GL Trade, in roles such as futures IT consultant, support consultant, technical account manager, and developer.
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The document is an interest rate swap term sheet between Blackrock and DBS for a 5 year swap. Counterparty A will pay a floating rate of 3M LIBOR + 0 bps and receive a fixed rate of 5.231%. The notional amount is $4,500,000. The termination date is 9/16/2014. The purpose of the trade is for modifying duration, changing risk, and targeting returns.
The document discusses determining the forward price for a storable commodity like natural gas or crude oil using a quantitative approach. The forward price is calculated using the current spot price, the risk-free interest rate, and the cost of carry, which applies to storable commodities that can be held for future sale. Electricity is not included as a storable commodity since generated electricity cannot be stored for future periods.
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1. Philip Green
312.731.0965 (Chicago)
+44 7941915991 (London)
e-mail: derivativestradingdesk@gmail.com
PROFESSIONAL EXPERIENCE
Daiwa Capital Markets Europe Ltd London City, UK March 2010 – present
Senior Business Analyst, Capital Markets – Finance and Operations Technology – Responsibile for
Finance & Treasury reporting, risk and Target Operating Model delivering a Cost of Carry 2010 project of
to give the bank global reports on funding costs of Positions and trades. To build a centralized system
on a nTier Architecture that calculates funding on all positions of the firm. The new Cost of Carry
platform for trade capture, pricing and risk encompasses the regulatory initiatives Dodd-Frank Title 7
client on-boarding, Dodd Frank Swap Reporting, defining the regulations and impact on FX. API design
with Fpml for LEIs, USIs and UPIs. (Swaps and OTC Derivatives), Basel II and Basel III, FATCA, Fund
Transfer Pricing, Volcker Rule capital investments requirements and Liquidity Asset Buffer -- will be such
that it can handle any trade types across all product types. Project managed the Daiwa Capital Markets
Europe Limited and global institutional custody client’s adaptation of the Pillar 1 standardized approach
to credit risk and operational risk and disclosures on capital and risk management.
The new funding database will calculate funding on a daily basis and Structured products financial
instruments workflow for nested and interdependent payoffs or features. Responsible for hands-on
project planning, reporting, authoring business requirements, operational risk, business analysis,
functional specifications, development and implementation of the new Cost of Carry compliance file
extracts, compliance import/export process, compliance batch process and compliance End of Day/End
of Month security prices.
Managing a team of business analysts and Developers, JIRA issue tracking product, bug tracking, issue
tracking and project management this role also required close liaison with Business personnel to Division
Head levels in OTC Clearing, Product Control, Front Office, Compliance, Treasury, Derivative Middle
Office, Global Equity Finance and Settlements.
Business Analysis and Project management and Change Management for projects in the Equity Finance
and Derivatives middle office. Migrating Murex 2.11 to MX3 for FX options. Migrating all FX products
into Ion trading / risk management for model validation, pricing and hedging of complex FX, ETF’s and
exotic financial products and Charles River (CRD) for our compliance rules, pre-trade compliance
monitoring across the entire international and domestic investment management portfolio (Money
Markets and Fixed Income) and portal out to algorithmic brokers. Authored RFP and RFI for the
SunGard Clearvision Tokyo-hosted solution and interfacing Blackrock Aladdin for the Daiwa India Fund.
TIBCO middleware for messaging bus and checking against securities traded and value date.
Produce and analyze daily VaR and EOD reports on the output of the VaR model for London, Hong
Kong and Tokyo as needed; develop and maintain a limit reporting system, initiating action in the case of
breaches; develop and maintain a Value at Risk measurement model and (if required) an Incremental
Risk Charge model; obtain independent validation of the VaR and IRC models.
Documentation and testing of equity and equity derivative processing - such as Credit Derivatives, FX
Swaps, Spots and Forward FX, NDF’s, mortgage-backed securities, Structured MTN’s, Options (FX,
Bonds, equities), Money Markets (including CD, CP), Deal Payments, Loan Origination, ETF's, CFD's
Warrants, Futures, Options, Callable Bull Bear Certificates (CBBC’s). Extensive implementation and
2. requirements, functional specifications of front office Horizon and Ion trading / risk management systems
for Global Equity Finance.
Authored functional specifications and mapping attributes for Daiwa Calypso RISK RFP and Calypso
High-Level Requirements, Calypso Architecture and Systems Evaluation Matrix.
Fortis Investments Brussels, Belgium January 2008 – March 2010
Sr. Business Analyst/ Project Lead / Consultant - Fortis Bank, Brussels, Belgium
Process Re-engineering for Calypso FO (Front Office) Configuration Documentation; Calypso Catalog
and Products and Asset Classes and the Calypso to NPB (Nostro Posititie Beheer) and P&L Attribution.
Colline collateral management and ALGO for OTC Derivatives and Listed ETD Derivatives Project using
a Derivatives platform Implementation of vendor solutions, short-listed to Bloomberg POMS/AIM, Ion
trading / risk management and Calypso.
Write upstream and downstream interface documentation, SQL data modelling for all SAP Treasury cash
management, Sophis products, Sophis, Swapswires, T-Zero, Ion trading / risk management MxML, Ion
trading / risk management Balance Sheet Management, Decalog and FIBIS (Structured products
(primarily Equity options).
Collateral management of OTC and Exchange-traded products), COLLINE and ALGO,
Project experience (Coll Mgmt system replacement and data migration, Colline (Lombard Risk) process
specifications, interfaces, workflows, design, specification and testing of reporting solutions, Data model
and testing.
Create custom "end of day" calculations in the simulation framework, and modified canned calculations
in Endur for M-T-M, Cash Month, P&L granularity, and compliance required by trading and risk control
analysts. FED, CHIPS, SWIFT, Foreign Currency payments procedures documentation.
Global Portfolio Accounting System's RSL reports and instrument coverage including cliquets, CFD's and
first to default for Fortis Bank, SWIFT, Swapswire, WinFITS, FpML, DTCC DerivServ for OTC
Derivatives, and ISDA.
Configured trade capture and risk management system Calypso WebICE and (Openlink Endur) as the
system of record for Natural Gas financial and physical trading.
Authored business requirements for LDI liabilities replication framework consisting of Risk Reporting
matrix, matching LDI NPV of liabilities through Zero-Coupon Swaps, Credit Spread, Duration Matching
and Return Portfolio and Swaps in combination with bonds and pooled funds solutions.
Shell Trading Houston, TX April 2007 - January 2008
Senior Business Analyst Contractor /Consultant
Performed assessment of current Findur Treasury and Openlink Endur v.5 to implementation of Endur
v.8 and directed integration with AcuRisk, Nucleus, Triple Point, Commodity XL, Advanced Analytics,
performance evaluation for remote locations. JIRA issue tracking product, bug tracking, issue tracking
and project management. Conduct training on Endur modules Front Office, Middle Office, Back Office &
Operations for commodities trading, risk, supply & distribuiton and Treasury Management.
Prepared Cash Month Position Management, tactical trade book, SENA, TPORT, Endure center of
excellence workflow requirements.
3. Led integration of Openlink Endur v. 8.x business requirements.
Exposed to the following commodities: Crude oil, Natural Gas, LNG, heating oil, Naptha, Distillates,
Natural gas liquids: including ethane, propane, butane and condensate.
Bank of New York New York City, NY Janurary 2006 - April 2007
Project Manager /Senior Business Analyst Contractor
Gathered business requirements and assessed of current OTC derivatives instruction trade management
processes, reference data, data attributes and security master database.
Asset classes covered include Interest Rate Derivatives, OPUS derivatives pricing, Equity Swaps,
Interest Rate Swaps, Credit Default Swaps, Foreign Exchange Swaps, and Equity options, Swaptions,
Foreign Exchange Options and Equity/Index Derivatives.
Recommend strategic initiatives and analyze OTC derivatives protocols and practices around DTCC,
SWIFT, Swapswire, Wall Street Systems for treasury and asset management documentation; FpML,
Advent Geneva Global Portfolio Accounting System, DerivServ, and ISDA.
Wachovia Bank/Evergreen InvestmentsCharlotte, NC June 2005 - Janurary 2006
Senior Business Analyst -- Contractor
Long/Short Hedge Fund Derivatives Senior Business Analyst
Wrote business requirements and interviewed portfolio managers and traders to implement a new
International Small Cap Long/Short Hedge Fund. The hedge fund seeks to take long positions in
undervalued and under-followed international equities. BA responsibility is to map and test data
requirements for futures, options and other derivative instruments into existing trade order management
system and back-office accounting. Documented pricing methodologies for the funds unitization including
fixed unit allocation, fluctuating unit allocation, cost distribution and daily balance method with back-office
accounting for NAV, Pnl and reporting.
Created cash flow models for Credit Default Swaps, Interest Rate Swaps, Total Return Swaps, Currency
Forwards, Cross-Currency Interest Rate Swaps, Equity options, Structured products, Currency Futures,
Options, Exchange Traded Funds (ETFs), and indexes on commodity futures, i.e., the Goldman Sachs
Commodity Index (GSCI) and the Dow Jones Commodity Index (DJ-AIGCI) and non-dollar Bond
transactions on SimCorp Dimension's investment management software; diagram swap accruals,
payment cash flows, and settlement scenarios to show gains and losses of hedge.
Documented how the following applications will be used in the hedge fund initiative:
Fact Set, Derivative Solutions, Thomson PORTIA, Macgregor Fixed Income Order Management and
DTCC (Depository Trust Clearing Corporation).
JP Morgan Chase Columbus, OH December 2004 - June 2005
Senior Business Analyst Lead / Implementation project manager -- Contractor
Findur Treasury and Latent Zero Implementation Senior Business Analyst/Senior Business
Analyst
Tasked with documentation deliverables for the Latent Zero and Openlink Findur interfaces to Bancware
for Treasury, Cash Instrument Transaction and Fund Transfer pricing, ALM and asset management front
office trade order management system. Integration documentation for JP Morgan and Salerio stock
trading algorithm tools for both asset and funding desk, and Asset Liability Management (ALM). Created
test cases, test plans for Charles River compliance rules for the algorithm tools. Documenting all asset
classes and instruments that portfolio managers and trade desks will be trading. Reconciliation from
trade order management system to portfolio accounting system, and calculating NAV and pricing of
assets on Advent Geneva. Implementing interfacing to DSTi's HiPortfolio and Check Free Trade Flow to
4. clients, SWIFT and Accounting systems. Defined requirements for the Eagle Investments systems Eagle
PACE data warehouse data mapping.
Latent Zero Capstone suite consisted of Sentinel, Minerva and Tesseract. This application was
complemented by Yield Book, CMS Bond Edge and Salerio and CheckFree Trade Flow.
Documented trade order lifecycle for all instruments: equities, equity options, structured products, equity
derivatives, Fixed Income, treasury bonds, Auction Rate securities including corporate and municipal
bond debt instruments, Variable rate Demand and Preferred, Dutch Auction Securities, OTC derivatives,
energy derivatives, Structured products, Money Market instruments, FX, mortgage-backed securities,
Asset-backed securities, alternatives investments, Collateralized Debt Obligations and the agencies
(e.g., FNMA, GNMA, and FHLMC).
BP (British Petroleum) Naperville, IL April 2004 - December 2004
Senior Business Analyst (Contractor) APR Project (Automated Positions Reporting) Openlink
Findur (Treasury) and Openlink Endur
Requirements gathering with trade control analysts and traders to consolidate data repository for
reporting BPs crude oil and products Futures & Options, hedges, swaps and Volumetric Exposure on the
New York Mercantile Exchange up to regulatory bodies (NYMEX trade regulators and FERC (Federal
Energy Regulatory Commission) regulators. Reconciling positions in IST Trade Control for APR
(Automated Positions Reporting) for market and supply crude (WTI, Brent, others), heating oil (HO) and
unleaded gasoline (UNL). Data, futures, options positions, position limits, EFP and Swap deals.
Responsible for business user review sessions, requirements gathering, UAT test scripts, gap analysis,
data consolidation, benchmarks, metrics and attributes for Automated Positions Reporting.
Responsible for writing specifications to build data store, data assumptions, Dimensions, data fields
specific to entity (hedge group), deal information fields (Market vs. Supply, Deal type: Wet, Paper, EFP,
Swap); future specific and Option specific data (NYMEX open interest, IPE, OTC, option delta), and EFP
specific, Swap, Market, Supply Crude (crude grade, WTI, Brent, Dubai, EOR, WOR crude categories)
and product specific requirements.
Fifth Third Bank Asset Management Cincinnati, Ohio December 2002 - April 2004
Senior Business Analyst -- Capital Markets
Requirements gathering and project lead on initiatives to implement Straight-through processing (STP)
for the Asset and Funding Trading Desks integrating Bloomberg Gateway and Bloomberg Portfolio Order
Management System for data mapping trade tickets on securities and derivatives on the asset and
funding desk to SunGard Middle Office Manager and SunGard InTrader and Wall Street Systems
treasury application. Authored Charles River (CRD) gap analysis review sessions for order management
selection. Charles River compliance module for Money Market fund and Rule 2a-7, eligible securities,
ratings and alerts, warnings and exceptions documentation.
Managed project from initiation to close. SME for bank-traded Fixed Income products including
Mortgage-backed securities, Secondary market, locks, Asset-backed Securities, Equity options, Interest-
rate and Credit swaps, structured products, TBAs, new issues, CMOs, agencies (FNMA, GNMA and
FHLMC), Foreign Exchange and Interest-rate Swaps.
Fuji Bank of Japan Chicago, IL Janurary1999 - Janurary 2002
FX Trading Desk Sr Business Analyst
Developed applications to track risk exposure, trading positions, algorithmic models designed to capture
best execution; and Monte Carlo simulations, arbitrage, and spreads and due diligence for traders on the
Foreign Exchange trading desk. Utilized Excel spreadsheets and real-time trading floor applications such
as Devon, Sun-Gard, DTN, Bloomberg and Reuters to manage risk exposure for the foreign currency
trading room. Client/server transactional platforms utilized.
5. Responsible for analysis of derivatives, futures & options, foreign exchange and securities risk
management.
Communicated with trading partners through e-mail and spreadsheet reports for position limits and trade
Reconciliation. Remitted S.W.I.F.T. data for trade balancing.
Authored requirements where an FX conversion is required in respect of US-booked trades, the FX deal
is executed directly with the US FX execution desk and all intercompany/backtoback trades with Japan
are executed in the appropriate base reporting currency (USD).
Developed reports and Excel queries of Fixed Income securities trading and processing with emphasis
on US Government securities (both outright and Repo) for bank management. Responsible for P&L
reporting, confirmation with trading partners, and end-of-day reporting of positions.
Chicago Mercantile Exchange Chicago, IL April 1994 - January 1999
Senior Business Analyst, Futures and Options, Exchange-traded Derivatives, OTC Derivatives,
Eurodollar, S&P, IMM (FX) and Agriculture Futures and Options pits Trading Floor Senior
Business Analyst
Successfully led and managed included extensive report creation of out-trades, trading and security
violations. Responsible for investigative reporting, Position Limits, trading floor access and security,
creation of passwords and security profiles. Analyst responsible for client/server and transactional
processing. Led team of enforcement and risk personnel.
Created applications to link databases and trading floor clearing of Futures, options derivatives,
transactions and margining applications through Reuters, Devon, Rolfe & Nolan, (Ion), WinFITS, Dow-
Jones Telerate, Sungard GMI, DTCC, NSCC and GSCC for real-time trade matching, Exchange-traded
funds (ETF’s), Bloomberg and SunGard for real-time views of ETD's, FX, commodities, futures & options,
precious metals (gold, silver, platinum, palladium physical and cash settled), Eurodollar, Interest rate,
S&P 500 Index and Commodity Index futures and options; Treasury Bonds futures, Treasury Bill futures,
Federal Reserve Fed Funds Rates, Grains and Agricultural commodities, foreign exchange and
derivatives for trading floor enforcement and operations. BRD specs for Globex 24-hour Asian and
European markets electronic trading system and spot quote prices.
Developed applications to track risk exposure, trading positions, arbitrage, and spreads and due
diligence for traders on the FX trading desk.
EDUCATION
De Paul University Chicago, IL, 1993 - 1995
Certificate in Financial Markets and Trading in Finance - College of Commerce, 4.0 Grade Point
Average
B.A., Communications Studies University of Detroit-Mercy Detroit, MI
CERTIFICATES
6. Chartered Institute for Securities and Investment, London - Certificate in Derivatives, Feb 2011
Computer Science Certificate Program, Roosevelt University, Chicago, IL
De Paul University College of Commerce - Financial Markets & Trading, Futures and Options Program,
1995
Series 3, (Commodities Brokers Futures Exam) National Association of Securities Dealers (NASD), 1995
Six Sigma Green Belt, 2005
UML, (Unified Modeling Language) and RUP (Rational) Development Object-oriented development 2005
QRM – Quantitative Risk Management training, Chicago, IL 2005
Charles River Development, Charles River Investment Management System compliance certification,
Burlington, MA 2005
Project Management Institute (PMI), Dayton, OH chapter, 2005