Manager Resume Example Essay

ALBERT A. YAGUDAEVHome (718) 956-7299Cell (917) 865-4782Fluent in English & RussianCORE KNOWLEDGE AREASRisk ManagementFinance ManagementSt cropgic epitomeTeam BuildingProblem SolvingStatistical AnalysisCommercial BankingClient RelationsBudget ManagementReport ManagementGoal-OrientedCommunication Skills bail bond AssuranceDetail-OrientedDecision MakingTeam Building clip ManagementOrganization SkillsPROFESSIONAL EXPERIENCECalyon New York, NY 2005 PresentSenior Analyst working capital Markets / Global Funding DeskPrepares and presents consolidated entity level jeopardy reports for Senior Management including the Senior Executive of the Trading Desk.Provides consultation and advice regarding dynamic hedge strategies utilizing relate rate derivatives. Automates various workflows utilizing pass and Visual Basic.Identifies and quantifies all finds borne by the trading books.Reviews and analyzes calculations of risk parameters including sensitivities, volatilities, VaR, and reporti ng of total position risk. Runs scenario analyses and stress loss tests.Explores P&L and positional impacts of market movements.Quantifies portfolio size and stop-loss limits monitor and report on breaches.Guides traders on market risk, P&L, liquidity risk, and limit utilization.Analyzes the integrity and maintains the quality of the data feeds from various ball-shaped systems by establishing effective processes for timely VaR reporting for the Investment Bank. Optimizes the management framework.Produces ad-hoc reports and quantitative analysis for the Treasury/Global Funding Desk.HSBC Bank USA, New York, NY 2001-2005 sr. Risk Analyst Interest Rate Derivatives DeskVerified and analyzed daily Profit and Loss. Analyzed calculations of risk parameters including volatilities, stress testing and (VaR).Deconstructed and analyzed reports on quick-frozen Income and Interest Rate Derivatives.Measured and analyzed credit exposures and various elements of risk.Provided financial reports t o Head Office and Senior Management.Reorganized the use of proprietary comparative databases, obscure spreadsheets, and concomitant macros to streamline corporate business operations.Tested and implemented the VaR model (Taylor-Series).Ensured levels of risk were consistent with limits established by management.Continuepage 1 of 2ALBERT YAGUDAEV Page TwoIntegrated Leasing, Melville, NY 2001ConsultantSuccessfully streamlined corporate business operations through the utilization of spreadsheets and macros.Developed and maintained relational databases for product centers.Natexis Banque Populaires, New York, NY 1999 2000Treasury Risk Manager Fixed Income and Interest Rate Derivatives DeskPerformed VaR analysis using RiskMetrics. Analyzed the results of Monte Carlo simulations and historical Time Series risk measurementResponsible for defining departments market risk measurement methodologies, including statistical measures, stress testing, monitoring overall positions and sa ddle horse limits to govern exposureResearched simulation models for incorporation into firms risk systemsManaged P&L risk on both an intra-day and end-of-day basis, specifically monitoring risk exposureAmbac Capital Corp., New York, NY 1997-1999Risk Analyst Fixed Income Desk in Asset/Liability ManagementPrepared detailed mark-to-market risk analysis of a $10.5 billion asset and liability portfolio for Securities including GICs, CMOs, Corporates, ABS, Municipals and Treasuries.Analyzed and recommended appropriate hedges with respect to interest rate exposure for duration, convexity, and time value utilizing options, futures and other derivative products.Measured portfolio risk utilizing dollar and effective duration, convexity, key rate duration, volatility, prepayments, and basis between Treasury, Libor and AAA Corporate yields.Maintained, reviewed and updated model assumptions for measuring sensitivity of the GIC portfolio to market value fluctuations and changes in interest ra tes.J & W Seligman & Co., New York, NY 1995-1997Business AnalystConducted quantitative and statistical analysis for the Fixed Income Analytical Team.Reviewed and analyzed trends in the bond market, interest rates, and yields. efficaciously prepared and presented detailed reports to Senior Management describing the firms current risk status.Salomon Smith Barney Inc., New York, NY 1994-1995Associate AnalystEvaluated department financial further through the compilation and manipulation of data utilized in daily reports.Significantly reduced the capital charge imposed by the SEC on aged items from $159 million to $13.3 million.Successfully managed the $83.2 million Smith Barney commission account for proper allocation.TECHNICAL SKILLSBloomberg Bloomberg Trader Workstation Reuters 3000Calypso RiskWatch RiskMetrics, Summit, KondorMicrosoft Office Suite (Word, Advanced Excel w/ VBA & Functions, Access)EDUCATIONSt. Johns University College of Business Administration, Queens, NYB achelor of Science in Finance, (date)Associates in Computer Science, (date)