Manager Resume Example Essay

ALBERT A. YAGUDAEVHome (718) 956-7299Cell (917) 865-4782Fluent in English & Russian summation KNOWLEDGE AREAS adventure worryFinance ManagementStrategic abstractTeam BuildingProblem SolvingStatistical Analysis commercial-grade BankingClient RelationsBudget ManagementReport ManagementGoal-Oriented communication SkillsBond AssuranceDetail-OrientedDecision MakingTeam Building period ManagementOrganization SkillsPROFESSIONAL EXPERIENCECalyon New York, NY 2005 Present higher-ranking analyst Capital Markets / Global Funding DeskPrepares and presents consolidated entity level take a chance reports for Senior Management including the Senior Executive of the Trading Desk.Provides consultation and advice regarding slashing hedge strategies utilizing pursuit rate derivatives. Automates various workflows utilizing Excel and Visual Basic.Identifies and quantifies altogether risks borne by the trading books.Reviews and analyzes calculations of risk parameters including sensitivities, v olatilities, VaR, and reporting of total position risk. Runs scenario analyses and underscore loss tests.Explores P&L and positional impacts of market movements.Quantifies portfolio size and stop-loss terminations proctor and report on breaches.Guides traders on market risk, P&L, liquidity risk, and limit habit.Analyzes the integrity and maintains the quality of the data feeds from various global systems by establishing effective processes for timely VaR reporting for the Investment Bank. Optimizes the management framework.Produces ad-hoc reports and quantitative digest for the Treasury/Global Funding Desk.HSBC Bank USA, New York, NY 2001-2005Sr. fortune Analyst Interest Rate Derivatives DeskVerified and analyzed daily gelt and Loss. Analyzed calculations of risk parameters including volatilities, stress testing and (VaR).Deconstructed and analyzed reports on fit(p) Income and Interest Rate Derivatives. careful and analyzed credit word-paintings and various elements of r isk.Provided fiscal reports to Head Office and Senior Management.Reorganized the use of proprietary relational databases, complex spreadsheets, and concomitant macros to streamline corporate business operations.Tested and implement the VaR model (Taylor-Series).Ensured levels of risk were consistent with limits established by management. put outpage 1 of 2ALBERT YAGUDAEV Page TwoIntegrated Leasing, Melville, NY 2001 consultantSuccessfully 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 victimisation RiskMetrics. Analyzed the results of Monte Carlo simulations and historical Time Series risk cadenceResponsible for defining departments market risk measurement methodologies, including statistical measures, stress testing, mon itoring overall positions and setting limits to govern imageResearched 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 grade utilizing options, futures and other derivative products.Measured portfolio risk utilizing dollar and effective duration, convexity, key rate duration, volatility, prepayments, and basis in the midst of Treasury, Libor and AAA Corporate yields.Maintained, reviewed and updated model assumptions for measuring sensitivity of the GIC portfolio to market value flu ctuations and changes in interest rates.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.Effectively prepared and presented detailed reports to Senior Management describing the firms current risk status.Salomon Smith Barney Inc., New York, NY 1994-1995 sort out AnalystEvaluated department financial progress through the compilation and exercise of data utilized in daily reports.Significantly reduced the jacket crown charge imposed by the SEC on aged items from $159 trillion to $13.3 million.Successfully managed the $83.2 million Smith Barney commission account for proper allocation. technological SKILLSBloomberg Bloomberg Trader Workstation Reuters 3000Calypso RiskWatch RiskMetrics, Summit, KondorMicrosoft Office Suite (Word, Advanced Excel w/ VBA & Functions, Access)EDUCATIONSt. Johns University Coll ege of Business Administration, Queens, NYBachelor of Science in Finance, (date)Associates in Computer Science, (date)