Book runner Complex Equity Derivatives
Deutsche Bank London, United Kingdom & Tokyo, Japan
- Organized training for P&L and valuation Deutsche Bank in Tokyo. Upgraded the control and reviewed existing processes to maximize efficiency of managing operations for exotic business transactions and close out knowledge and information gap. This improved communication with business units and regional and global teams.
- Ensured the integrity of the trade population for the close of business, reporting of daily risk and P&L, verification of risk and P&L through the P&L attribution.
- Performed daily calculation of portfolio and trade-level risk to traders and top management including options, volatility and spread risk.
- Produced daily equity derivative P&L, Ran P&L scenario analysis for proprietary structures & portfolios. Conducted full trading book reviews. Justified adjustments and ensured correct daily P&L sign off with trading desk. Provided commentary & results to a variety of stakeholders.
- Performed analysis of data, processes and systems and recommended improvements across all aspects of operating model.
- Collaborated with Risk Management to assure reported risk matched risk evaluated by daily VAR analysis.