Saturday, August 31, 2019
Manager Resume Example Essay
ALBERT A. YAGUDAEV Home (718) 956-7299  Cell (917) 865-4782 Fluent in English & Russian CORE KNOWLEDGE AREAS Risk Management Finance Management Strategic Analysis Team Building Problem Solving Statistical Analysis Commercial Banking Client Relations Budget Management Report Management Goal-Oriented Communication Skills Bond Assurance Detail-Oriented Decision Making Team Building Time Management Organization Skills PROFESSIONAL EXPERIENCE  Calyon New York, NY                                                                                              2005 – Present Senior Analyst – Capital Markets / Global Funding Desk Prepares and presents consolidated entity level risk reports for Senior Management including the Senior Executive of the Trading Desk. Provides consultation and advice regarding dynamic hedge strategies utilizing interest rate derivatives. Automates various workflows utilizing Excel and Visual Basic. Identifies and quantifies all risks borne by the trading books. Reviews and analyzes calculations of risk parameters including sensitivities, volatilities, VaR, and reporting 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 global 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 Desk Verified and analyzed daily Profit and Loss. Analyzed calculations of risk parameters including volatilities, stress testing and (VaR). Deconstructed and analyzed reports on Fixed Income and Interest Rate Derivatives. Measured and analyzed credit exposures and various elements of risk. Provided financial 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 implemented the VaR model (Taylor-Series). Ensured levels of risk were consistent with limits established by management. Continue†¦page 1 of 2 ALBERT YAGUDAEV                                                                                             Page Two Integrated Leasing, Melville, NY                                                                                         2001 Consultant Successfully 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 – 2000 Treasury Risk Manager – Fixed Income and Interest Rate Derivatives Desk Performed VaR analysis using RiskMetrics. Analyzed the results of Monte Carlo simulations and historical Time Series risk measurement Responsible for defining department’s market risk measurement methodologies, including statistical measures, stress testing, monitoring overall positions and setting limits to govern exposure Researched simulation models for incorporation into firm’s risk systems Managed P&L risk on both an intra-day and end-of-day basis, specifically monitoring risk exposure  Ambac Capital Corp., New York, NY                                                                           1997-1999 Risk Analyst – Fixed Income Desk in Asset/Liability Management Prepared 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 rates. J & W Seligman & Co., New York, NY                                                                          1995-1997 Business Analyst Conducted 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 firm’s current risk status. Salomon Smith Barney Inc., New York, NY                                                                   1994-1995 Associate Analyst Evaluated department financial progress 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 SKILLS Bloomberg  ¨ Bloomberg Trader Workstation  ¨ Reuters 3000 Calypso  ¨ RiskWatch  ¨ RiskMetrics,  ¨ Summit,  ¨ Kondor Microsoft Office Suite (Word, Advanced Excel w/ VBA & Functions, Access) EDUCATION St. John’s University – College of Business Administration, Queens, NY Bachelor of Science in Finance, (date) Associates in Computer Science, (date)
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