Fixed Income Product Controller
- Ventes • Created a new customised PnL analysis for the Interest Rates trading desk by giving a detailed break down of the main yield curve points driving the PnL, which lead to a reduction in the overall risk on specific trading books
• Provided senior management with high level yield curve commentary to complement the PnL, which resulted in greater transparency of trading activity and risk management
• Restructured some of the CDS PnL analysis to differentiate between live and settled trades, which enabled CVA traders to better manage exposure on these books
• Streamlined the reporting of sales credits between GCM divisions and the trading desks by introducing new, more rigorous investigation measures that reduced processing errors, which lead to a reduction in processing and reporting delays
• Rolled out a new efficient management committee reporting process, which reduced controller work load
• Developed new reporting templates to comply with Volcker regulation, which created consistent and comparable reports across all Interest Rate
business areas
• Contributed to new global full revaluation catch-up reporting standards, which lead to business unit tailored threshold limits and in turn reduced
the number of daily threshold breaches