we provide financial products and services to global institutional clients, focusing on especially North America and Latin America.
Over 30 years of trading and risk management experience in interest rate products including corporate bonds, US Treasuries, interest rate futures & options, interest rate swaps, vanilla options and exotic options. Have been involved in both customer flow trading as well as proprietary trading. Assisted sales/marketers on a ongoing basis to help customers. Have consistently been profitable throughout the years. Excellent in technical analysis to optimally time position entry/exit. With a computer science background, have built risk management systems in Excel/VBA/C++. Have programmed in VBA, C/C++, Java and SQL. Specialties: Financial Corporate Bonds, US Treasuries, Interest rate swaps, options. Extensive knowledge of interest rate yield curves. Analysis of FOMC statements. Historical analysis of yield curve and interest rates. Built derivative pricing models and risk management system. Extensive knowledge in MS Excel/Addins, MarketAxess, Tradeweb, VBA and Bloomberg. Programming in Java, C/C++, VBA, SQL Familiar with Summit and Murex systems.