Experience

State Street IMS-West 

Pricing Analyst/Team Lead          March 2003 - Present

• Provide support for day to day pricing functions for both derivative and non-derivative products Involve with building and integrating pricing process (pricing reporting, tolerance breaks, month end pricing, broker/client reconciliation, etc) for new client

Took responsibility to complete daily pricing calculations and reconciliation, tolerance reporting, month end pricing/reporting, and broker/client  reconciliation for new client

• Monitor part of pricing team that calculates new and current derivatives prices (credit default swaps, plain vanilla swaps, total return swaps, etc)
• Assist in special assignments such as the Pricing Model project to aid upper management in their process of collecting data in order to price products and services
• Inquire with the trade floor, portfolio and account managers, and analytics group to resolve pricing discrepancies and pricing methodologies for new derivative products
• Perform ad hoc analyses of pricing scenarios and provide insights into pricing questions for clients, custodians, and internal groups.
• Research and resolve any price discrepancies to ensure net asset value (NAV) calculations of  portfolios are not delayed or inaccurate
• Utilize BusinessQuery, Bloomberg, and Excel functions to increase efficiency and accuracy day to day pricing functions
• Complete daily security pricing tolerance reporting and reconciliation for Munich, US, and Europe pricing cycles

State Street IMS-West 

Portfolio Administrator                         October 2000 – March 2003

• Prepare monthly reports (i.e. par, pricing, accruals)  for both internal and external parties for investor owned portfolios in which total assets under management grew from $161 billion in 1994 to $1.4 trillion in 2004
• Inquired internal departments, custodians, account managers, and/or clients to research variances and was able to promptly resolve discrepancies in an efficient and timely manner
• Learned the full procedure of reconciling daily and monthly cash/assets activity for investor owned portfolios within an above average time span of 1month
• Utilized the excel feature such as VLOOKUPS to cut down performance time and increase accuracy in the set up process of manual reconciliations
• Maintained the total market value of the two statements to be within a concise tolerance level of 30 basis points or below at month-end
• Managed a senior level number of accounts with competence, meeting deadlines precisely
• Query data from the SYBASE server and utilize Bloomberg to conduct variance research
• Monitor daily securities settlement activity, trades, corporate actions, and past due income
• Conduct ad hoc research and analysis for mutual funds and separate accounts
• Reviewing and resolving daily investment portfolio cash activity
• Communicated through phone and fax to finalize deals, increasing sales

Education

      University of California, Irvine

      B.S., Economics                                                                    June 2000

      Minor in Management                                                                    June 2000 

Skills