Diana Gherson Gauvin
AVP EQD Complex Trade Support
The past shown us that well understand the products and the operational risk, the professionalism are the key to work efficiently.
I'm looking for a position in HK.
I've more than 3 years experience as a midlle officer on equity derivatives product.This gave me a strong knowledge on equity products, on the FO MO BO organisation. I've the capacity to work under pressure and I'm multitask. I demonstrated that I could work as a team as well as I have the ability to work independtly.I'm a fast learner and adapt quickly.
24 contacts2007 - 2008Equity Derivatives MO Control
Controlling equity derivatives trades.
Product Coverage: Structured products (EMTNs, certificates), equity swaps (total return), dividend swaps, variance swaps, vanilla and exotic options.
Day-to-day:
-Controlling the booking (payoff and economic characteristics) of the trades of various Front Offices (worldwide perimeter).
-Managing trade’s amendment process across the Front and Middle Offices, performing controls, justifying all amendments and measuring their PnL’s impact.
-Defining processes, implementing desk procedures.
Projects:
-In charge of “harmonization of booking methodologies” project (US, Asia, Paris) in collaboration with the Risk, Front and Middle Office teams.
-Defining the control perimeter (testing the field’s risk), creating standard control procedures.
2005 - 2007Assisting the Front Office by managing the front position along with the Product Control, Back Office and Legal teams.
-Product control of the operations traded and booked by the Front Office, ensuring that the booking is identical to the Product Term sheet.
-Assisting the Front Office to manage the trades throughout their life-cycle, e.g.: Barriers, Corporate Actions, Coupons and Pay-offs (events).
-Calculating and booking all events in the trading portfolios.
-Managing the Dividends (tax credit) and Corporate Actions in the Front Office system.
-Reconciling and resolving discrepancies between the Front and Back Office positions.
-Managing Confirmations and Trade Settlements with the Counterparty.
-Providing Valuations for the Corporate Desk’s products.
Projects:
-New Products Due Diligence: Prior to trading and on behalf of the Middle Office, validating the models of the New Products from an operational perspective. Specifying developments where required to ensure the safe management of future trades before delivering the signoff.
-Automating the day-to-day tasks through Excel’s V.B. macros to improve desk efficiency and reduce operational risk.
-Specifying and testing the development of the Alert Portfolio (which tracks the product’s events) and the Automatic Tickets (which calculates coupons).
-Participating on the creation of the Back Office Equity Derivatives Settlement Team. Managing the training, updating desk procedures and implementing a new Back Office application: SSI Database.