Senior Performance Analyst January 2009 to CurrentCITIGROUP Institutional Client Group － New York, NY
Product knowledge includes Munis, Corporates, Discount Notes, Convertibles, Treasuries, Yankee Bonds and Asset-Backed Bonds, Derivatives, Equity, Venture Capital & Real Estate Manage a staff of four analysts Perform attribution analysis of international and domestic equity portfolios using Statpro Reconcile transactions and assets on a daily basis Construct custom risk and performance reports in Statpro for clients Disseminate daily and monthly rates of return to institutional clients Develop, run and analyze VaR reports using Statpro Risk Modeling on a daily basis.
Senior Performance Analyst - Master Trust/Custod March 2000 to December 2008
Reconcile performance data between the investment managers and custodian Produced daily reports containing rates of return and asset allocation to institutional clients Meet with clients to discuss portfolio performance and reporting Constructed a spreadsheet to detect investment guideline violations of fixed income portfolios Contacted client and portfolio manager of any portfolio violations on a daily basis Developed a custom report displaying rates of return and fixed income analytics Researched and disseminated quarterly universe performance and style analysis of investment managers using (TUCS).
Performance Analyst March 1999 to March 2000LAZARD FRERES & Co., LLC － New York, NY
Constructed composites and performance disclosures in compliance with GIPS Responsible for the maintenance of institutional, private client and wrap-free composites across all investment products Assisted marketing and product department in completing RFPs Obtained benchmark returns from Frank Russell Database Constructed carve-outs of composites by utilizing country attribution analysis Analyzed the risk adjusted returns and dispersion of composites.
Performance Analyst June 1996 to March 1999
Utilized fixed income attribution reports to check monthly performance Responsible for trade support and performance analysis of 20 Institutional Fixed Income and Balanced accounts representing approximately $5 billion Calculated dollar and time weighted rates of return for total portfolio as well as cash, equity and fixed income segments Verified the accuracy of prices, market values, durations, quality ratings and yields of client reports Created customized benchmarks and historical performance spreadsheets Resolved trade discrepancies and settlement problems between brokers and custodians Notified traders to raise cash when a bank overdraft occurs and ensured that cash balances are fully invested when contributions occur.
Intern June 1994 to June 1996BLACKROCK FINANCIAL MANAGEMENT － New York, NY
Responsible for accuracy and timeliness of monthly returns and NAVs for fixed-income portfolios, including five hedged portfolios, worth over $1 billion.
Responsible for rebuilding FHA loans for insurance portfolios.
Supervised accounting vendors in the outsourcing of 20 institutional accounts.
Master of Business Administration : Finance, January 1996PACE UNIVERSITY, LUBIN GRADUATE SCHOOL OF BUSINE － New York, NY
Bachelor of Arts : Statistics, May 1991UNIVERSITY OF ROCHESTER － Rochester, NY