A 33 year + career being responsible for managing credit portfolios across Investment Grade, Crossover and High Yield mandates. Lead portfolio manager for credit derivative strategies across multi-sector fixed income portfolios, specializing in unique guidelines, ESG and leverage constraints, Responsible for interest rate derivative overlays (futures and swaps), cross currency hedging strategies, and overall risk mitigation / stress scenario analysis. Demonstrating and explaining the impacts of complex derivative strategies on performance for clients is a specialty.
Helped build a Japanese investment grade asset management business, growing AUM from $200 million at inception to over $30+ billion across IG, HY and crossover mandates.
Work closely with portfolio construction team on managing risk and portfolio optimization through the use of derivatives, options and fixed income ETF strategies. This includes idea generation, structuring options and index strategies, trade execution and ongoing monitoring of derivative positions.
Built out a Synthetic Collateralized Debt Obligation (SCDO) Platform within Prudential. Structured, marketed and managed two SCDOs (Dryden 12 and Dryden 17) - deals outperformed thorough the Global Financial Crisis - returning a solid investment return and par to all investors.
Instituted and managed a $1.4 billion first to default credit derivative basket portfolio for Prudential's General Account.
Served on the inaugural Determination's Committee for the International Swaps & Derivatives Association (ISDA) as a buy-side representative.
Structured interest rate and FX derivative solutions for Prudential's Private Placement Group, Prudential's General Account, and Middle Market Clients of Prudential Securities.
Provided daily P&L for the derivatives desk ands managed the financial statement preparation for the debt funding arm of Prudential (Prudential Funding) and it's derivative subsidiary, Prudential Global Funding.