Patrick M. Calleo
New York,USA
Summary
Experienced Equity Finance Trader skilled in optimizing multi-billion dollar portfolio using SFTs and derivatives hedging. I leverage technology to enhance efficiency, reduce costs, and ensure regulatory compliance. Ready to apply my expertise to stengthen and shape funding strategies at a leading firm.
Overview
16
16
years of professional experience
1
1
Certification
Work History
Equity Finance Trader
J.P. Morgan Securities, LLC
New York, USA
01.2017 - Current
- Focus on optimizing the use of collateral for funding purposes by trading a multi billion dollar financing book utilizing a mix of Security Financing Transactions
- Trade spot FX to hedge non-dollar revenue of the Prime Brokerage business
- Monitor and hedge interest rate risks, DV01 and tenor basis, through trading EuroDollar Futures, Fed Fund Futures and OIS swaps
- Work closely with the internal Treasury Desk to manage various liquidity and stress requirements such as LCR and NSFR
- Assist Technology and Product Development with the maintenance and upgrades to various in house optimization and internalization tools
Market Risk Manager
J.P. Morgan Securities, LLC
New York, USA
01.2015 - 01.2017
- Was responsible for the Global Equity Finance Trading Desk, Special Sits & Scrip Divs Trading, Stock Borrow-Loan, and Secured Financing Trading Desk risk management of the Greek sensitivities, P&L attribution, and also implementing regional and global trading limits.
- Managed the market stress scenarios including equity delta, Vega, Mu, credit spreads, IR delta & borrow curves, FX, cross currency & tenor basis
- Conducted daily Prime Finance portfolio reviews incorporating macro economic news and performance with a strong focus on current financial markets & events, and establishing specific risk guidelines
Head Trading Assistant, Equity Finance, & Delta One Derivatives Trading Desk
HSBC Securities, USA
New York, USA
01.2011 - 01.2015
- Head TA for all TRS-related trades and valuations for the Delta One and Equity Finance trading desks in New York and São Paulo as well as the creation of static data instruments for traders (NDF, Listed Options, Rights Issues, Index Futures).
- Provided calculation and validation of all lifecycle events and expiries on OTC instruments (Vanilla, Structured, EMTN) facing external counterparties, as well as internal back-to-back bookings for various legal entities.
- Responsible for the maintenance and pre market open bookings of daily Corporate Actions and Dividend Events in NY, Brazil and Mexico regions, including required economic adjustments on respective derivative instruments within Sophis Risqué systems
Trading Assistant, NA Volatility Flow Equity Derivatives Trading Desk
J.P. Morgan Securities, LLC
New York, USA
01.2009 - 01.2011
- Conducted P&L analysis decomposed by Greek sensitivity attribution for the Electronic Market Making, Single Stock, and Indices Derivatives desks
- Maintained & validated real time and T+1 Greek sensitivity risks on the NA Regional desk, by portfolio, and trade level exposures to JP Morgan
- Booked Option Expiries, Trade Capture, OCC & ISE fees on OTC Vanillas, Listed Options, Total Return & Variance Swaps
- Managed the Electronic Market Making books, which included booking early exercise, corporate actions, monitoring market risks, and conducting detailed P&L analysis daily, while overseeing both week over week and month over month verification and Senior Management Greeks reporting
Education
Bachelor of Arts - Law, Letters, & Society
University of Chicago
Certification
- FINRA 7
- FINRA 63
- FINRA 57
Timeline
Equity Finance Trader
J.P. Morgan Securities, LLC
01.2017 - Current
Market Risk Manager
J.P. Morgan Securities, LLC
01.2015 - 01.2017
Head Trading Assistant, Equity Finance, & Delta One Derivatives Trading Desk
HSBC Securities, USA
01.2011 - 01.2015
Trading Assistant, NA Volatility Flow Equity Derivatives Trading Desk
J.P. Morgan Securities, LLC
01.2009 - 01.2011
- FINRA 7
- FINRA 63
- FINRA 57
Bachelor of Arts - Law, Letters, & Society
University of Chicago
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