Katie Macpherson

Derivatives Valuation Center (DVC)

• Specialized audit support group that performs independent valuations on an array of over-the-counter (OTC) derivative products including interest rate, credit, FX, commodity and equity derivatives

DVC Valuer (10/2023 - 10/2024)

• Performed initial valuations on vanilla and exotic OTC derivative products, supporting audit engagements across multiple Client requests at once
• Managed and executed a high volume of valuation requests by acting as the primary contact to audit teams, organizing support materials and maintaining deadlines to ensure timely issuance of deliverables
• Responsible for monthly pulls of independent credit data necessary to complete valuations

DVC Detail Reviewer (10/2024 - Present)

• Train and supervise a team of junior staff by guiding them through derivative valuation processes and ensuring efficient management and timely completion of Client requests
• Perform second-level reviews of derivative valuations and investigate variances across a variety of product types and Client portfolios
• Member of the curves team responsible for building and analyzing independent yield curves across all requested valuation dates used in a majority of the teams derivative valuations

• Worked with the Credit, Stress Testing and Capital team, helping to organize support items, document meeting discussions and prepare materials for Client-facing presentations
• Networked with professionals across different practices at the firm and assisted in building and reviewing deliverables related to internal initiatives

• 10 billion dollar wealth management firm
• Worked alongside research, portfolios, financial planning, marketing and operations departments
• Helped to evaluate and monitor companies that are owned or are being considered for purchase in Client accounts