FVP - Investment Banking & Structured Finance
Sumitomo Mitsui Bank SMBC Nikko
Total years of experience :14 years, 6 Months
• Lead Cross-Product Coverage for M&A, Investment Fund, Debt Capital Markets, Derivatives & Structured Finance. Advise clients, originate opportunities, devise financial solutions, execute marketing strategy, analyze credit & launch new product
• Monitored macro & micro news developments, analyzed financial markets, identified opportunity & diversified fee income
• Originated & closed $140M cross-border Japan Auto M&A. Identified business synergies & advised client on due-diligence deal structuring & valuation model. Defined alliance roadmap, pitched & won $700M Industrial & Road M&A mandates
• Originated Exim Bank’s $50M sovereign samurai bond private placement. Arranged investor roadshow, syndicated issue, negotiated yield pricing & steered JBIC enhancement. Marketed DCM proposals-Reg S, Euro MTN, Uridashi, Pro, Masala
• Advised & arranged $430m Latam Natural Gas & Asian Power ECA project finance. Analyzed project viability, created info memo/financial model, led non-sovereign Insurance product Reg approval, structured transaction & increased bankability
• Originated cross-border alliances in Industrial, Green, Education & Leasing. Analyzed industry gaps, market feasibility & competitive swot positioning, introduced Japanese partners, advised clients on entry strategy & proposed business model
• Launched new products & executed $170M market strategy-Yen Bond, FX Option, Solar PF, Leasing. Presented business case, analyzed peers, increased visibility, led project, mitigated risk, enabled operating model & got regulator approval
• Structured Acquisition Finance for $140M Japan Auto LBO & $330M Power Asset Restructuring Workout. Enabled M&A closure, created financial models, negotiated Guarantee & released bank collateral
• Conducted due diligence on Equity & Green Debt Funds investments. Cross-sold $405M Rates-FX Swaps, Trade, FC Loans & Cash to international clients. Facilitated $78M LNG Ship credit analysis & ECA Re-insurance
• Developing Pricing & Risk models for Oil Commodity Derivatives & negotiated $220M Cross-Border Rail Syndication. Studied market & regulation for Auto Securitization, Bond Investment, Property Finance, Lease, Swap Novation & Custody
• Analyzed Solar & Oil markets, identified Project Finance/Advisory opportunity, developed strategy & presented Termsheet
• Educated Front Office on Volcker & Basel III requirements, & ensured Volcker Compliance on US Derivative transactions
• Advised Buy-side clients & drove SEF-Central Counterparty Clearing strategy for Rates Swap & CDS. Negotiated pricing, enabled Operating Model & interfaced with Tullet, Javelin & FXAll to execute LCH & CME trade workflows
• Aligned Front Office Business & Derivatives Strategies. Modeled Iosco Margin & Credit-Market Risk, presented Clearing, SEF & Volcker Business Cases to Sales Head, analyzed gaps, defined Business Models & launched new products
• Managed & delivered Americas OTC Derivatives Reg Reform-Dodd Frank, Clearing, SEF & Volcker. Led Front-Office Coo Product team of 2, launched new programs, executed client communications plan & chaired CEO Derivatives Committee
• Achieved Volcker Conformance. Advised clients on Volcker operational impact, analyzed Principal Investments, Trading Books & Hedging Strategy, drove Desk mitigation plans & executed Metrics - VaR, PnL Attribution & CFTR
• Analyzed Regulatory, Tax, Ops, Infra requirements to form New Co to house US Volcker activity. Presented options to GM
• Managed DF Title VII program for Sales- Business Conduct, Client Classification, Commodities Large Trader & Reporting
• Managed & improved PnL Attribution for $3B EM E-Trade, EM, CDS, Bonds & CAD Rates Trading Desks. Analyzed & reconciled EoD Risk -PnL, ran & closed Books, & prepared daily T0/T1 reports with Market Commentary
• Drove launch of Columbia Sovereign CDS & $200M BRL Bond offerings. Drafted Business Case & Roadmap, coordinated New Product Approvals, addressed Regulatory queries & led Ops Infrastructure setup. Reduced Sovereign Credit-FX Risk
• Enhanced RMBS Credit Hedge with Prepay model to correct $24M VaR shortfall. Improved Greeks accuracy-Payup, Vega Cs01, Dv01, Basis, theta, OAS, LGD & default curve for CDS, Bond, MBS. Analyzed CDS-VIX Hedging strategy & liquidity
• Built Intra-Day Pricing-Risk model, setup Pricing Dictionaries in Risk Engine & enabled Trading of $4M IR Swaps
• Re-engineered Business Processes, enabled Operating Model & mitigated Op Risk for CDS, MBS, IRS & FX Risk-PnL Attribution, Collateral, Repo & MBS VaR. Enhanced Credit Trading & Market Risk policies with EM specifics
• Led CTB transformation, aligned Trade & Risk strategy, optimized trade processing, mitigated credit risk & met Regulation
• Presented Basel II-III, Volcker, Dodd-Frank ICE Credit Clearing CDS Pricing Penalty, IR Charge & Trace to Desk
• Led & improved $2.6M Morgan Stanley & BoA-ML FX PB relationships. Marketed Post-Trade & Risk products, supported Sales & Prod Marketing, turned around difficult clients, managed PnL, prepared proposals & closed $560K new business
• Drove Strategic Alliance with CME on Cross-Asset FX-Futures SPAN Margin & increased Risk Hedging flexibility
• Managed business team (6) & enabled FX PB Post-Trade & Risk strategy- CLS Aggregation, Affirm-Confirm, NDF Order Mgmt & Billing. Settlement Fee reduced 89%, mitigated Op Risk & optimized FX Pnl flow. Chaired Coo steering committee
• Analyzed competitive SWOT, designed solutions, enhanced Product Roadmap & positioned new FX-Futures Risk/Trade offerings - VaR, CFD, Portfolio Margin, Exposure Limit Stress Scenarios, Ratings, CVA, Trade Matching & Basel II
• Advised banks & wrote whitepapers on Risk trends, Post-Trade operational best practices, Economic Capital, Dodd-Frank
• Enhanced Risk Framework with Market Risk aspects. Analyzed $2.2M FX portfolio & resolved Trade Breaks
• Designed Bond Greek models & launched Pre-Trade Fixed Income Stress product to mitigate $104M UST Risk
MBA