Greater London, England, United Kingdom
Developed of a model of credit expansion in low-income countries, working jointly with researchers in the Research Department and SPR-Low Income Strategy Unit.
Ran Asset and Liability Management for EUR and GBP denominated balance sheet risk. Worked closely with the Treasurer on day-to-day Treasury management and strategic initiatives (for example the adoption of Basel III liquidity standards). Traded short and long term interest rate and FX derivatives (futures and options, IRS, cross-currency basis swaps) and spot and forward FX.
Traded hard currency interest rate and FX derivatives (exchange traded and OTC futures, swaps and options).