Kristi Feinzig

- Subject matter expert (SME) for fixed income portfolio management, structured products, and credit derivatives - Provided testing of derivatives use cases to reconcile results from multiple third-party vendor systems - Assisted with the automation of manual compliance reports for a large mutual fund company Specialties: Front-Office Trade Order Management Systems, Systems Integration, Requirements Analysis, and Custom Applications

Evaluated credit risk, cash-flow testing, expected impairments and capital requirements for balance sheet assets. Managed and monitored several Structured Product portfolios as collateral manager and institutional investor.

Responsible for the quantitative aspects and performance measurements of the hedge funds (capital structure arbitrage fund and credit-based relative value fund). Modeled relative value strategies and provided derivative valuation. Proposed credit derivative strategies, structured product offerings and implemented expansion of new and existing hedge funds.

-Structured total rate of return swaps, single name derivative transactions & secondary CDO transactions as a member of the Credit Derivatives trading group -Developed and implemented statistical models used in index arbitrage and relative value trading strategies for the proprietary trading effort

Quantitative analyst on Collateralized Debt Obligations, Synthetics, Credit Linked Notes, Credit Default Swaps, Structured Note Programs, Principal Protected Products, and other transactions with embedded Derivatives

Operations & Strategic Management

Business Management & Art History