CV REVIEW: I've been an intern for 20 months and can't get a job
I've worked as a salesperson and more recently, as a trading intern. Ideally, I would be interested in any trading/structuring role in the interest rates/currency/commodities and inflation space (given that this is what, in a way or another, I've been doing since I started working). But, as you may guess, in this context I am pretty much open to any option.
PROFESSIONAL EXPERIENCE
Fixed income derivatives trading, January 2009-July 2009 (Internship)
Pricing, structuring and execution of interest rate derivatives trades (IRS, Caps, Floors, Swaptions, Asset Swaps, Structured Swaps - Callable, Mutlicallable - CMS) on both the asset and liability side.
Pricing existing structured bonds (interest rate linked, inflation linked) for institutional client; structured bonds trading on the domestic market (MOT).
Scalping on German Bund Future, Bobl and Schatze contracts.
Assisting senior colleagues in the development and implementation of option strategy on future contracts (including Bund, Bobl, Schatze, T-Note, Euribor)
Analysis of an interest rate derivatives book's risk measure such as bucket delta and vega.
Interest rate markets analysis including swap curve movements, FRA/OIS spread, volatility surface.
Structured Products Sales, European bank, 2007-2008
Coverage of Italian Institutional clients focused on Banks, Asset Managers and Insurance companies.
Selling Multi-Asset Derivatives and Structured Products across fixed income, fund derivatives equity and alternative investments with main focus on Structured Interest Rates products and hedging solutions.
Attended different Interest Rates Derivatives Seminar
FSA Approved person (September 2007)
Junior Trader Fixed Income markets - cash and derivatives -long term and securitization desk,2006-2007 (Internship)
Market making on IRS (Euro), market making on government bonds
Managed an Interest Rates Derivatives book trading with institutional and corporate counterparties.
Assisting senior traders with market and strategies analysis on cash, futures and options markets.
EDUCATION
"Wilmott Certificate in Quantitative Finance (CQF)", United Kingdom ( London), 2008
Scored 97%.
Topics covered include mathematics for quantitative finance (Ito's calculus, simple sthocastic differencial equations, martingale theory), equity-currency-commodity derivatives, interest rate products, credit products and credit risk, advanced monte carlo and finite difference methods, exotic options, stochastic volatility and jump diffusion.
2005 - 2006
Master of Science in Finance (MSc)
US University
Graduation GPA 3.91 out of 4.00
Graduate Certificate in Investments
Winner "Director's Award for outstanding Academic Performance"
Areas of interest: Financial risk management, derivatives, quantitative analysis, behavioral finance, portfolio analysis.
2000 - 2004
Master's degree in Financial Markets and Institutions
Final grade 108/110
COMPUTER SKILLS
Software: Murex, Summit, Bloomberg, Reuters, SPSS, @Risk, Kondor+, Bond Vision, Microsoft Office.
Programming skills : VBA
