Senior Vice President/Head of Global Equity Derivatives Research
Prepared written reports including periodic publications on key topics in listed and over‑the‑counter derivatives markets, asset allocation and risk management. Worked with sales force and customers to solve risk management problems. Member Global Research Management Committee. Frequent speaker at industry conferences. Registered Options Principal and Supervisory Analyst.
1/92 – 5/94SWISS BANK CORPORATION
Vice President/Director Customer Risk Management Research
Wrote dictionary of risk management terms and a series of product descriptions and risk management essays to help educate bank personnel and clients on derivatives applications. Products covered included the full range of equity, interest rate and currency markets.
2/88 – 11/91SALOMON BROTHERS INC.
Vice President/Derivative Securities and Portfolio Trading Analyst
Prepared written reports and provided quantitative support for equity futures, options, and portfolio sales and trading. Written reports covered United States, Japanese and European markets; OTC and listed warrants, futures, and options; index fund enhancement; program trading; transaction costs; long/short portfolios; market structure; and regulation. Advisor to emerging markets in Eastern Europe and Latin America. Member of Salomon Brothers Equity Technology Committee.
7/75 – 1/88KIDDER, PEABODY & COMPANY, INC.
Vice President/Manager of Options Portfolio Service
Managed approximately $45 million in individual and institutional investment portfolios using options, common stocks and fixed income securities. Risk management disciplines included a series of computer models developed in collaboration with Professor Albert Madansky of the University of Chicago.
1/74 – 6/75BOOK PROJECT AND U.S. OPTIONS INTERNATIONAL
Director of Portfolio Services
Wrote the first edition of THE STOCK OPTIONS MANUAL (McGraw-Hill, 1975) and began an options service at a small options specialty firm.
1/73 – 12/73STANDARD & POORS INTERCAPITAL
Portfolio Manager/Investment Policy Committee
Managed several mutual funds and separate accounts. Member of Investment Policy Committee that determined overall strategy.
7/71 – 12/72STRAND AND COMPANY
Part of a group intensively managing approximately $30 million in private capital, using a wide variety of investment techniques.
1/69 – 6/71OPPENHEIMER MANAGEMENT CORPORATION
Managed segment of Oppenheimer Fund until December 1969 when Oppenheimer A.I.M.