Leo Lu
Derivatives Analyst @OMERS
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WORK HISTORY
Derivatives Analyst @OMERS
Toronto, ON, CA
Post-trade lifecycle management for OTC derivatives on a wide range of underlying asset classes• OTC Products: Cover OTC products, including swaps (TRS on Equity/Commodity/Fixed Income/Index+IRS/CDS), forwards(FX/Fixed Income), and options(Equity/Fixed Income/FX).• Clearing: Perform trade verification and the margining process.• Settlement: Calculate settlement amounts and reconcile transactions with counterparties for the TRS desk.• Operational Risk Control: Identify high-risk areas, implement controls to mitigate risks, and investigate any process breaks.• Automation: Develop VBA code to streamline and replace repetitive processes.
EDUCATION
Simon Fraser University
Bachelor's degree
ABOUT LEO LU
CFA Charterholder, CPA student(PREP 14/14, PEP 0/7), CSC passed • Advanced Excel skill; Microsoft Office Specialist© Excel 2016 Expert Certificate • Proficient VBA skill; Hands-on working experiences in writing VBA code to improve operational efficiency • In-depth understanding of various financial instruments including complex OTC products • In-depth knowledge of accounting/pricing/valuing for various financial instruments • Demonstrated verbal and written communication skill; experienced in explaining complex ideas • Hands-on experience in using ICE(IDC), Bloomberg Terminal, and S&P Capital IQ • Extensive personal trading experiences in treasury/commodity/FX/index futures and options • Self-motivated, detail-oriented, adaptable, team-play, and pressure resilient; regularly working overtime
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