Matthew Desantis

About Matthew Desantis

I am a well-rounded capital markets professional and leader with a deep understanding of…

Experience

1. Middle Office Manager - Interest Rate Derivatives

   Wells Fargo

   Jun 2018 — Present

   Manager of USD interest rate derivatives middle office Bookrunner team covering the Institutional Swaps, Institutional Options, Municipal Derivatives, and Investment Portfolio trading desks.* Responsible for team\'s daily production of P&L and risk-based P&L attribution reporting for swaps, swaptions, FRAs, caps, floors, total return swaps, FPAs, T-locks, bond forwards, rate locks, listed futures & options, and bonds.* Oversee daily construction of over 100 USD interest rate curves, volatility surfaces, and market data objects, as well as daily rate index sets.* Oversaw the operational transition from LIBOR to alternative reference rates for all USD interest rate derivative products, including the evolution of market data and models and their implementation in proprietary pricing environments, CCP discounting methodology changes (OIS to SOFR), and conversion of the firm\'s cleared LIBOR trades to SOFR.

Education

• St. Bonaventure University

  MBA, Finance & Accounting

  2006 — 2007

• St. Bonaventure University

  BBA, Finance & Management Science

  2002 — 2006

Skills

• Investment Banking
• Fx Options
• Electronic Trading
• Financial Modeling
• Credit
• Series 7
• Commodity
• Credit Derivatives
• Calypso
• Abs
• Portfolio Management
• Capital Markets
• Hedge Funds
• Equities
• Derivatives
• Finance
• Financial Risk
• Cdo
• Fixed Income
• Financial Analysis
• Middle Office
• Risk Management
• Valuation
• Accounting
• Financial Markets
• Market Risk
• Rmbs
• Cmbs
• Banking
• Bloomberg
• Securities
• Vba
• Bonds
• Trading
• Clo