Dmitriy Kogan

About Dmitriy Kogan

An executive director within workout trading division with extensive knowledge and…

Experience

1. Structured Credit, Executive Director

   UBS

   Aug 2010 — Present

   Responsible for trading, risk management and surveillance of a portfolio of cross asset class structured products • Coordinate with sales coverage and regional broker dealers to assess investment trends, positioning, market and end client sentiment on a given product • Perform fundamental credit analysis, modelling prepayment/waterfall distribution and valuation of wide array new issue deals as well as existing CLO and Non-Agency RMBS inventory • Scenario analysis to assess vpr, cdr and severity risks and associated balance sheet impact on CLO and RMBS inventory as well as applicable cd01/dv01 hedges • Analyze from both top-down and bottom-up valuations of credit and credit-related products (bank loans, bonds, distressed debt, structured credits, abl, etc) to assess and model pd/lgd economics of the investments • Counterparty exposure management – XVA assessment and hedging via applicable CDS/CDX proxy • Perform loan level quality/credit assessment with regard to financial, negative covenants, loan loss provisions, dscr and various other deal trigger metrics • Conduct portfolio funding via external funding facility, TRS, borrowing duration matched funding and various bilateral/tri-party repo agreements (MRA/GMRA).

Skills

• Fixed Income
• Capital Markets
• Finance
• Securities
• Fixed Income Analysis
• Financial Analysis
• Analysis
• Structured Products
• Management
• Trading
• Valuation
• Credit
• Credit Derivatives
• Mutual Funds
• Clo
• Settlement
• Interest Rate Derivatives