Caleb Oommen

Experience

• 

  BANK OF NEW YORK MELLON

  Aug 2022 - Feb 2024

  Financial Analyst

  • Daily pricing of OTC products for 140+ client portfolios for EMEA & LATAM regions which includes trade capture of various OTC Asset Types into Bank’s in house trade repository (DPX) and then send the trades to be priced from different vendors such as Bloomberg, Markit and various exchanges like LCH, CME & ICE.• Derivatives that have been a part of the whole process includes: Interest Rate Swaps (Vanilla, Basis Swaps, Cross Currency Swaps, Zero Coupon Swaps), Total Return Swaps, Inflation Swaps, Credit Default Swaps (CDS & CDX), FX Options (Vanilla and Exotics), Swaptions (IRS/CDX), Various Equity Options & Bond Forwards etc.• Have worked specifically on TRS valuation for various clients using Accrual method on Bloomberg which has helped me have a deeper understanding of various intricacies in date generation models. Have also been able to identify the root cause of various price breaks with respect to either the Broker, Client or Investment Manager.• Had the opportunity to learn ETL Automation tool, XCeptor and have been able to implement three separate rules which enable converting Client Trade Blotters into Bulk Upload Format for trade capture. These rules include either converting Excel/CSV trade blotters or machine-readable PDF trade Tickets into DPX Bulk Upload format which has enabled saved a lot of manual efforts and reduced the scope of manual errors too. • Resolved price queries ranging from missing prices to price challenges by thoroughly reviewing trade setup on systems, reviewing price types on various systems (DPX & Accounting platforms), reviewing price scale on various platforms. If the breaks couldn’t be explained through any of the above methods, then query vendor to validate the price break/challenge. These queries are from both the Daily Clients and well as Monthly Clients• Have had a very good accuracy in Trade Capture with an error % of 2.48% over more than 1500 trades with various types of assets as mentioned above Show less