Brian Taffany

Credit Portfolio Management - Financial Institutions

• Cover credit risk for hedge funds, LDI funds, and agency lending, performing credit assessments and write credit packs for agent lenders and asset managers (e.g. MEAG and Ashmore) • Lead and maintain hedge fund monitoring dashboard, tracking DV01, CS01, NAV, and other risk/performance metrics across hedge fund counterparties • Assess market developments across rates, credit, and FX in daily market updates to evaluate potential collateral and counterparty impacts • Analyse LDI fund NAVs and exposures, proposing and implementing limit changes • Work closely with GSF trading desk on repo and securities lending exposures • Conduct due diligence on hedge funds, asset managers and brokers, supporting onboarding by performing credit analysis, proposing limits and contributing to negotiation and drafting of terms in legal documentation (e.g. GMRA, GMSLA)

• Researched & identified investment opportunities in crypto & NFTs, managing a total equity of £10,000 • Actively executed investments based on my research, capitalizing on emerging market trends and dynamics • Engaged in weekly meetings with the fund manager to deliver insights on potential investments & market updates • Formulated investment strategies through extensive market research & consulting with my network of industry professionals

• Created and presented an inflationary forecast to be factored into DCF model used by developers in purchase of raw materials for 240,000 sq/ft of offices in Nine Elms plot • Conducted meetings with developers to provide market insights, focusing on impact of COVID-19 on supply chain distributions • Evaluated market potential of plot to provide strategic recommendations on potential tenants

• Synthesized multiple sources of qualitative & quantitative data, for potential investment in crypto & hydrogen fuel • Identified a company of strategic interest, which was subsequently placed on the fund’s watchlist • Delivered daily findings to the fund manager for feedback and ideas on how to enhance the quality of my equity research • Received hands-on guidance to utilize Bloomberg Terminal to analyze financial statements, with a focus on EBITDA projections • Developed a broadened perspective on investment opportunities and how to write a compelling investment thesis

Dissertation on: The Impact of Contractionary Monetary Policy on Hedge Fund Returns Modules: Introduction to Quantitative Finance, Advanced Quantitative Finance, Financial Econometrics, Asset Pricing, Corporate Finance, Corporate Finance Practices, Hedge Fund Strategies, Time Series Analysis & Forecasting, Private Equity & Venture Capital, Wealth Management & Private Banking.