Nicole Ledoux

Helped extend State Street’s Sales & Trading business into Fixed Income Rates. Played an integral part in building out the interest rate options market-making desk, including fixed income analytics system, curve/vol surface construction, risk valuation, position tracking and P&L reporting capabilities.

 Structured, priced, and hedged swaptions and FX options. Actively traded swaps, treasuries, futures and FX. Developed relative value tools and applied a thorough understanding of SABR framework to pricing models.

Assisted in the trading of physical commodities and derivatives to hedge portfolio risk and take proprietary positions within Constellation’s $400 million international coal and freight portfolio. Ensured proper valuation of long-term structured transactions. Monitored, decomposed and explained portfolio risks using various tools (VaR, Component VaR, stress scenarios), as well as understood and assessed the risks of commercial strategies.

Nonprofit strategy consulting firm located in Boston, Massachusetts. New Sector's staff works with its nonprofit clients to structure substantive, meaningful strategic planning projects and equips talented young leaders to complete them. Client project: ICIC (Initiative for a Competitive Inner City). Led data gathering and analysis effort of Real Estate, Construction, and Housing (REACH) cluster in inner cities. Measured activity and linkages in order to understand the historic and changing role of inner city locations in this cluster. Compared cluster performance across cities to identify best practices, and investigated multiple roles that the REACH cluster plays in inner city economies. Findings were presented by Michael E. Porter, founder of ICIC and Harvard Business School professor, at ICIC's Inner City Economic Forum in Fall 2007.