Monday, March 2, 2009

Inaugural post

Welcome to my blog - my intent is to post the following:
- various thoughts on risk management in the modern world
- macro thoughts on the world economy
- various trades in the FX and fixed income worlds, which is where I come from and leads into....

who am I?
An actuary by training, I meandered through pension plan consulting and life in the back rooms of an insurance company until a position opened in the investment department. I spent a few years modelling liabilities and designing hedging strategies for those products, when I moved to the "sell-side" and made markets for clients in fixed income options and interest rate swaps. Finally, I joined a pension plan as a portfolio manager in 2007, only to have my tenure there cut short in December 2008 due to current market conditions. I am now an independent risk management consultant with (in my opinion) a unique perspective on the world of money due to my varied work experiences.

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