Edward G. Watson

636E 11th St., Apt. #5C New York, NY 10009

Home: 207-522-1308

SUMMARY:Strongacademic background in upper level finance and math. Excellent computer and advanced programming skills including Excel VBA and SQL languages.Fixed income and rates trading desk experience. Macro relative value based portfolio management experience.

WORK

EXPERIENCE:MKP Capital Management, New York, NY

Portfolio Analyst/Associate Mar. 2008 – Nov.2008

  • Analyzedrelative value arbitrage strategies within the Agency MBS and rates markets

-Coupon swaps/butterflies, TBA future deliverables

  • Fixed Income portfolio management analysis of relative value opportunities
  • Focused on specified pool collateralcarry strategies
  • Monitored and controlled for MBS portfolio risk management; interest rate risk, prepayment risk, credit risk, model risk, volatility risk, spread risk
  • Participated in weekly high-level dynamic strategy meetings
  • Analyzed macro-market relative value opportunities including equities derivatives/Indexes/futures, interest rate swaps/derivatives, synthetic credit/ABSCDS/Corp. CDS
  • Advanced Bloomberg skills

Operations Associate Dec. 2006 – Mar.2008

  • Programmed CDO Sentry for waterfall dispersions for use by the portfolio managers to ensure proper cash distributions per the indenture
  • Created reporting functions in CDO Sentry to track portfolio attributes and eligibility criteria for collateral monitoring using an SQL database language
  • Monitored and trackedCDO collateral during distressed conditions using Intex
  • CDS and settlement issues
  • Knowledge of synthetic transaction mechanics and cash ABS mechanics including ratings actions,WAL, WAS and recovery/severity rates

Pioneer Investments, Boston, MA Sept. 2006– Dec. 2006

Senior Fund Accountant

  • Headed a team of fund accountants
  • Monitored portfolio performance tolerances versus benchmarks

Fund Accountant Nov.2004– Sept.2006

  • Portfolio accounting, daily pricing, cash and trade reconciliation
  • Financial analysis (bond amortization, yield reporting, trade issues)
  • Preparation of monthly audits, including financial highlights

POST-GRADUATE

EDUCATION: CFA Level 3 Candidate (expected) June 2009

Completed Level 1 and Level 2 of the CFA curriculum Dec. 2006, June 2007

Credit Risk Modeling (NYU)

Calculus II (Boston University)

EDUCATION:University of Maine, Orono,Maine May 2005

B.A. with Honors, Financial Economics

GPA: 3.45/4.0, Omicron Delta Epsilon-Economic Honor Society

Relevant Courses:Managerial/Financial Accounting, International Economics, Investment Strategy, Derivatives, Econometrics and Mathematical Economics

ACTIVITIES:

Eagle Scout, University of Maine Economic Student Association, University of Maine Rugby Team, powder skiing, surfing, running