Miguel Morras
Miguel Morras
• 21 Maiden Lane, Apt 4C New York, NY 10038 •
• C (917)
292-9665 • miguel.morras@gmail.com
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WORK EXPERIENCE
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LEHMAN, New York, US Latin America Trading · Market-making in Argentinean gov’t bonds, including securities under international and local regulation. Exposure to sovereign securities denominated in hard currencies & pesos. ·
Achieved
a 26% share of the Argentinean pension funds market in August 2008 -according
to an official MAE statistics ($148mm traded vs overall of $565mm).
Managed positions of up to $50k DV01 in sovereign exposure. Liquidity
provider in CB securities (Lebacs and Nobacs) · Managing proprietary positions in G10 and LatAm currencies (BRL, COP, ARS, PEN and CLP), Brazilian, Colombian and Peruvian local currency bonds, and Uruguayan UI-Linked bonds.
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Mar 2008 - Present |
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CITIGROUP, New York, US Latin America Trading · Managing proprietary positions in G10 and LatAm currencies (MXN, BRL, COP, ARS, PEN, UYU, CLP & CRC), Colombian nominal and real rates bonds (TES, UVR & GLOTES), and Argentinean CER-Linked bonds. · Market-making in PEN Soberano bonds and Certificate of Deposits, UYU inflation-linked bonds (UI) and T-bills, MXN nominal bonds (M-bonos) & CLP FX spot and forwards. · Highlight trades of $50mm USDUYU and $55k DV01 in UI37s and T-bills. Positions of $50mm USDPEN through $40k DV01 in GDN 37s and CDs. · Traded BRL interest rates swaps (PRECDI), BRL nominal rates bonds (LTN / NTN-F), BRL Global bonds, BRL NDFs. Managed risk of up to $100k DV01 and $50mm USDBRL. · Selected for Latin America Management Associate (LAMA) Program, class of 2005. Received formal academic training and rotated one year between the trading desks in the offices of Brazil and Chile.
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2004 - Present |
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GOLDMAN SACHS, New York, US Foreign Exchange Options Trading ·
Made
markets in vanilla options for G7 currency pairs. ·
Managed
the Canada options book; expressed views on both volatility to trade
options and on spot when trading the position’s gamma. ·
Booked
and confirmed all option trades done with clients, brokers and other
banks. ·
Oversaw
all orders on the Foreign Exchange options desk, determining and
executing the delta hedge of the option. ·
Exercised
more than 200 vanilla and exotic options on a daily basis. ·
Confirmed
barrier events for exotic options with clients and inter-bank
counterparties. |
2003 - 2004 |
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EDUCATION
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NEW YORK UNIVERSITY,
STERN SCHOOL OF BUSINESS, New York, US Master
of Business Administration, Part II |
2003 |
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LONDON SCHOOL OF ECONOMICS, London, UK |
2002 |
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UNIVERSITY OF GREENWICH, London, U.K. Bachelor
of Science in Economics |
2001 |
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ADDITIONAL
INFORMATION
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·
Fluent
in Spanish, French and Portuguese ·
NASD
Series 7 & Series 63 (2003) ·
Candidate
CFA level II & CMT level II ·
Professional
cyclist in PROTOUR circuit from 1996-1999. World junior Champion 1994 |
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