Saif Ahmed

Saif Ahmed

Business Lead for Derivative Trading & Valuations Systems

Greater New York City Area
Capital Markets

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Saif Ahmed's Overview

  • Managing Director at Elysium Analytics, Inc.
  • Associate at Goldman Sachs
  • Senior Consultant, Capital Markets Group at Accenture
  • Ezra Jack Keats International School

500+ connections


Saif Ahmed's Summary

It is simple...I can make things happen.

I can't do stochastic math, nor can I tweak your C++ pricing engine cycle time. But I know enough about numerous things in capital markets, and a great deal about a couple of things:
- How capital markets work, broadly and down to ticks
- How capital markets firms work, how departments and systems interact (or often don't interact!)
- Systems integration - across systems, across functions and across firms
- Program (I can program in my sleep, when I need to)

I'm very well educated, well read, informed, and networked. So with all that, I can make things happen; and I have, over and over and at many firms.

Saif Ahmed's Experience

Systems Architect

AIG Investments

Public Company; 10,001+ employees; AIG; Insurance industry

September 2011Present (3 years 1 month) New York, NY

Helping architect a strategic, company-wide programme to unify investment analytics across all asset classes. Helping architect a single integrated flow to unify various corporate processes into a single platform for risk management, alpha generation and financial reporting.

Leading efforts to bring the following tools and processes onto a central nightly process:
- Corporate/Muni/Sovereign analytics via PolyPaths
- Non-Agency RMBS analytics via LPRM (Loan Performance Risk Model), INTEX and PolyPaths
- Agency RMBS analytics via AndrewDavidson/Espiel, INTEX and PolyPaths
- CMBS Analytics via PPR/Compass, Trepp and PolyPaths
- Portfolio risk analytics and optimization via Algorithmics RiskWatch

Helping drive efforts to unify curves throughout the organization.
Helping drive efforts to unify data sourcing for curve/surface generation throughout the organization.

Program Manager - Derivatives Trading & Valuations Platform

AIG Asset Management Group

Public Company; 10,001+ employees; AIG; Insurance industry

January 2007Present (7 years 9 months) New York, NY

Responsible for all planning, strategy, and business analysis for the firm's consolidation of OTC derivatives onto a central trading/valuations platform. Managed a team to enable deal valuations/analytics, model validation, operational automation and trading system capabilities to support deal flow.

Drove the creation of a centralized derivatives valuation and analytics service for Credit Default Swaps, Interest Rate Derivatives, and FX Derivatives. Coordinated the strategic firm-wide trade and valuations flows associated with this service.

Assisted on strategy work involved with AIG Divestiture efforts, derivatives restructuring and wind-down efforts and firm-wide consolidation.

Managing Director

Elysium Analytics, Inc.

January 2006February 2008 (2 years 2 months)

Capital Markets Consulting with a focus on Credit Default Swaps, Interest Rate Derivatives and structured securities.
- Independent Price Verification models design (CDS, IRDs, Non-Agency RMBS)
- Cash Flow modeling (Agency, Non-Agency RMBS)
- Trade lifecycle management, trade flows, and deal capture

Successfully established client accounts and managed work efforts and client relationships in the US, UK, and Australia. Successfully delivered all projects on time, under budget.


Goldman Sachs

Public Company; 10,001+ employees; GS; Investment Banking industry

January 2005December 2005 (1 year)

Business Analyst and Project Coordinator for the rollout of a strategic Credit Derivatives and Interest Rate Derivatives platform to support synthetic, structured and exotic products.

Senior Consultant, Capital Markets Group


Public Company; 10,001+ employees; ACN; Information Technology and Services industry

June 2001January 2005 (3 years 8 months)

Architected and designed major capital markets trading and analytics systems. Worked on seven major projects in the US and internationally (Germany, Philippines, UK.)

Teaching Assistant & Lecturer

Cornell University

Educational Institution; 10,001+ employees; Higher Education industry

January 2001May 2001 (5 months)

Instructed a database course, responsibilities included:
- Helping structure the cirriculum
- Giving eight lectures throughout the semester
- Developing all training material from scratch
- Holding weekly office hours
- Helping design projects and homework assignments
- Resolving team issues

Summer & Winter Intern - IRD Relative Value Group

JP Morgan

Public Company; 10,001+ employees; JPM; Financial Services industry

19992000 (1 year)

Research Intern

The Rockefeller University

Educational Institution; 1001-5000 employees; Research industry

June 1995September 1996 (1 year 4 months)

Saif Ahmed's Skills & Expertise

  1. Derivatives
  2. Capital Markets
  3. Credit Derivatives
  4. FX Options
  5. Trading
  6. Valuation
  7. Interest Rate Derivatives
  8. Structured Finance
  9. Business Analysis
  10. Strategy
  11. CDS
  12. Interest Rate Swaps

Saif Ahmed's Education

Cornell University

B.S., Computer Science

August 1997May 2001

Activities and Societies: Concentrations in Management, Finance.

Midwood High School


Mark Twain Intermediate School


Ezra Jack Keats International School

Primary School


Saif Ahmed's Additional Information

Honors and Awards:

Westinghouse Science Talent Search - Semifinalist 1996
Bill Clinton Award for Academic Achievement

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