Scott Sullivan

Current

• Sr. Analyst at Eaton Vance

Past

• Manager at Sapient
• Sr. Quantitative Analyst at BNY Mellon
• Sr. Consultant at SunGard

• Associate at Bear Stearns
• Analyst at Deloitte
• Summer Analyst at Brown Brothers Harriman
• Summer Analyst at Salomon Smith Barney

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Education

• College of the Holy Cross
• Phillips Exeter Academy

Connections

500+ connections

Industry

Investment Management

Scott Sullivan’s Summary

Invite scott.b.sullivan@gmail.com LION Toplinked.com

Experience in capital market activities. Strong Equity Research, Fixed Income, Derivative Risk Analysis and IT knowledge.

Certifications: Series 3, 7, 63, 86, 87; CFA Candidate, Level II June 2010; FRM candidate November 2009

Computer Skills: Bloomberg, BancWare, Summit, Calypso, WSO, Murex, PACE, BondEdge, BlackMountain, Axiom, POMS, CapIQ, Bridge, FactSet, MSSQL, SPlus, CRD, XPath, MatLab, CDOSoftware, Fidessa LatentZero, Advent, Excel, VBA, SQL, Intex, ADCO, Crystal, Oracle, Openlink Endur, Allegro, Barclays POINT, YieldBook, S-Plus

Scott Sullivan’s Specialties:

Investment Management, Fixed Income, Risk Management (Credit, Market, Operational). Front Middle Back Office Systems.

Basel II KMV GARCH CreditMetrics RAROC EV Value at Risk

VAR Delta-Gamma Delta-Normal Historical Simulation Monte Carlo Simulation Variance-Covariance
KMV GARCH CreditMetrics

Basel II Sarbanes Oxley 404
IRB EL UL
PD EAD LGD ASRF RWA
CDO Modeling
Portfolio Attribution
FAS 133 / IAS 39
SEC Rule 2a-7

Scott Sullivan’s Experience

• Sr. Analyst

  Eaton Vance

  (Public Company; EV; Financial Services industry)

  2008 — Present (1 year )

• Manager

  Sapient

  (Public Company; SAPE; Information Technology and Services industry)

  2006 — 2008 (2 years )

  Products include Fixed Income, Stuctured Products, OTC Derivatives, Swaps, Commodities, Futures, Options, Equity Trading, FX, and FIX Systems Integration. Work closely to manage existing customers and identify and develop new opportunities. Work with several large Asset Managers/Hedge Funds structuring trading environment for ABS, CDO, CLO, RMBS, Bank Loan, Distressed Debt, CDS and other OTC Derivative asset classes. Additional work with large energy companies to design and optimize spot and derivative trading.

• Sr. Quantitative Analyst

  BNY Mellon

  (Public Company; BK; Financial Services industry)

  2005 — 2006 (1 year )

  Analyzed fixed income funds to assess how well the firm performed in managing the assets of high networth individuals and foundations. Create tools and utilities to structure, model, analyze and hedge fixed income securities, and developing analytics, reports, and controls around models. Heavily quantitative process, involves market & credit risk, asset allocation, benchmarking and attribution analyses, along with other performance measurement reporting..

• Sr. Consultant

  SunGard

  (Privately Held; Information Technology and Services industry)

  2004 — 2005 (1 year )

  Asset/Liability Management, Basel II models using Sungard's proprietary solutions for institutions in the financial services industry. The main tasks performed during the implementation projects include pro-forma balance sheet and off-balance sheet model structures and forecasting and behavioral assumptions for financial products.
  
  Scenario analysis and stress testing to measure market value and earnings sensitivity to changes on interest rates and foreign exchange rates. Use of historical, parametric and stochastic processes to calculate Value at Risk and Earnings at Risk. Basel II product suite resulting in a comprehensive application that met the requirements of many international financial institutions.
  
  Validation and review of Asset/Liability and Valuation models and creation of reporting packages used for decision making in the Asset/Liability Committees.

• Associate

  Bear Stearns

  (Public Company; BSC; Financial Services industry)

  2002 — 2004 (2 years )

  Trader in Fixed Income arbitrage unit. Attended analyst meetings and utilized firm research to add value to accounts belonging to a team of salesmen. Duties included building and running models for fixed income arbitrage. Clients included the largest hedge fund endowments and prop desks.

• Analyst

  Deloitte

  (Privately Held; 10,001 or more employees; Accounting industry)

  2000 — 2002 (2 years )

  Responsible for research and statistical analysis on IPO, Venture Capital, Corporate Finance, Private Equity, Capital Market and M&A activity. Completed due diligence, financial modeling for all prospective direct investments and strategic partnerships. Financial modeling including discounted cash flow, relative valuation techniques, cross sectional and time series; the impact of management options on equity valuation. Helped national teams understand relevant capital market conditions.

• Summer Analyst

  Brown Brothers Harriman

  (Privately Held; Financial Services industry)

  1999 — 1999 (less than a year)

• Summer Analyst

  Salomon Smith Barney

  (Public Company; ms; Financial Services industry)

  1998 — 1998 (less than a year)

Scott Sullivan’s Education

• College of the Holy Cross

  BA , Economics , 1996 — 2000

  Activities and Societies:

  Varsity Ice Hockey

• Phillips Exeter Academy

  HS , 1992 — 1996

Scott Sullivan’s Contact Settings

Interested In:

• career opportunities
• consulting offers
• new ventures
• job inquiries
• expertise requests
• business deals
• reference requests
• getting back in touch