Michael Murray

Background

About Michael Murray

Talented Executive Director with expertise in derivatives and financial solutions structuring across all asset classes: rates, credit, equity and currencies. Experience working with high-value, international clientele while exceeding departmental goals and expected demands. Head of New York Derivative Portfolio Team consisting of 4 experienced investment professionals overseeing in excess of 35 billion USD equivalent derivative notional across multiple currencies and asset classes. Structured multi-currency long-tail ALM reinsurance hedging strategy. Engineered strategic release of $30 million locked cash for redeployment to improve capital efficiency. Demonstrated new business proof of concept in 6 months by adding $4 billion in new derivative notional and $1 billion in new fixed income AUM.Demonstrated proficiencies: ALM hedging; volatility selling income generation (Equity Linked Notes); product development; insurance and reinsurance asset management; fixed income management; team leadership and buildout; derivatives management and trading; downside protection and completion management; liquidity and cash management; cross-currency hedging, interpersonal skills; project management; product development, asset modeling and portfolio construction; Bloomberg (terminal and API); YieldBook; RiskMetrics; Python; Visual Studio; GitHub Copilot; AI Augmented: project management, product development and model structuring including stochastic calculus.