You are on page 1of 1

Coskun Kilic

co3k71@gmail.com, +447590 538 036

________________________________________________________________________________________________________

Career Summary

Tradition UK, Interest Rate Futures and Options Desk, Senior Broker Jun 2006 – Dec 2020

- Responsible for developing and executing strategies in EUR, GBP, and USD rate markets.
- Designed and built a fully automated operations and back office system for the desk (trade capture/ allocations/
conformations/ reconciliations)
- Set-up and Futures and Options Desk specifically to handle basis futures crosses, built databases data handling
facility to fully automate desk)
- Designed and built sophisticated quant models for finding value trades.
- Ran Short End EUR swaps desk. Designed and built pricing models from scratch to help achieve all-time record
revenues for the desk.

Barclays Capital, Short Term EUR Interest Rate (Eonia) Trading Desk, Trader Jun 2004 – Jun 2005

- Responsible for pricing and managing flows generated from the BARX screen
- Designed and built pricing models focused on the short end of the curve.
- Maximised profit by taking proprietary positions outright and basis mainly EUR out to 2years
- Limits: Dv01 1.5million (0-3months), 500k further out to 2years MAT- 2million GB

Citibank NA, Global Finance Treasury, Money Market Dealer Jan 2000 – Jun 2004

- Maximised profit by taking strategic risk positions to complement natural gaps inherent in the cash book
- Covered USD, EUR, and GBP short end markets.
- Led Global Treasury Technology interface project, which included:
- Designed and built over 18 databases for liquidity/risk management
- Created/maintained Pricing / Profitability / Risk monitoring Calculators.
- Created/maintained net based global clearing environment for EUR.
- Directed Global Treasury client access initiatives, and product development.

Citibank Intl. Plc, Consumer Bank Treasury, Dealer/Analyst/Technology Jul 1995 – Jan 2000

- Managed FX and MM risk for the entire 38 currencies of EMEA Group Treasury
- Ran proprietary fx positions (position limit :USD 15mm)
- Responsible for profitability/gapping strategies for the USD Money Market book.
- Assisted in developing new products for the TMU (Treasury marketing Unit)

Education and Qualifications

CFQ Institute, CQF (Certificate in Quantitative Finance) 2020-2021

Global Association of Risk Professionals, FRM (Financial Risk Manager) 2020-2021

Imperial College of Science Technology and Medicine 1989-1993


BEng (Hons) Electrical & Electronic Engineering ACGI

Westminster School 1984-1989


4 A - Levels; Maths, Physics, Chemistry, Electronics
12 O - Levels; All major subjects

Extensive knowledge of Microsoft Office Suite including, Excel, Access, VBA, Python, SQL

Languages: fluent Turkish, good working knowledge of French and German

You might also like