From: kblack@tnd171 (Keith Black)
Subject: Financial Markets with Trading and Systems Experience
Keywords: finance, trading, futures, operations, statistics, systems
Organization: First National Bank Of Chicago, Chicago IL, USA
Distribution: usa
Date: Tue, 5 Jan 93 19:21:18 GMT

Keith Black
3600 N. Lake Shore Dr #1302
Chicago IL 60613
Home:   312-975-2374
Office: 312-732-5647

Experience
7/90-Present  First National Bank of Chicago

3/91-Present  Investment Officer
7/90-2/91     Capital Markets Associate

5/92-Present  Portfolio Management Group
    Design and implement computer trading systems for currencies and  
financial futures.
    Study of statistical properties and transactions costs of financial  
futures.
    Analysis of commodity trading advisors and related trading statistics. 
	
    Discuss vendor data feeds, hardware, and data specifications.
    Significant computer experience in procedural and statistical  
languages 
       in the UNIX operating environment.
	
3/91-5/92     Commodity Swaps Group
    Price and execute over-the-counter deals in energy and metals swaps  
and options.
    Execute trades in options and futures in energy, metals, and interest  
rates.
    Compute historic volatility, spreads, and other risk measurements of  
commodities.
    Design deal structures which included embedded interest rate and  
currency swaps.
    Modify and improve options pricing models and position keeping  
software.
    Significant computer experience including Lotus 1-2-3 and Minitab.

7/90-2/91     Capital Markets Group
    Rotational training program included studies, sales, and trading in  
these markets:
    Government, Agency, and Municipal Securities; Money Markets;
    Foreign Exchange Spot, Forwards, and Options; Asset Backed Securities;
    Interest Rate Swaps and Options.
    Projects included correlation analysis between foreign currencies,  
credit
       analysis of a municipal bond issuer, and study of the pricing  
characteristics
       of callable bonds.

5/89-8/89     Southern California Gas Company
	      Operations Research Consultant
    Recommended the design of markets for pipeline capacity options.	
    Estimated the firm's regulated rate of return using the Capital Asset  
Pricing Model.	
    Developed expert systems applications to assist in the customer  
service process.	
    Formulated linear, non-linear, and integer programs and interpreted  
their solutions.

5/88-8/88     Southern California Edison
	      Project Finance Analyst
    Analyzed the restructuring of Edison's sale of electricity on an  
interruptible basis.
    Researched pricing structures and reliabilty of electrical service  
considerations.
    Studied and presented the mathematical derivations and econometrics of  
the theories.
    Presented rate design, history, analysis, and recommendation to senior  
management.

5/86-2/88     McDonnell Douglas
	      Production Cost Analyst
    Produced flight schedules and optimized inventory and maintenance  
costs.	
    Developed optimal inventory allocations to support military and  
commercial aircraft.
    Designed computer simulation and statistical analysis of systems  
reliability.
    Recommended engineering design changes to enhance manufacturability  
and reduce
       life cycle costs.
	
Education
	      Carnegie Mellon University - GSIA 	May 1990
    Master of Science in Industrial Administration
    A nationally ranked MBA program emphasizing teamwork and analytical  
skills.
    Concentrations in Finance and Operations Research.
	

	      Whittier College			May 1988
    Bachelor of Arts - Mathematics/Computer Science
    Bachelor of Arts - Economics

    Activities included varsity swimming and water polo, radio station  
staff, resident 
    advisor, and tutor/lecturer in econometrics, statistics, and  
operations research.

Personal
	Passed NASD Series 7 and Series 63 exams, Fall 1990.
	Conversant in Spanish.  
	Publisher of Sportscard Investment Newsletter.
	Significant collector of baseball and hockey cards.

Phone or US Mail preferred to E-mail.  Discretion Appreciated.