Chief Risk Officer @ Two decades of risk & investment management experience in the hedge fund, institutional and proprietary investment industry (buy and sell side.)
Reporting to the CEO (MD) at the Council since 2008, Harvey has established a Risk Management Department with responsibility for Market, Credit, Operational and Liquidity risk. At the Council, Harvey developed & implemented an Integrated Risk Management Framework incorporating a governance framework.
He also initiated, architected and is responsible for managing the structured institution wide formal Investment Process which integrates the Council’s risk management process. He is chairman of the Due Diligence Committee and sits on the Investment Committee. From March 2008 to Present (7 years 10 months) Chief Risk Officer @ Global Macro Hedge fund investing across Fixed Income, Equities, Currencies and Commodities
Risk Function Architecture
• Defined Market, Credit, Liquidity and Operational risk approach in line with Funds’ constitutions
• Worked with Fund Managers to develop limits by:
VAR, Nominals, leverage, DV01’s & Greeks across all instruments
• Designed reports, generation methodology & processes
• Defined Stress Scenarios
Monitoring and Management
• Maintained required risk profile by working with senior management & traders
• Presented to and sat on Investment Committee, advised IC during investment process
• Managed risk and Operations teams
• Quantified performance of risk measures and evolved systems for forecast excessions
• Analysed Scenarios including effects on derivatives & Greeks
Client Relations
• Maintain senior level contact with Investors
• Assist in Marketing
• Regular speaker at global Risk Industry conferences on Risk best Practice
Email: harveytoor@yahoo.co.uk From June 2005 to March 2008 (2 years 10 months) Quantitative Equity Analyst @ Developed P&L, Cashflow and Balance Sheet financial analysis models for individual equities.
Built valuation and forecasting models using discounted cashflow /EVA methods.
Established regular sell side coverage and marketed to 140+ clients worldwide. Within 12 months of establishing team:
• Team rated No.9 in Reuters small cap survey 2001, and 4th in the Greenwich survey
• Rating of 10th for the team for Reuters Pan European 2001 and UK larger companies
• Team rated 18th by EXTEL, honourable team mention by Institutional Investors 2001 From 2000 to 2002 (2 years) Derivatives Trader @ • FTSE Individual Equity Options: Market Making in Industrial LSE Sectors. Trading of option position net Delta, Gamma, Theta and Volatility.
• Derivatives Arbitrage: Granted own Profit and Loss book to arbitrage OMLX Index Equity Options and Futures. Created mathematical option valuation model and visual mechanism for viewing and managing risk.
• Junior Trader: Member of the FTSE 100 Index Options team at Société Générale, London. Duties included Market Making, hedging using FTSE Futures and risk management of proprietary positions.
Gained the SFA Registered Representatives qualification. Other graduate program roles included executing Index Futures trades for other Books and maintaining the Front Office profit and loss accounts for the firm's equity and derivatives books. From 1993 to 1995 (2 years)
Masters, Theoretical Physics @ University of Cambridge From 1990 to 1993 Harvey Toor is skilled in: Derivatives, Risk, Hedge Funds, Equities, VAR, Market Risk, Risk Management, Operational Risk, Asset Management, Portfolio Management, FX, Commodities, Stress Testing, Investments, Alternative Investments