Justin S. Kerr

Justin S. Kerr

Justin S. Kerr is a Consultant with Bates Group and a career finance professional, having worked in some of the world’s largest financial markets including London, Sydney, and New York City. His work ranges from complex transactions such as exotic derivatives and basket arbitrage to more standard products including fixed income, foreign exchange, capital markets, equities, bonds, options, forwards and futures contracts. He has extensive product knowledge, risk background, analytics, and trade support experience. 

Prior to joining Bates, Mr. Kerr worked as a consultant for the Bank of New York Mellon on a Volcker Rule RENTD (Reasonably Expected Near-Term Demand) project where he used analytics and statistics to calculate inventory for twenty different FX and Capital Markets trading desks. He helped establish the FX Supervisory Team and created macros and templates to analyze daily trading patterns to comply with the Volcker Rule. Before working as a consultant at BNY Mellon, Mr. Kerr spent two years at a boutique consulting firm called Makosi Consulting working as a business analyst on multiple projects. Over that two-year period, he worked at ING Bank on a Quantitative Research Management project helping to implement a new software system to analyze the balance sheet. Prior to that, he worked on a project at Deutsche Bank utilizing the maximization of collateral to ensure adequate funding of the bank. In this role he created macros and dashboards to eliminate human errors and streamline processes to improve efficiency.   

Mr. Kerr worked abroad in Sydney and London on short term visas to complete various projects looking at organizational structure from the top down, trying to save costs and reduce spending. He also spent close to six years working for Société Générale and Morgan Stanley supporting complex derivative and arbitrage trading desks where he learned trading strategies and hedging mechanisms to reduce risk. He was responsible daily for ensuring risk was correct, profit and loss were accurate, and the trading book reflected what the internal systems had calculated.


Credentials

EXPERIENCE

Bank of New York Mellon, Business Analyst Consultant (Volcker Rule RENTD Project), New York, NY, 2015-2016

Makosi Consulting, Business Analyst Consultant - Quantitative Risk Management Project at ING Bank; Collateral Clearing Project at Deutsche Bank, New York, NY, 2013-2015

Commonwealth Bank of Australia, Institutional Banking & Management Consultant, Cost Based Analysis Project, Sydney, Australia, 2012

Société Générale S.A., Basket Trading & Index Arbitrage Trader Assistant, New York, NY, 2008-2011

Morgan Stanley & Co, Associate - Exotic Equity Derivatives Trader Assistant, New York, NY, 2006-2008

BNP Paribas, Treasury & Settlements Officer Consultant, Sydney, Australia, 2005

Lambourn Insurance Services, Re-Insurance & Fin Pro Policy Consultant, London, England, 2005

EDUCATION

University of Kentucky, Lexington, KY, MBA, Finance

University of Kentucky, Lexington, KY, BBA, Finance 

LICENSES

Series 7, 63, 55 financial licenses

Automat:ee