Eric Leininger's Email

•Senior investment manager with expertise in asset management, banking &insurance. •Portfolio Manager delivering over 5 years of successful returns. •Global capital markets expertise in fixed income, foreign exchange, commodity and equities. •Proven ability to adapt to change with exceptional financial performance and industry relationships. •Respected leader with a commitment to recruiting, hiring and developing teams.

Market Specialist - Interest Rate Derivatives @ Providing multi-asset solutions for portfolio management, derivative pricing, risk management and trading strategies with focus on fixed income products and expertise in foreign exchange. •Comprehensive swap and option structuring pricing and volatility surface construction. •Interest Rate futures volatility surface construction and pricing. •Macroeconomic policy research •Long only and leveraged quantitative portfolio management. •Trading system. From March 2014 to Present (1 year 7 months) Greater New York City AreaCo-Founder @ Advise corporations and portfolio managers on risk management, portfolio management, hedge fund creation, trading and capital raising From 2013 to 2014 (1 year) Greater New York City AreaPartner @ Institutionalized the hedge fund’s investment team and helped it grow AUM from under $3 billion to over $5 billion. Managed the Investment and Trading teams comprised of 6 research analysts, 2 quantitative researchers and 4 traders to identify, analyze and implement investment decisions. Responsible for all daily portfolio returns, risk management, credit exposures, position management, and end-to-end trading controls. From 2010 to 2012 (2 years) London, United KingdomManaging Director @ Portfolio Manager for three distinct fixed income and credit portfolios: $400bn derivative book, $100 billion securities portfolio of treasuries, agencies, mortgages and credit, and a leveraged overlay derivatives portfolio. •Cumulatively delivered over $1 billion of investment revenue over a 5+ years. •Repositioned cash bond portfolio from $75 billion in mortgage backed securities (MBS) into callable agency securities. Callable agency volatility dropped, outperforming MBS and generated significant portfolio returns. •Converted all Trust Preferred Securities into Common Equity as per Federal Reserve requirement. •Overhauled all risk analytics. I From 2009 to 2010 (1 year) New YorkDirector @ Responsible for the trading desk that funded $1 trillion in assets through deposit pricing, institutional certificates of deposit, commercial paper, asset backed commercial paper, repo transactions, FHLB advances, and structured products. Responsible for all hedging execution and portfolio management of a $400 billion derivatives portfolio. •Oversaw daily funding of $20 billion and hedging activities that averaged several billion dollars. • Portfolio Manager of a $50 billion liquid securities portfolio and a leveraged overlay portfolio that delivered $55mm in revenue in 2008 alone through implementation of a receive fixed 1-year OIS swaps at 4.50%. •During the financial crisis spanning late 2007 and 2008 successfully led the funding of Citigroup: •Responsible to lead a then delayed 3-year implementation of Quantitative Risk Management (QRM), a valuation, risk, and earning (NIM) forecast system. Created and lead a small multidisciplinary team and delivered project in 3 months with full risk and valuation reporting and ad hoc earnings analytic ability. From 2006 to 2009 (3 years) New YorkDirector @ Fixed Income - Global Rates Proprietary Portfolio Ran NY Global Rates Overlay book of $100 million in risk capital and delivered 15% returns. Traded and positioned in USD, EUR, GBP, CAD, AUD, JPY, CHF and NZD in interest rate duration, relative value, curve and volatility as well as positioned for F/X spot and F/X swaps in all currencies. From 2003 to 2006 (3 years) New YorkVice President @ Fixed Income - Business Unit Manager and Structuring Specialist Responsible for the trading business controls and budget. Structured complex rates products across businesses. From 2001 to 2003 (2 years) New YorkAssociate @ Received highest possible review ratings in rotations through Capital Markets Trading with multiple offers upon completion. From 1999 to 2001 (2 years) New York and LondonManaging Lender of Small Business Lending Program @ Managed commercial lending operations in three Russian banks with a portfolio of $15 million with a 100% repayment. Trained and supervised a multinational staff of 10. From 1994 to 1997 (3 years) Russian FederationVolunteer @ Built a complete fisheries operation including multi-species hatchery. Realized a 200% return on investment. From 1991 to 1993 (2 years)

Master's degree, Financial Engineering @ Stevens Institute of Technology From 2014 to 2015 MBA, Finance @ Georgetown University From 1997 to 1999 BA, Zoology @ Miami University From 1986 to 1990 Eric Leininger is skilled in: Portfolio Management, Hedge Funds, Fixed Income, FX, Commodities, Equities, Global Macro, Derivatives, Commodity, Trading, Currency, Investments, FX Options, Options, Alternative Investments, Investment Banking, Securities, Bonds, Treasury, Capital Markets, Rates, Swaps, Investment Management, Structured Finance, Financial Risk, Asset Management