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.