Terri Duhon
Terri Duhon
Terri Duhon founded B&B Structured Finance Ltd.
in May 2004 and also serves as its Managing Partner.
Ms. Duhon is a market professional with 14 years of experience in financial markets.
She joined JPMorgan as an interest rate derivatives trader in NY.
In 1998, she moved to Credit Derivatives and Structured Products at JPMorgan and was instrumental in developing the credit derivative market as well as building the BISTRO business: a cutting edge securitization technique pioneered by JPMorgan.
In 1999 she originated and priced one of the first CDOs of ABS/MBS and pioneered the first synthetic ABS/MBS documentation.
Later she moved to London and helped to build the European Structured Finance Business with a focus on managed synthetic transactions and single tranche trades which lead to an explosion in structured credit derivative business globally.
In that role she was also the global risk manager for the SPV counterparty credit risk book for all derivatives at JPMorgan in securitizations.
In 2002, she joined ABN AMRO for 2 years to help build a global structured credit business which pioneered the CDS index products as well as credit CPPI structures.
In the last four years, she has lead expert witness teams for securitization litigation in both NY and London, assisted fund managers preparing marketing materials and rating agency due diligence for new securitization deals as well as managed over 600 days of training globally for financial institutions in derivatives and structured products.
She graduated from MIT in Maths in 1994.