Who's Kevin

Kevin McPartland, a Principal and the Director of Fixed Income Research at TABB Group, has over 10 years of capital markets industry experience with deep expertise in OTC derivatives, financial services technology and latency-sensitive infrastructures. This blog chronicles developments in OTC derivatives reform with a deep focus on swap execution facilities, advancements in financial technology, Kevin’s research at TABB Group and his related media coverage.

Kevin joined TABB Group in September 2007 from Detica (formerly m.a.partners), where he was a senior manager in the Global Financial Markets division, responsible for strategic and implementation projects across equities, derivatives and fixed income for the firm’s top tier investment banking clients including Deutsche Bank, Royal Bank of Canada and UBS. Prior to joining Detica, he held positions at JPMorgan Chase in both the equities and futures & options, where he managed the development and implementation of electronic trading systems, as well as project management and business analysis of major business and technology initiatives, strategic architecture design and business process definition.

Kevin has presented at a wide range of industry conferences, testified in front of the Senate Banking Committee on Swap Execution Facilities, spoken publicly in front of the CFTC, and is quoted regularly in the financial media including The Economist, NY Times, Financial Times, ABC News, US News and World Report, Business Week, Bloomberg News, Reuters News, Financial News, Wall Street & Technology, Advanced Trading and numerous other industry publications. He has also provided live and taped commentary for CNBC, National Public Radio, Bloomberg TV and Reuters TV.

Kevin has authored several research reports on the OTC derivatives markets including “The Future of OTC Derivatives: SEF and the New Dealer;” “OTC Derivative Regulatory Reform 2010;” “OTC Derivatives Reform and the Digital Divide;” “Credit Default Swaps: Industry Projections;” “Credit Default Swaps: The Risk of Inefficient Markets;” and “OTC Derivatives Processing: Blazing a Trail to Automation.” His technology-focused research includes “Long Distance Latency: Shortest and Fastest Equals Profit;” “Data Center Networking: Redefining the Total Area Network;” “US Equity Technology 2010: The Sell-Side Perspective;” “Hardware Acceleration: Traders and Teraflops;” “Financial Services Data Centers: Power, Proximity and Profit;” and “Low-Latency Options Trading: Unraveling the True Meaning of Speed.”