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Frank Iacono is a Senior Managing Director and head of Swap Advisory at Tigress Financial Partners LLC, which advises issuers and investors on swap and derivative pricing, transaction terms, hedge effectiveness, documentation, compliance and trade execution.

Since 2009 Frank has acted as a transactional advisor, risk management consultant, and litigation consultant in complex matters involving structured securities and derivatives.  During this time, he was an early stage-partner of a leading swap advisory firm.  He also worked as part of a special advisory team to the new management of a nationalized European bank, assisting several elements of the bank’s restructuring plan. 

From 2006 to 2008 Frank was CEO of Cournot Financial Products LLC (or "CFP"), a AAA rated CDPC sponsored by Morgan Stanley. CFP was a highly-successful seller of protection on senior tranches of synthetic CDOs, seen by many as "best in class."

From 2001 to 2006, Frank worked with Lehman Brothers, initially as the trader running the credit correlation book in New York and later as the Managing Director in charge of the 12-person structuring team. Frank played a key role in building out Lehman's structured credit products business globally.

From 1998 to 2001, Frank worked with Chase as a Vice President in the structured credit products group.  In 2000 a loan-risk-transfer program structured by Frank won "Derivatives Deal of the Year" from Institutional Investor.

Frank holds a BS in Applied Math (Summa Cum Laude) from Yale and a law degree from Harvard (Cum Laude). Frank is a licensed attorney in the State of New York.

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