This paper investigates the optimal strategies for traders whom invest in the market on behalf of banks introducing the definition of the escrow account and its consequences on traders’ strategies by solving the Exponential Utility Maximization Problem with Hamilton-Jacobi-Belmann equation. Setting the model on the usual filtered probabilistic space in continuous time with a risky asset driven by an exponential Brownian Motion. This paper considers as well the option to trading on a Fraud Asset, which is a jump process, in order to maximize their expected utility function, i.e., their satisfaction given by their earnings. This aforementioned Fraud Asset could mean their dismissal from the bank. We find that there exists an equilibrium between their strategies in which each trader decides or not to invest in such an asset and will keep that strategy afterwards.