About me
Senior finance industry professional with experience across the risk management, data analytics, pricing and regulatory space. Energetic leader with team-building experience, a track record delivering under pressure & effective communication skills.(A) Technical skills
* Risk Assessment experience across Credit, Liquidity and Market Risk -- with pricing, model validation, calibration and index-building experience
* Design of stress scenarios and framing of management actions on internal and regulatory stress tests
* PhD-level quant with research notes written on applied financial mathematics and papers presented at international conferences and university departments
* Code prototyping and supervision experience (Matlab, SAS, ...)(B) Business experience
* Pre- and post-sales engagement with energy majors, multi-national insurers and banks and with smaller companies
* Commercial acumen to understand implications of risk models and stress scenarios on bank's balance sheet
* Framing of internal and external (e.g. FSA) responses within regulatory frameworks for Capital Adequacy (ICAAP), Liquidity (ILAA) and Basel II/III
* Consultation with start-ups especially in financial services(C) Management experience
* Leadership of cross-divisional initiatives for delivering against stretched targets within a complex matrix organisation setting (e.g. end-to-end co-ordination of key workstreams and programmes on regulatory stress tests)
* Critical project management skills
* Team Lead role, supervising analysts and project managers
* Effective communication with internal and external stakeholders including Board-level presentations
Specialities:
* Stress Testing
* Data analytics
* Monte Carlo simulation
* Sustainability
* Concentration Risk assessment
* Economic Capital
* Construction of liquidity indices
* Valuation of complex derivative term sheets with embedded options (e.g. swing option pricing)