• Lead Enterprise risk management team (94), overseeing all risks within the bank • On the Executive Management team reporting to EVP/Group CRO & EVP/UK Country Head• Board Director of State Street Europe Limited and subsidiaries• Chair Credit & Markets Risk Committee & Technology and Operational Risk Committee• Developed and implemented overall risk mgmt. strategy, appetite / tolerance, and policies• Managed identification, assessment and monitoring of risks across all… Show more • Lead Enterprise risk management team (94), overseeing all risks within the bank • On the Executive Management team reporting to EVP/Group CRO & EVP/UK Country Head• Board Director of State Street Europe Limited and subsidiaries• Chair Credit & Markets Risk Committee & Technology and Operational Risk Committee• Developed and implemented overall risk mgmt. strategy, appetite / tolerance, and policies• Managed identification, assessment and monitoring of risks across all trading and banking activities [credit, market, liquidity, operational and strategic risks]• Financial risk, oversight, exception approval for credit (CO1), market, liquidity risk limits, non- financial risk, oversight: business technology, cyber/security information, operational, climate risk Show less

• Established and managed the credit and global markets risk management teams [64] across Europe, covering credit, market, counterparty credit, liquidity, operational risk, strategic planning, budget, material risk identification and mitigation activities• EMEA Chief Credit Officer with over $1bn credit authority – Level 1• Successfully worked with Clients and Business in default and unwind events, with no losses to bank• Established and directed the Global Markets operational risk… Show more • Established and managed the credit and global markets risk management teams [64] across Europe, covering credit, market, counterparty credit, liquidity, operational risk, strategic planning, budget, material risk identification and mitigation activities• EMEA Chief Credit Officer with over $1bn credit authority – Level 1• Successfully worked with Clients and Business in default and unwind events, with no losses to bank• Established and directed the Global Markets operational risk team to successfully implement operational risk frameworks (RCSA, LETA, MRI, OKRI etc), which resulted in reducing the operational events year over year• Board Director for State Street European Limited (SSEL), responsibility of Group ICAAP/ICARA• Lead spokesman for financial risk in UK and EU with key regulators (PRA, FCA, ECB/JST)• Daily independent oversight, challenge, business support and proactively overseeing management of all financial and non-financial risks, set standards and leveraged centres of excellence• Provision of leadership and vision to the risk management divisions and expert risk management advice to key business areas• Led the group's oversight of financial risks, including market, credit, liquidity, and operational risks, including the design, delivery and updating of risk appetite and risk policies• Set and managed risk positions to group limits and proactively assessed markets to ensure threats and opportunities were fully exploited• Handled recruitment, internal management of the EMEA Credit and Global Markets risk division• Worked with IT and quantitative teams to improve risk tools including the front office• Chaired the UK Credit and Markets Risk Committee, voting member of the Global Credit and Markets Risk Committee, Member of the external ‘Risk Management Association’ Global Markets Risk Council and approved person under the Senior Management Regime Show less

• Managed risk teams [60] based in NY covering New York, Chicago, and London• Improved the margin methodology (across all asset classes) and risk policy• Analysed collateral for over 1200 Hedge Funds and 200 Market Maker accounts against market risk and default scenarios and market risk using various risk measurement methodologies [VAR analysis, attribution, gap, scenario analysis, and stress testing]• Set collateral/margin limits for hedge funds, broker dealers and market maker… Show more • Managed risk teams [60] based in NY covering New York, Chicago, and London• Improved the margin methodology (across all asset classes) and risk policy• Analysed collateral for over 1200 Hedge Funds and 200 Market Maker accounts against market risk and default scenarios and market risk using various risk measurement methodologies [VAR analysis, attribution, gap, scenario analysis, and stress testing]• Set collateral/margin limits for hedge funds, broker dealers and market maker clients• Ensured that the hedge fund/market maker clients understand the margin policy (international and domestic, including portfolio margining) and risk policy• Designed, monitored, and enforced operational risk key indicators • Project managed implementation of risk platforms• Assisted sales winning new hedge fund business with risk offerings (TMS, RADAR, XPort) Show less

• Improved margin methodology (across all asset classes)• Analysed collateral in TMS (The Margin System) against market risk/default scenarios• Verified the VaR in the Risk System (RADAR)• Set collateral limits for Hedge Funds, Broker Dealers and DMA clients• Managed the Fund of Hedge Fund team [6], ensuring sufficient collateral/margin is obtained, and testing new methodologies

• Built and managed risk office [3] for EMEA region and reviewed/enhanced margin process• Enabled smooth Europe based client-facing relationships and risk information• Oversaw the daily processing of reports, queries, training, meeting risk deliverables• Ensued smooth interaction with London Equity Prime Services (EPS) sales team, risk office quantitative analysts and developers in New York• VaR (Incremental and Absolute – Monte Carlo) analysis of Hedge Funds

• Managed derivatives risk team, functions, cover, and performance [7] EMEA and APAC• Product risk assessment, reporting and limit excess, developed new ‘in house’ risk system• Led trader meetings – new products, volatility movements, market trends• Undertook manual simulations and extreme loss analysis of Derivative strategies