Links Risk is a consultancy firm which advises leading financial institutions and fintech firms on a range of topics including product development, risk management - credit, liquidity, market, operational and model risk - valuation, product control and regulatory issues across financial markets. We are experts in the design, build, application and governance of risk algorithms, covering everything from machine learning, capital and margin modelling and optimisation, stress testing (including climate risk), VaR models, XVA, SIMM, FRTB etc.Our past clients have used us to lead projects that design and build risk models, including their governance frameworks, nose-to-tail, or to review internal risk procedures and validate risk models according to regulatory requirements, with recommendations going up to board level. This has included being hired in an executive capacity (CRO / Non-exec) in some instances where projects have required more in-depth involvement.

Private Equity - I was picked by Oxford Capital senior management to perform a range of different Chairman and NED roles within their lending and renewable energy businesses.

I was selected as an Expert Witness to represent JP Morgan in one of the biggest litigation cases in US history.

I managed counterparty exposure and funding globally (XVA) for Merrill's rates and fx derivatives franchise.

I was Chairman of the Budokwai in London, Europe's oldest judo club. I'm a 1st Dan black belt in judo.

I traded an exotic credit exposure book at Morgan Stanley, making markets in CCDS hybrid trades as well as trading counterparty exposure in the vanilla MS derivative book.I managed the counterparty risk in Morgan Stanley's prime brokerage business to the structured credit hedge funds - designing and marketing a credit risk model which was subsequently adopted globally and used by the biggest hedge funds in this space.I ran an infrastructure project investigating the impact of collateral and funding in derivatives PnL a project which uncovered material profit for the London derivative franchise.

Same as previous roles: I traded counterparty risk across the entire JP Morgan derivative franchise - swaps (IR and FX), exotics, equity derivatives, commodity swaps etc.

I designed and built risk models for the London Clearing House, many of which are still used today. I designed the original models to manage risk on the LSE and for Repoclear. My model was subsequently adopted for the Swapclear initiative. I was part of the team which was at the forefront of developing the LCH VaR cross product margining model and the SwapClear models.

Royal Marines officer training.