Member of the Product/Project Owner for the Design, Build and Delivery of a new credit risk tool to enable the measurement and capture of non-retail credit risk.The innovative project was ambitious as it sought to construct the capture of all non-retail clients, bank-wide and product agnostic irrespective of the client’s divisional owner or product owner intent to be make visible all credit risk available in one single source view.Selection of external vendor (SS&C Technologies) as well their existing product (credit manager) and then integrating into the Bank.Integration required utilising the bank’s existing data, sourcing from across a myriad of product systems whilst encompassing many differing industry segments, for example Murex (Markets and Treasury) and SAP/LoanIQ for lending products.Granular and detailed collaborative engagement with external vendors SS&C Technologies to determine how best to represent each of the many products that needed to be captured.

Emanating from the APRA Remedial Action Plan, provided assistance to risk management in the implementation of specifically targeted action items.The programme required a series of remedial actions to fulfil the objective of uplifting the collective capability on items such as Accountability and Culture.Sought and reviewed evidence that Risk Control Self Assessments (RCSAs) were indeed being carried out, evidenced that Risk Controls were indeed being periodically tested as required, checking that cases of Root Causes Analyses (RAC) were being indeed being undertaken.Evidenced that processes were established and reported regularly through to the newly established Non-Financial Risk Committee. Evidence gathering of new processes included the Risk Control Improvement Register and the continuous reporting of the Systematic Issues Monitoring and Outstanding Issues.

Senior Risk Executive Counterparty Credit Risk, Banks, Sovereign (Supranational) Agencies, Market Infrastructure Providers and Bank Subsidiaries.Managed a portfolio of a significant credit exposure.The portfolio was sizeable in number and value that included well recognised market based clients as well as bank owned subsidiaries.Undertook due diligence for membership to market infrastructure providers such as Central Counterpart Clearing.Close collaborative working relationships with colleagues in Global Markets to expand client reach, capturing Hedge Fund clients through the use of Give Up agreements. Another example of great collegial collaboration was the introduction to the bank of the Triparty Reverse Repurchase (TPRR) product.Broad product engagement, requiring close working relationship with product owners and relationship managers as well as regular client meetings.Required product coverage was wide-ranging, cash, derivatives, FX, securities trading, repo, collateral payments, debt-underwriting, bank guarantees, trade finance, inter-bank payments, client payments etc.Credit risk management of infrastructure providers such as CLS Bank (and membership) through to futures exchange(s) trading through a well-recognised international intermediary.

Concurrent to my full-time CBA employment, I was also a Director/Trustee of the Bank’s employee superannuation fund for a period of 5 ½ years.As part of my Director duties, I served as a member of the Board Risk and Audit Committee (R&AC) and a member of the Members Services and Claims Committee (MS&CC).A valuable collegial member of the Board, facilitated in the execution of Board responsibilities, executing Directorial decisions, Governance, Annual regulatory Attestation, Oversight of Operational Risk framework and ongoing Strategy setting.A thoroughly rewarding opportunity and experience.

(Location Sydney and New York based)Close working engagement with New York based colleagues to formulate and establish the Credit Underwriting Standard to transact with Alternate Asset Funds (Hedge Funds). Designed the OTC trading capability as well as risk appetite settings to support the New York office's targeted clientele (Hedge Funds).Developed, approved and expanded the reach of clientele based in the US and UK.

Foundation member of the new oversight team.Building, Designing and Developing the new frameworks for the expanded Market Risk team to ensure that processes existed and were maintained to ultimately provide assurance of data completeness, capture and to provide confidence in daily risk reporting.The short period in the role was as a result of specifically being asked to assist the New York team.

Prepared and approved credit submissions across a portfolio of counterparts.Maintained credit portfolio ensuring static data quality was pristine and annual reviews were completed on time.Managed internal relationships across Markets, Treasury and Audit teams.

Foundation member of a new operational risk function.Identifying and monitoring areas where operational processes exhibited increased risk profiles.

Seconded to CommSec providing Credit Risk decisions for borrowing proposals.Market Risk decisions for initial stock LVR requests as well ongoing maintaining and reviewing existing LVR settings.Fulfilling the oversight risk function for the CommSec Margin Lending business.

Credit analyst supporting credit submissions specific cash flow lending requests where borrowers required factoring financing.

Undertook Due Diligence post credit approval and prior to advancement of loan funds.

Foundation member of the Project team to build and commence the new product offering (cash flow lending), the new division was called Commonwealth Factors.

Analyst for the Marketing team supporting the Business Banking division.