- Develop a long term strategic plan for the team to evolve quantitative capabilities to support PSP Capital Markets Edge and ability to spot the unique advantages in investment opportunities- Providing analytical insight regarding portfolios managed by the Capital Market Group- Providing analysis, support and recommendations related to strategies, benchmarks, limits and reports to each asset class during their portfolio implementation phase- Developing business partnerships with Public Markets portfolio managers- Leading a high-performing technical team (Analytics and Model Governance) - that develops new financial quantitative measures and analytics to reflect portfolio management activities and aid investment decisions- Co - Chair Model Advisory Committee - model governance framework and all matters pertaining to model management- Member of Data Governance Committee- Participate in New Product Committee and Valuation Committee pertaining to valuation of financial instruments- Ensure compliance with the Pricing and Valuation procedure- Leading the development, implementation, validation and maintenance of all analytics systems and data under my purview

- Commodities, GSF, and special projects

• Borealis AI builds cutting-edge machine learning products that commercialize novel research within various domains of finance• Working with researchers, machine learning engineers, and business stakeholders to facilitate and deliver AI products that drive value and shape the future of capital markets and financial services• Spearheaded the restructuring of the product development portfolio and drove business development initiatives, successfully launching a diverse, global product portfolio with dedicated trading teams across London, New York and Toronto capital markets• Collaborated with a team of 12 bleeding-edge AI specialists and engineers to revitalize an AI-driven alpha trading strategy research program, devising a strategic balance of exploration and exploitation in R&D efforts to meet the demands of the trading desk stakeholders.

• Risk Oversight for Global Equities and Counterparty Credit Risk (OTC and SFT), including oversight of all equity derivatives trading, structured notes, XVA, linear strategies, and Prime Brokerage• Responsible for overall National Bank of Canada Market Risk Appetite annual revision • Manage a team of highly experienced and skilled market risk, credit risk and product specialists• Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

Senior Manager Risk Oversight for Global Derivatives Desks (linear and non-linear exotic equity, interest and foreign exchange products)• Risk Oversight for XVA desk – CVA, FVA, KVA and MVA• Responsible for overall National Bank of Canada Market Risk Appetite annual revision • Manage a team of 5 highly experienced and skilled market risk and product specialists• Ensure market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

• Risk Oversight for Global FX Desk (linear and non-linear exotic foreign exchange products)• Risk Oversight for XVA desk – CVA, DVA, FVA, KVA and MVA• Responsible for overall National Bank of Canada Market Risk Appetite annual revision • Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios - Enforce market risk limits in a timely manner;

• Returned to CCR-RQ to rebuild team and reported directly to SVP – Market Risk, managed a team of 12 professionals and managers that are responsible for modelling, quantifying and monitoring counterparty credit risk, collateral management, and various valuation adjustment risks related to complex financial instruments• Guided the banks strategic decisions by providing analysis having a significant impact on the quality of decisions taken by senior management and member of Model Oversight Committee• Maintained and improved the methodologies based on new activities, market developments and regulatory changes for the calculation of counterparty risk. (ex. PFE, EE, EEPE, CVA/DVA, FVA etc...)• Responsible for collateral management team and maintained and improved collateral management practices based on new activities, market developments and regulatory changes.• Responsible for prime brokerage team and ensured best practices and oversight of the prime brokerage reporting team.• Navigated internal and regulatory approval for go live of the upgraded system• Cleaned up OSFI and Audit deliverables and project timelines so as to deliver material improvements in the coming year• Obtained buy in from Snr. Mgmt. for an advanced method capital calculation for CCR• Performed a search for a Senior Manager to take over the team, and recommended to SVP my replacement for a clean hand off of newly functioning teams and deliverables once my rebuild mandate was finished;

- Executed market risk oversight of all financial markets and instruments (Equity Finance, Prime Brokerage, Market Making/HFT, Structured Products etc…) to ensure alignment with senior managements risk appetite;- Ensured market risks are appropriately identified, measured and reported for trading desks and investment portfolios;- Reviewed and improved risk policies and procedures governing NBC financial market activities;- Maintained an active dialogue with the trading desks and acted as the key contact between front office and market risk;- Enforced market risk limits in a timely manner;- Played a key role in the evaluation and approval of all new products;- Conducted on a daily basis analysis of the market risk factors of each of the trading desks;- Monitored markets for changes in volatility, liquidity, correlations, trends etc…;- Provided value added analysis of risk positions at the portfolio level and at the bank level including VaR, Greeks and stress test results;- Reviewed and approved sources of market data, and conducted independent price verifications in accordance with best market practices and policies of the bank;- Recommended and implemented policies governing holdback reserves and valuation adjustments;- Validated PnL for trading desks and investment portfolios - provided accurate risk and PnL commentary for senior management;- Represented NBC with regulators and auditors on a variety of issues

- Lead a team of five analysts responsible for counterparty credit risk and CVA risk quantification methodologies; - Basel III CCR Enhancement - provided gap analysis and solution path for IMM application;- Implemented standardized approach: illiquidity assessments for OTC derivatives and collateral, Wrong Way Risk analysis, CVA hedge analysis, QCCP assessments;- Implemented the risk quantification and modelling of all commodity products and risk factors in Sungard;- Participated in new products control committees, to assess the relevant risks in new businesses, reviewed and updated methodologies and policies to reflect best practices and market changes;- Managed the credit risk measurement and quantitative modeling aspects of Sungard and associated development;- Provided CVA measurement, CVA management analysis, methodology development, and testing/validation;- Developed the quantitative methodologies used to measure credit risk on a current and potential exposure basis. These methodologies were used within the Economic and Regulatory capital frameworks, Credit Valuation Adjustments, stress tests, backtests, scenario analysis and exposure reporting;- Ensured that the measurement of credit risk in derivative products was appropriate;- Development of counterparty exposure estimations and risk management solutions for various OTC products and business lines;- Provided transaction / portfolio analysis and consultation on risk quantification issues to senior management;- Promoted a clear understanding between front office and risk management;- Acted as an internal consultant on model related issues;- Subject matter expert for users of Sungard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector;- Represented NBC with regulators on a variety of issues. Fulfilled regulatory requirements;

- Manage the credit risk measurement and modeling aspects of Sungard- Responsible for the SunGard counterparty risk management solution and CVA upgrade- Implemented Sungard upgrade to compute the credit valuation adjustment (CVA) for MTM fair value adjustments and credit portfolio management. - Provide CVA measurement, CVA management analysis, methodology development, and testing/validation- Responsible for new product development in Sungard and member of new product committee- Ensure that the measurement of credit risk in derivative products is appropriate- Development of counterparty exposure estimations and risk management solutions- Intervention and resolution of counterparty credit related issues- Promote a clear understanding between front office and risk management- Act as an internal consultant on model related issues- Validation of Sungard models according to Basle II requirements: including back testing and stress testing- Act as an expert for users of SunGard and provide support to traders, commercial and corporate account managers, internal audit, regulatory and economic capital group, and the credit sector- Conduct ad hoc research, and reporting for Senior management- Represent NBC with regulators on a variety of issues

- Chief quantitative business analyst in charge of implementation and development of Sungard at NBC. Required management of IT, operations, vendor deliverables and interdepartmental problem resolution.- Responsible for model development, specifications, and implementation of Sungard credit risk platform- Responsible for Basel II issues related to OTC derivatives and Sungard modeling- Coordinated and implemented the construction of the Sungard testing environment, and implemented a complete market data solution for calibration of risk model parameters- Created a full counterparty risk analysis implementation for the commodities business in Open Link- Responsible for new product development in Sungard and member of new product committee- Provided ABCP support and analysis, and credit crisis support in all aspects- Developed risk measurement methodologies for: nth to default, CDO, CDO^2 and LSS and many other structured products- Promoted a clear understanding between front office and risk- Represented NBC with regulators on a variety of issues

- Credit risk analysis of complex structured finance products - Commodity risk development in Open Link - risk modeling for Physicals business new product development- Pushed for, and sold to senior management, then developed and implemented Sungard Adaptive Credit -one of the most up-to-date software platforms for counterparty risk management and ensured that the system was implemented in a timely manner. Supported all internal discussions for the proposal, and navigated possible roadblocks.- Credit factor development for counterparty exposure estimations and risk management for all OTC derivatives at NBC. (analysis, modeling, stress testing, risk management of FX, IR, Equity, Credit…)- Intervention and resolution of counterparty credit related issues- Vetting of market risk models, acted as a internal consultant on model related issues- Promoted a clear understanding between front office and risk- Crafted NBCs due diligence questionnaire for trusts and small investment firms- Represented NBC with regulators on a variety of issues

- Identified, measured, and monitored credit risk for middle market and corporate bank lending portfolios- Expert system development for credit analysis of corporate and commercial loan portfolios using financial statement data to assess non – performance risks- Responsible for validation and calibration of credit models (Moody’s KMV, and MRA/MFA)- Responsible of evaluating NBC default parameters such as PD, LGD and EAD for the entire bank portfolio- Credit portfolio modeling and parameter estimation- Built credit models for specialized lending such as Cinema and Television, worked on Agriculture, Real Estate, and Oil and Gas - Maintained and supported transactional RAROC model for account managers- Responsible for Basel II implementation issues - Corporate risk reporting- Represented the bank with regulators

Skillful is a skills-based mentorship program where mentors from companies such as Uber, Shopify, Instacart and DoorDash teach top business talent the skills and industry fundamentals to work in Product, Strategy & Ops teams at high-growth tech companies.

• Consulted on the creation of a go-to-market strategy by identifying key sales opportunities in the casino gaming industry and financial projection review for a real-time computer vision startup in Montreal• Consulted on the creation of multiple-use-case examples for sales and marketing of a conversational AI translation system that allows underserved African languages access to digital services for a South African startup • Consulted on the creation of sales pitch materials for an automated silicon photonics testing startup in QuebecCreative Destruction Lab (CDL) is a nonprofit organization that delivers an objectives-based program for massively scalable, seed-stage, science- and technology-based companies. In partnership with HEC Montréal, CDL-Montreal runs a program mainly focused on artificial intelligence and data science to capitalize on Montreal’s expertise in the sector.

- Responsible for Hyperion Pillar System admin, and business modeling- Corporate reporting, variance analysis, analysis of Revenue, COGS, OpEx, and F/X effects- World wide revenue projection and corporate budgeting- Business development; financial analysis of licensing and product development