Director - Risk Management
Highly skilled risk manager with a comprehensive background in risk analysis, traded products and vast experience in data analysis and reporting in risk management. Additionally, possesses broad knowledge of bank products (that include loans, cash securities, structured products, and derivatives) and has extensive valuation modeling, project management and data management skills. o Managed Counterparty Risk projects that focused on the enhancement of the counterparty valuation platform in response to Regulatory reviews and ongoing improvements in Risk capabilities. In this role, managed the development and implementation of modelled risk exposure that supported downstream regulatory and internal risk reporting of counterparty risk metrics i.e. current exposure (CE), potential future exposures (PFE), peak exposure (PE) and others. Projects of note include:o As Senior credit risk manager role, actively managed Fixed Income Credit Commodities, Emerging Markets (FICC EM) credit risk with a focus in Latin American (LATAM) - Responsible for credit risk management and underwriting of multi-$billions in LATAM exposures across multiple credit products. o Established traded LATAM credit risk limits based on statistical analysis of historical trade data, underlying credit risk metrics and risk appetite. o Provided ongoing clarification of Risk Policy related to country issuer risk in response to SEC Volker team inquiries.