Chief Data Office (CDO) - Data Governance Lead for the Americas

In-business Treasury & Trade Solutions (TTS) Global Data Governance Officer

Enterprise Compliance and Operational Risk Testing (ECORT) Business Consultant• Bank ALM• Enterprise Capital Planning• Enterprise Liquidity Planning• Enterprise Stress Testing• Regulatory Reporting (Call report, Y reports, Tax)

Head of Capital Planning - Market RWA Forecasting & Analytics• Led the market risk weighted assets production, forecasting & analytics team responsiblefor reporting on, and optimizing for, Citi Market’s balance sheet.• Co-development of models, enhancements/overlays made to models used for CCAR andMid-Cycle stressed market risk-weighted assets projections.• Coordinated across Business, FP&A, IPV, Risk Analytics functions to develop andcontinuously improve market risk-weighted assets forecasting for capital management.• Supported longer term initiatives to deliver FRTB (SBM, DRC, ES) and the migration fromANC to USB2.5/3 for Citi’s broker-dealer entity under SEC rules (15c3-1).• Production of capital deductions for Volcker covered funds and Non-Sig IFI.• Delivered effective governance which provided review, challenge, & sign-off in support ofinternal and external reporting accountability attested to by the CRO and CFO.• Provided ongoing regulatory engagement (FRB, OCC, SEC) regarding model changeproposals, Basel III interpretations, and reporting (CCAR/DFAST FR Y-14A/FR Y-14Q;10-Q; FFIEC 102, Basel Pillar 3 Disclosures, FOCUS report).• Led a global team of nine analysts.

Market Risk Management CCAR Co-Lead• Oversaw build-out of Global Market Shock (GMS) capabilities for stressed CVA loss(strategic xVA platform, offline approaches) and stressed market RWAs.• Co-developed statistical models used for all stressed market RWA projections(VaR/SVaR, securitized debt (SSFA), non-securitized debt, equities, de minimis) andstressed CVA loss projections. Ensured compliance with SR 11-7.• Developed risk identification and scenario design for IHC’s stressed CVA and stressedmarket RWA by identifying risk factor variables, quantifying sensitivities, and assessingkey vulnerabilities. Ensured quarterly compliance with SR 15-18.• • Developed risk identification and scenario design for Trading MTM for derivatives held in DB Trust Co (leveraging IRRBB EVE). Ensured quarterly compliance with SR 15-18.• Performed cross-governance reviews of all PPNR models developed by Finance andBusiness lines.• Oversaw regulatory reporting capabilities build out for FR Y-14A/FR Y-14Q trading andcounterparty schedules; FFIEC 102.• Represented Market Risk on relevant FBO/CCAR governance forums. Co-Chair MRMCCAR council.• Led a local team of four analysts.

Head of Risk Change/Volcker Lead - Risk Business Support•Led a highly motivated global change management team spanning New York, London,Singapore and Mumbai, supporting VaR, SVaR, IRC, CRM, CVA and Credit Riskcalculation infrastructure.• Delivered Dodd-Frank Volcker Rule systems/process implementation for risk wherequantitative metrics, RENTD, and market making hedge effectiveness limits and controlswere applied for the detection of proprietary trading and compliance with regulatoryreporting.• Co-led infrastructure and reporting requirements assessment for the CCAR program inconjunction with the establishment of the IHC.• Ensured recalibration of credit/market risk models to both capture current marketdynamics and reflect regulatory conservatism.• Responsible for all planning, budgeting, resourcing, and stakeholder management forglobal program of work.• Provided Risk Governance Committee guidance relating to all in-flight and deliveredprograms/projects and regulatory/audit item resolutions.• Successfully right-shored entire Singapore team to Mumbai• Led a global team of twenty-nine business analysts, project managers and testers.

Market Risk Manager• Managed Rates Relative Value, High Yield/High Grade, Emerging Markets (Sovs &Corps) and Capital Structure Arbitrage desks.• Responsible for new product/trade review and approvals consistent with risk appetite.• Provided ongoing CRO updates regarding changes to risk, stress, and VaR relative toprospective revenue generation.• Delivered risk reporting capabilities build-out assessment for new Dillon Read CapitalManagement (DRCM) hedge fund unit.

Risk Controller• Developed new loan-equivalent exposure methodology for interest rate swaps andoptions which permitted inclusion of swaps desk in branch KMV RORAC reporting.• Developed new Risk Adjusted Performance Measure used in branch financial reportingand business unit remuneration determination.• Increased accuracy of RORAC reporting for Structured Trade Finance andAsset Securitization groups via improved EDF and LGD engineering.• Project managed all product and system introductions/improvements across TradedMarkets, Moody’s KMV, Murex and MaRS (VaR system).• Provided monthly INTEXnet based quantitative rating calculation/repricing of CDOportfolio.• Maintained/modeled all PD and LGD inputs across trading/banking book products (CDS,loans, bonds, CDO, CLO, RMBS, CMBS, Student Loan ABS, TRS, IR derivatives).• Established Basel II operational risk framework (KRI reporting, loss event collection) forthe NY branch.