Group Treasury Transformation projects

supporting Liquidity Risk Managers migrate and implement liquidity risk models on strategic big data architecture. Model migrations covered LCR+ (cliff risk and low point elements), loan commitments, Swiss clearing and MRP (market repricing) an internal methodology for enhanced HLBA calculation. MRP required sourcing balance sheet aligned derivatives (OTC + ETD), linking to front office scenario results and providing impact assessments to risk management. Creation specifications for business attribution calculations and reports to be able to cost allocate stressed IM / VM results to originating trading desks. Delivered requirements for calculation of dynamic undrawn IM for Eurex, ICE Clear and OCC CCPs

March 2020 - Present DayFunctional and Data Architect for Data Management. Team lead for Market Risk Project BA team and Line Manager for London Data Management team. Responsibilities extend to hosting Architectural Review Board, CAB control meetings and supporting devops uptake within Data Management. Dec 2014 - March 2020 (VP) Global resource pool owner / Global BA lead / Data & Functional architect for Data Management. The Data Management horizontal BA pool are regarded as the go to authority across risk and finance IT providing support for Strategic and Legacy system data acquisition, enrichment and controls processes supporting both Market and Credit Risk reporting. The role entails overseeing and managing requirements gathering, documentation production and sign off review across the global BA team. The global pool contains a floating population of sixty people spread across six locations (London, New York, Poland, Singapore, Pune and Bangalore). Duties include supporting new demand cost estimation, resource allocation, training, running global / local team meetings, system design and specification review. 2012 – Dec 2014 (AVP) Data and Functional Architect / SME for Myriad project + IT BA Data team 2011 - 2012 Lead Ba within Risk IT, managed a team of three business analysts working on the Myriad Pilot. Myriad is a complex event processor designed to validate business data to ultimately create a golden copy of risk data used for both market and credit risk reporting. The pilot demonstrated a number of features supporting the data feed loading processes as well as providing various controls, transparency of mappings and performance statistics. The user interface showcased data visualisations as well as trade level drill down of aggregated sensitivity data from book level with daily movement checks. Drilling down from position to trade level allows users to see day on day trade size and price moves alongside the various trades sensitivity changes

Market Risk Reporting and Business Area Controlling including P&L Reporting. Supporting AIT (Alternative Investments), Emerging Markets & Corporate, Management, Joint Venture, Special Sits, SEF and GM-ICT Desks. Market Risk Controller for the G.E.D (Global Equity Derivatives) business. Delivered Market Risk Analysis & Productivity Initiatives within the Equity Derivatives Risk Control Group - Reporting to the Convertible Bond desk.Achievements :- 1. Implemented a number of new reports and controls such as credit spread sensitivity reports2. Saved numerous hours in labor costs through automation3. Improved quality and controls within the banks risk reporting framework4. Market Risk system migration from EPC (Equity Position Collector) to EPC++

Aug 1995 – Nov 1998 JP Morgan (Professional) 1997 – 1998 Market Risk Analysis & Limit Monitoring: Fixed Income & Swap Derivative Business.Achievements: Implemented a number of new reports and controls such as independent price verification systems, credit derivatives exposure reports. Supported the Opera Migration project (financial P&L reporting system)1996– 1997 Concorde De@r (Daily Earnings at Risk) Project (Analyst)Achievements: Successful implementation of Concorde De@r , this project was built in house to support real time risk capture, viewer and calculator. Singularly managed the New York Concorde De@r delivery following successful rollout across European satellite branches supported by a senior risk manager.1995– 1996 Market Risk Analysis & Limit Monitoring for Fixed Income (Analyst)Achievements: Automated the Risk, P&L and balance sheet reporting processes. Provided cover for the financial controllers to produce P&L and daily European balance sheet. Responsibilities included supporting Primary and Secondary trading desks for daily risk sign off, production of “next day” VaR, limit monitoring, producing narratives, price testing.