Program Manager and Architect covering scenarios related projects including the delivery of the strategic scenarios architecture which covers scenario definition and publication tools as well as the strategic orchestration solution to support Credit Suisse’s firm-wide stress testing requirements including FED CCAR and other regulatory testing such as PRA FDSF, FINMA LPA as well as internal scenario stress testing. Responsibilities• Technical, Architect and PM lead for strategic Scenario Publication Tool program - developing a solution for publishing multi-asset scenario definitions, utilising technologies including Java/Springboot, in-house big data solution for risk data (EDA) and MongoDB• Develop, manage and deliver plan for strategic scenario publication and orchestration solutions to support internal and regulatory stress testing such as FED CCAR, covering all in-scope asset classes (Rates, FX, Credit, Equities, Securitised Products) • Project managing delivery by multiple IT development teams, QA and Quant Strategies teams based in London, NY and Poland following agile methodology• Responsible for technical design and architecture of the scenario orchestration platform (Scenator) including migration to use Mongo DB• Oversee development team including running daily stand-ups, design and code reviews, setting of task priorities, mentoring and supporting professional development of developer team, hands-on development• IBOR transition – managed process of gathering functional requirements for changes in scenario publication required as part of the industry move from IBOR to ARR rates such as SOFR.• Work closely to manage stakeholders from multiple groups including Front Office, Risk & Finance IT functions, Quant Strategies, Market and Credit Risk Managers and Regulatory Programs (CCAR, FDSF etc.). Including managing processes for gathering requirements, analysis, planning, managing budgets and reporting.

Responsible for the G10 Rates Market Risk technology platform, Simpliciti.Responsibilities• Managed a global development group of approximately 30 split between London, Poland, NY and APAC• Faced-off to the heads of the Rates Trading business and with other stakeholders (FO, MQA, MO, FinCon, Market Risk Managers) • Ensured timely and accurate reporting of project status to the relevant Technology and Business governance forums• Responsible for working in closely with the support team to ensure the stability and operation of the platforms.• Successfully managed the technology roll out of OIS discounted valuations and risk for the G10 Rates business globally• Lead the development of the framework for CCAR (Stress testing) process used with Rates, this involved working closely with FO, MQA and Risk Managers to automate and standardise the process followed for this regulatory exercise, this lead to a significant reduction in the time required and the auditability of the process.• Built out new development team in Poland from scratch, successfully integrated into global development team.• Ran the High Performance Computing stream bringing stakeholders together such IT development teams, Grid Infrastructure group and Quant teams to share knowledge and skills to increase efficiency of grid utilisation.• Structured Notes lead – I was point person for the Structured Notes desk managing their requirements for Risk and Trade Booking including the successful introduction of SNs into the strategic trade capture and risk platforms TPS and Simpliciti.

Head of FI Exotics Technology - responsibility for running of the Exotics IT Technology group (renamed Structured Rates Technology at the end of 2011).Responsibilities• Managing a development group of approximately 90 globally covering: Structured Rates Risk and Trade Capture Development and also the EM FI Exotics and Credit Hybrids development teams.• Liaise with the head of the Structured Rates Trading business and with other stakeholders (FO, QA, MO, PCG, GFRM) in order to determine business priorities and establish the projects and technology structure required to deliver these.• Ensuring timely and accurate reporting of project status to the relevant Technology and Business governance forums• Reporting to co-Heads of FICC organisation• Responsible for working in conjunction of the RTB teams for the stability and operation of the Structures Rates technology platforms• Controlling an annual budget of approximately £10million• Mentoring and professional development of Structured Rates IT teamAchievements• Delivered the Risk and Scenarios Project which allowed users to define and execute scenarios interactively on the risk platform• Delivered the move to New Curves and Tenor Basis aware infrastructure, on target to move to CSA based OIS discounting in Q3 2011• Delivered phase 1 Summit Decommissioning programme, generating intraday trade message from the FO booking system, ultimately this is the first step to towards the FO system becoming the golden source system for all trades as Summit is removed from the bank.

FX Options Technology - co-head of the FX Options technology group at Nomura, the global team consisted of 16 developers, with development presence in London, Singapore, Mumbai and NY.Responsibilities• Managed a team of 16 developers building out the FX Options pricing and risk management system, FX Viper.• Managed the project to build FX Viper from a Pricing and risk management system into a front-to-back solution which covers pricing, trade capture, risk management, trade lifecycle management, funding processes, feeds for official PnL system, market risk feeds, regulatory reporting, sales credits, collateral management• Provided regular technology updates to the heads of FX Business, set project priorities in conjunction with the desk heads.• Managed development team and relationship with the RTB team• Strategic redevelopment of FX systems into a single platform across spot/forward and options business• Mentoring and professional development of development team members