Shape and execute product strategy, focusing on client partnership, risk management and digital transformation. I implement currency management strategies for asset managers, leveraging data and technology, with focus on operational efficiency and risk reduction. I ensure that our platform remains aligned with client’s risk appetite and performance objectives. I work closely with a diverse range of external and internal stakeholders, including portfolio managers, ETF issuers, traders, fund distributors, APs, Index providers, technology vendors, operational and engineering teams.

• Lead interaction with existing and prospective clients (asset managers, hedge funds, private equity, etc.) to gather and implement requirements for FX Execution and Risk Management in over 100 different currencies• Conducted research and modeling of currency-hedged structures.• Drove the implementation of a TCA platform to validate client execution, netting arrangements, and transaction costs• Designed and participated in ISDA negotiations for a global collateral pledge product that optimizes the cost of liquidity and collateral for OTC FX Derivatives, allowing clients to meet margin requirements with assets already in their portfolios• Modeled, designed, and managed technology, operational and legal implementation of a Currency Hedged ETF offering

• Worked closely with Traders to gather requirements for risk management, trade management, and trade submission applications• Managed successful implementation of requirements in the EQ Global Aggregated Risk System as well as the EQ Order Management System (Risk and Trading Applications)• Developed 'Use & Test Cases' for Quality Assurance• Coordinated testing with the QA Team and version release with the trading Support team. • Built release notes and assess systems performance in production. Global Risk Systems for Stocks, ETFs, Custom Baskets, Futures, CBs, Options, Warrants, Bonds, CDS, and SWAPS • Worked closely with Traders, and Product Control to address issues with outlying PnL, Market Values, and Risk factors• Designed functionality to decompose ETFs, Synthetic Basket, Index Futures and Synthetic Futures • Built a series of EOD Risk feeds that simulate several market scenarios for Risk Officers and Product Control• Implemented functionality to automatically mark Futures at EOD with theoretical prices instead of market closing prices • Worked closely with the Firms Modeling group to implement a new pricing engine for Equity and Derivative Instruments • Migrated market data price feeds from Reuters to Bloomberg, using Trader Bloomberg Terminals.• Implemented logic to use Firm’s models to price Currency and Commodity futures. Convertible Bonds Sales & Convertible Arbitrage Trading Desk • Implemented an automatic FINRA Trace Reporting System, using FIX connectivity • Designed Marking and P&L Analysis tool specifically for CBs, Cvt. Pfds• Integrated the CBs Market Making Platform, the CBs Product/Client Analytics, and the CBs Order Management System • Implemented functionality to create Convertible Swaps Orders using delta nuking tactics for hedging risk and algo execution of the underlying