In July 2021, I established Prime19. At Prime19 we have extensive senior regulatory, consulting, academic and industry experience in financial services alongside an in-depth knowledge of risk management practices from both a commercial and legal perspective. We have a highly skilled team with diverse international backgrounds and deep analytical capabilities. We employ only the brightest talent who clearly demonstrate their ability to deliver best-in-class solutions for our customers. The members of Prime19 have comprehensive backgrounds in financial modelling, risk management, business analytics, data solutions, process automation, regulation and a wide range of coding experience across languages such as SAS, SQL, JavaScript, R, Matlab, Python and VBA. If your company is facing challenges in any of these areas, or is seeking to identify new opportunities, Prime19 is here to help.Prime19 has a stated ambition to utilise analytics, data and technology to drive value creation and remove inefficiencies from the business lifecycle. We provide cutting-edge solutions and custom-built products for our clients in order to optimise business performance and tackle the most difficult of tasks. By leveraging our extensive financial, analytical and technological skills we will identify the most effective and efficient methods for our clients to:1. Generate business growth 2. Reduce inefficient cost burdens3. Employ data more effectively 4. Improve automationPrime19 will leave no stone unturned when looking to enhance your business and you can be assured that you will receive the highest quality work delivered in the most efficient manner possible. At Prime19 we place great emphasis on the quality of our team, the speed and accuracy of our output, and most importantly, our capability to provide quality results for our customers.

I currently lecture Masters’ Students in Michael Smurfit Graduate Business School having previously taught final-year Economics & Finance and final-year Financial Mathematics students in Lochlann Quinn School of Business. I am responsible for preparing and delivering the entire course material to the classes of over 150 students. The subjects I have taught cover advanced concepts financial products, portfolio optimisation and risk management including topics such as:• Derivative products used in energy and aviation finance • Value-at-Risk, Expected Shortfall and Spectral Risk Measures • Credit Risk including the KMV Model, Merton's Model, Credit Metrics and Credit Risk Plus• Quantitative Portfolio Investment Techniques• Credit Scorecards • Stress Testing and Time Series Modelling• The Basel Capital AccordTo promote the applied nature of the courses I require the student to complete computational based assignments using real life data. Through a series of tutorials I ensure that the students develop fundamental coding skills using MATLAB. All prescribed assignments make use of MATLAB coding thus solidifying their learnings in this regard.

As the Head of Risk Analytics I had responsibility for the Credit Risk and Financial Risk Modelling for AIB. The activities were split across nine primary teams with approximately 100 team members working within these various areas. The outputs from the teams fed heavily into the Bank’s financial deliverables and regulatory requirements including the annual ICAAP process, the annual financial accounts, regulatory reporting, EBA Stress Testing, lending activities and data management practices. Key activities conducted within Risk Analytics included:• The development of the Bank’s Pillar 1 IRB capital models and management of the regulatory review process pertaining to these models• Credit risk and liquidity risk stress test modelling for use in the annual ICAAP process and the EBA Stress Testing exercises• Building and updating the automated credit decisioning models used by the Bank for processing loan applications• The development of the Bank’s Economic Capital Model for internal capital estimation purposes and use in Pillar 2 estimation• The completion of IFRS9 modelling for the estimation of Expected Credit Losses used in the Bank’s annual accounts and the management of interactions with the external auditors regarding these models• Conducting additional Pillar 2 modelling covering risks including Interest Rate Risk in the Banking Book and Pension Risk• The design, build and assurance of a fit for purpose datamart to support the risk model development activity, internal business intelligence and external regulatory reporting• Carrying out model tracking activities and providing management information for the business units regarding the various models being used

Within the Financial Services Advisory Function, our teams provided a wealth of experience from various backgrounds such as regulation, banking, finance, consulting and accounting. We specialised in providing regulatory and risk based advisory services to financial institutions and regulatory authorities alike, covering aspects such as:• Quantitative Risk – including portfolio analytics, risk modelling and stress testing• Prudential Risk – related to ICAAP, risk strategy, risk appetite framework or SREP assessments• Crisis Management – in particular recovery planning and resolution strategies• Skilled Person/Thematic Reviews – focussed on regulatory or risk related matters• Project Management – internal institution specific, or regulatory driven, risk-based initiatives• Authorisations – such as regulatory licence applications

Throughout 2015 and 2016 I was appointed as Head of Mission on behalf of the European Central Bank (ECB) for numerous ‘Internal Model Investigations’ covering both corporate and retail IRB Models across various institutions. I also led the impairment provision reviews of Irish banks conducted within the CBI and Single Supervisory Mechanism (SSM). These bodies of work involved the end-to-end review of the PD, LGD, EAD and accounting impairment provision models including:• Qualitative assessment of the methodologies used in model development and validation• Quantitative testing of the models from data selection through to final calibration • On-site reviews and the development of independent challenger models• Management of remediation actions with both the SSM and the institutions themselves In 2014 I managed elements of the engagement in the ECB’s Comprehensive Assessment including: • The Asset Quality Review (AQR) • The Stress Test • Join-Up of the AQR and the Stress TestThrough my work on the Internal Models Team I also had the following responsibilities:• Representing the CBI at the SSM’s Network of Internal Model Experts • Drafting regulatory guidance to be used as part of the SSM’s Supervisory Manual • Preparing policy related briefings for SSM Supervisory Board and Governing Council • Preparing briefings for the European Banking Authority (EBA) Board of Supervisor meetingsDuring 2014 I also worked with the newly founded Recovery and Resolution Team which involved: • Representing the CBI at the EBA’s Sub-Group on Crisis Management • Drafting the EBA’s Impact Assessment regarding the Guidelines on ‘Failing or Likely to Fail’

I worked on a Supervision Team with oversight for several retail banks operating in Ireland. I had responsibility for the completion of several ICAAP Reviews and SREP Assessments covering all primary risk areas including governance, credit, capital, liquidity, business model, operational and market. My primary duties on the team entailed:• Assessing Pillar 1 and Pillar 2 risks along with the associated models used • The specification of the suite of any remediation actions to be completed by the banks • Full responsibility for the assessment of responses to these remediation actions • Managing stakeholder relationships such as Directors, Internal Audit and external third parties • Participation in the European supervisory colleges of the banks • The analysis of loan level data for impaired retail mortgages• The review and challenge of the models used for the calculation of capital and provisionsPart of my role also included managing the Mortgage Arrears Resolution Strategy (MARS) implementation within the banks which involved:• Conducting several loan files reviews including those under the MARS Targets Audits• Leading engagements with the banks regarding the details of the forbearance options adopted• On-site challenge of the NPV Tools and credit assessments governing forbearance decisions• Managing the detailed on-site Distressed Credit Operation Reviews undertaken

As a bank officer I acted as a Banking Supervision representative on the project rolling out the CBI’s new risk-based framework for the supervision of firms known as the Probability, Risk and Impact SysteM (PRISM). I also held several other roles which involved:• Supervising one of the Irish pillar banks with a particular focus on credit and capital risk• Performing research and analysis for banking licence applications from new institutions• Drafting supervisory guidance for risk assessments and briefings for the Policy Division• Developing the full suite of KRIs to be used by Banking Supervisors within PRISM• Assisting the Risk Division in developing the quantitative impact model used within PRISM• Preparing risk profiles of the E.U. branches of banks operating in Ireland