Deal Structuring. Global Inventory Management.International Sales and Pricing Analysis. (Global ex US)Skills:Financial Analysis, Sales Forecasting, P&L Projections Tools:MicroStrategy, Alteryx, SQL, Confluence, JIRA, Excel/VBA

• Responsible for developing/implementing/execution of investment and liquidity strategies.• Managed $200M retail loan portfolio: IR/FX risk, loan projections (forecasting/stress testing/LGD).• Consulted with stakeholders on the Current OM relative to Target OM.• Providing solutions by analyzing data, enhancing transparency to risk. • Working with senior management on private debt arrangements to manage business cashflows.

• Advised on Equity and Fixed Income structured products and managing residual risks (FX/IR).• Established an open architecture Structured Products Platform with 4 high profile banks.• Arranged third party Structured Investment Products for clients of the family office. • Worked with UHNW clients to create bespoke asset allocation models with dynamic management.• Arranged new / Re-negotiated existing financing and credit facilities for clients.

• Implemented a system forecasting cash flows from purchasing, sales, and operations across multiple business lines.• Advised negotiations of contract pricing/regional exclusivity agreements with suppliers worth est $0.8M annually. • Analyzed large data sets to establish competitive advantages across all business entities.• Controlled cash management of liquid/illiquid currencies and repatriation/investment of funds.• Responsible For Bookkeeping, Profit & Loss, and Balance Sheet Statements.

Regulatory Reporting Program Management for Equity Derivatives with multiple implementations for Dodd Frank, and EMIR jurisdictions. Working with CFO Program Services; Strategic Change Group; Information Technology; Testing Services; Legal and Compliance; and third parties including DTCC. Standardizing structured products trading on Excel Spreadsheets and adding to change control portfolio• Managed a team of 30+ across London, Zurich, US, India Singapore (Budget £5.5m)• Successful delivery of Transaction reporting and standardization projects. • Developed strong relationships with senior management across multiple regions

• Re-Priced existing Structured Credit trading book in conjunction with Risk Management and front office.• Collaborated with quants, traders, and risk management in the set-up of the CVA desk.• Worked with the COO of Global Credit Products group to optimize processes and personnel for the Credit and CVA desks.• Successfully completed the deliverable with thorough testing (UAT) and pricing accuracy.• Managed 13 external Murex consultants on the migration of trading platform for structured credit.

• Unwound correlation book within predetermined budget/time ~ 800 credits, ~40,000 individual trades, CDO’s, and index hedges.• Traded Global CDS and indexes for the correlation book and recovery rate risk via re-striking coupons and recovery swaps. • Repositioned global exposure following Lehman Brothers counterparty default; book position changed by over 1mm in DV01 risk.• Managed the CVA desk Initiative – Built a Project Team and Project Governance Framework.• Created a Project Plan, Steering Committee and Project / Risk / Issue Management Process for the CVA initiative.

• Structuring/Trading new synthetic CDO’s and CLO’s. Pricing, ratings, and hedging portfolios.• Lead Structurer on several Managed CDO’s/CLO’s with high-profile Portfolio Managers.• Responsible for exotics structuring – insurance companies/asset managers/private clients.• Client/Sales education and point of contact for all synthetic corporate structured credit products.• Created and managed a global, diverse, and competent team of 25 colleagues to run the global business.

Tasked to assist in the rapid growth of full capital structure Cash CDO’s alongside working on the structured exotics desk. Took the opportunity to manage the entire banks defaulted assets book and efficiently run the credit event process. Played a key role in developing and structuring one of the first synthetic single tranche CDO’s.• Priced, rated and executed:o Correlation products: FTD/nTD’s, synthetic single tranche CDOs, o Responsible for Exotic products: Asset Swaps (vanilla/x-currency), Externalization trades, PPN, CLN’s, TRS’s.o Full capital structure cash flow CDO’s and CLO’s (waterfall, default, and Prepayment modelling). • Managed the entire banks (Bank of America) European Credit Events process: Determination, Valuation (auction process) and trading of distressed bonds – (benchmarked entire process for successors)