Head of Portfolio Construction and Risk for the $270 billion Pension Systems of the New York City employees. Responsible for overall portfolio construction and risk oversight, lead integration of risk framework into the investment process.Focus on integration of private assets in risk framework, asset allocation and manager oversight

Founder of risk advisory service for institutional asset owners. Consult pension funds and asset managers on integrating risk management into the investment process. Partner with the existing risk team to formulate a risk framework and create custom analytics for asset allocation. Develop customized risk reporting and assist in building risk narrative. Advice on creating a sustainable risk process through scalable technology solutions.Partner with Deloitte on a sub-contractual basis to advice asset managers on risk and oversight.

Responsible for investment oversight and embedded risk coverage of $300B in assets ranging from balanced multi-asset strategies to liquid alts, risk premia, convertibles, indexed products, and ESG mandates managed in the US and EMEA. A typical portfolio would blend equities (public, private), rates, credit, and liquid alternatives. Implemented as direct investments or multi-manager: * Risk management of over 500 client accounts, facing off the management and investors. * Investment and Performance oversight. * Governance of Investment process, product launches, fund guidelines.Design and build a comprehensive risk framework for multi-asset strategies covering market, credit, and liquidity exposures. Partner with senior portfolio managers to integrate risk into the portfolio construction and asset allocation process. Develop and implement a portfolio oversight process centered on quarterly reviews with portfolio managers and CIOs. Focus on the investment process, performance, and alignment with objectives.Regularly meet with existing and prospective clients, active engagement with product development. Quarterly reporting to regional fund Boards (including Luxembourg, Dublin, OEIC), an active member of key internal committees.Lead a team of seven in New York and London. Hire and develop talent, build the team.

Head of Risk for a start-up Broker-Dealer launched by the former Dillon Read principals. The firm commenced trading in July’09 focusing on High Yield and Investment Grade credit trading, and Structured Products.Responsible for all aspects of Market and Credit risk monitoring and control from the inception of the firm. Established market risk framework and policies, market limits, and reserves. Implemented comprehensive firm-wide reporting, established pnl, and risk monitoring. Set up a counterparty exposure framework. Work on new business development, design, and implementation of risk infrastructure.

Risk Administration focused on general risk coverage for a multi-strategy hedge fund with a $5.5bn AUM, $130bn balance sheet. Investment strategies focusing on Equities, Corporates, Emerging Markets, structured products, and derivatives.Monitored market exposures, risk limits, fund liquidity, and VAR margining. Liaised with UBS Market Risk Control group for general risk support and reporting. Coordinated new product review and approval. Participated in launching new fund and supported due diligence for outside investors.Responsible for risk coverage of Credit Trading following the hedge fund re-integration into UBS IB.

Risk Manager for Interest Rate and Derivative products. Managed market and credit risks of Interest Rates and derivatives. Coordinated risk coverage of global interest rate derivatives subsidiary. Responsible for daily risk and exposure assessment, analysis of reserves, monitored and enforced trade limits. Advised senior management on portfolio risks, reviewed pricing models, coordinated development of risk, and reserve methodologies.

Provided financial advisory services at a boutique consulting firm specializing in derivatives and risk management. Managed a team of three to eight people.

Derivatives Research focusing on stochastic pricing models for Fixed Income and Credit markets, targeted towards proprietary trading and risk management. Developed a two-factor model for pricing the dynamics of interest rate and credit, and calibrated model to various Emerging Market and Corporate products. Developed Black-Karasinski type of model for pricing Treasury and other Interest Rate futures and options on futures. Priced various credit and interest rate derivatives for trading desk and structurers.