Advise global specialty insurance and reinsurance company on ALM and investment risk framework• Enhanced liability stress and disaster scenario modeling to include market impact on investment assets• Developed investment risk appetite policy to set maximum 100-year risk for investments and track the probability of breaching key capital levels• Enhanced analytic tools used for risk measurement and asset allocation research• Recommended an approach to liability duration modeling that improves asset-liability duration matching

Leader of 60-person risk management department overseeing market, liquidity, counterparty, and regulatory risk for $1.5Tn in assets across all investment centers globally.• Established and Chaired Investment Risk and Liquidity Risk Management Committees• Enterprise Risk Management Committee member, responsible for assessing and managing firmwide investment risks• Develop and manage all regulatory and sustainability investment risk policies across North America, EMEA, and APAC • Oversee legal entities and boards covering Mutual Funds, UCITS, ICVCs, ETFs, separate accounts, and direct real estate • Business owner of firm-wide risk analytics system• Leader of strategic plan for investment data architecture, governance, and stewardship• Developer of Python apps for risk analytics and machine-learning approach to peer analysis• Mentor to multiple employees through Mentorium, the Invesco Mentorship Program

Player/Coach overseeing team of nine risk managers (two offshore) responsible for establishing and monitoring the risk limit framework for all fixed income, alternative and multi-asset funds.• Chair, Counterparty Credit Risk Committee; committee sets counterparty limits for all funds• Lead development of Liquidity Risk Management program and methodologies• Develop reverse stress testing and probabilistic methods for assessing scenario likelihood• Led complete restructuring of risk analytics architecture and large-scale implementation of RiskMetrics platform• Propose new risk policy to senior leadership through the Investment Risk Management Committee and apprise that group of risk limit breaches and how they were corrected. • Work with Portfolio Management team to identify and adjust risk exposures in portfolios and trading strategies• Assess all complex derivative transactions for suitability, expected performance and ability to incorporate into existing risk limit frameworks• Develop diagnostics to monitor the efficacy of key risk measures, e.g. tracking error and VaR• Lead innovations in performance attribution methodology and reporting• Experience working with Regulatory agencies on in-depth examinations

Developed risk assessment, expected loss modeling, bank capital charge methodology and risk mitigation strategies for large portfolio of securities held in NAB conduits and CDOs.• Developed and implemented roll-rate methodology for generating default and prepayment curves for residential mortgage-backed securities (Subprime, Alt-A, Prime, 2nd Liens, HELOCs)• Used methodology to generate cashflows and loss projections under multiple scenarios using Intex. Calibrated valuations to pricing where available• Developed and implemented default and prepayment models for Auto-ABS, Credit Card ABS, Private Student Loan ABS and Commercial Real Estate CDOs• Performed fundamental credit analysis for various ABS including cargo container leases, aircraft leases, rental car leases, structured settlements, diversified payment rights and XXX Insurance• Lead discussions and documentation of modeling methodologies with outside auditors and regulators

Advised $2 billion fund of funds on augmenting quantitative tools, optimizing liquidity management, improving risk modeling and streamlining database architecture.

Director of Fixed Income Quantitative Research.• Oversee 8 analysts (some PhD-level) doing relative value modeling and risk analytics across fixed income platform• Develop quantitative trading strategies in currencies and interest rates• Oversee all investment decisions in structured products

Quantitative fixed income analytics, portfolio optimization, tax-awareinvesting, relative value modeling.