• Lead for global implementation of T+1 initiative for Equity execution, allocation, and settlement systems, ensuring seamless integration and enhanced operational efficiency.• Successfully lead development and implementation of CTM M2i (Match to Instruct) across Equities, Fixed Income and Prime Brokerage. Authored specifications, guided development and coordinated implementation and testing across external vendors (DTCC, Broadridge and Fidessa) and internal technology, QA and middle and back office teams.• Spearheaded Equity product management responsibilities for worldwide allocation and trade enrichment systems, namely GCTAC and GETS, driving innovation and optimizing performance across the platforms.

• Launched the NA Markets Middle Office KYC team, mentoring a staff of over 75 across multiple locations including New York, Tampa, Hyderabad, and Bangalore. The team consistently outperformed KPI's by 50% or more.• Steered the initiative to remove the OCC consent order from J. P. Morgan in Dec. 2018. Allowing trading of certain products and on-boarding additional clients in areas prohibited under the consent order.• Completed 80% of assigned regulatory remediation projects globally, on time and without additional headcount.• Established a team of 17 in Tampa as CIB Operational Lead of WM/CIB Reliance KYC Joint Venture to optimize the KYC process for Wealth Management and CIB businesses.• Collaborated with global teams as North America Lead to enhance the KYC system (CDD) through the Strategic Funds Project.• Obtained Compliance approval for Tender Option Bond procedures and deployed technology enhancements to the KYC system which enabled the entire TOB population to be processed.• Piloted and led the implementation of the Case Lead Support structure in India, which was recognized internally for exceeding the agreed upon Service Level Agreements and was later scaled to additional KYC teams in the U.S. and EMEA.• Aligned over $10 billion in client revenue by resolving issues between the two account hierarchies in use, enhancing the accuracy of senior management reporting and eliminating issues identifying proper coverage of clients.• Awarded 4 quarterly team excellence awards since 2019.

• Improved the Global Markets Basel Risk Weighted Assets capital adequacy ratio by over $1 billion as Co-Lead of the initiative to review historical operational loss events.• Reduced time needed to produce a usable Risk Control Self Assessments (RCSA) report from 4 hours to 2 minutes.• Eliminated $800,000 in yearly support costs as Operational Lead for the retirement of the Orion loss reporting system.• Coordinated with seven lines of business to review and update risk and control ratings for the RCSA.• Presided over monthly Business Control meetings with COO’s of seven Lines of Business to discuss loss events, areas of concern, and control items.

• Served as Head of AES Middle Office Operations and collaborated with cross-functional teams to address control gaps, provide timely and accurate feedback to clients, and implement both tactical and strategic solutions. Reduced client issues to below pre-financial crisis levels by addressing major processing deficiencies.• Conducted a comprehensive analysis of all AES Desk operational middle and back office functions and presented in-depth recommendations to the Global Heads of the business to address inefficiencies in processing, reconciliation, technology, operational structure, and reporting. • Led the RFP process for the development of a trade matching engine and presented detailed specifications to multiple vendors, resulting in the selection of the most suitable solution for the business. • Boosted trade internalization rates by 28% and captured $12 million in soft dollar revenue by designing and implementing a change to the Soft Dollar accounting within the Crossfinder dark pool. • Executed a project to “scrub” 180,000+ equity accounts and presented a proposal for entering the clean account database into production.

• Developed an operational support structure as the Head of Middle Office Operations for Lehman’s $1.5 billion internal Marco hedge fund. The product mix supported included equities and options, futures, bank debt, CDS, swaps, trade claims, currencies, PIPES, secondary offerings, convertible bonds, and Worst-of-Notes, both domestically and internationally.• Acted as the Project Manager in the implementation of Macgregor as the OMS for Equity Strategies, overseeing the design of operational architecture requirements and directing the testing of system installation.• Designed and implemented technology improvements as the Operational Lead and business liaison for the on-boarding of Statistical Arbitrage and E-Connectivity clients, resulting in increased efficiency, improved client service, and enhanced business risk management.• Led the project to clean up Lehman's Alert equity account database, negotiating with OMGEO to process the upload at no cost, resulting in savings of over $180,000. Managed all project management and data clean-up, cleansing over 104,000 accounts.• Executed a successful plan that resulted in over $3 million in annual savings on settlement and clearing costs by converting from clearing through Goldman Sachs to self-clearing for Lehman’s acquisition of NYSE specialist Van Der Moolen.

Authored a 75+ page BRD outlining all functional requirements and led the development and testing of the CTAC T+1 trade matching and allocation system. The implementation resulted in reduced headcount by 15 FTEs and increased productivity, saving $3 million per year and reducing losses to near zero.• Supervised the roll-out of CTAC to Lehman’s five institutional branches and coordinated its consolidation in New York a year later.• Lead a team of six through 150% year-over-year compounded volume growth without increasing headcount by implementing technological enhancements, process re-engineering, and hiring and mentoring high-quality, diverse staff as Head of US and Intl Program Trading Trade and Sales Support Middle Office. Responsible for processing all index rebalances, ETF creations, transition trades, and futures executions for the program trading desk. Streamlined procedures and oversaw the successful execution of three highly successful Russell Rebalance trades.• Drove numerous technological transformations of Lehman Brothers' trade processing, order management, allocation, and mainframe systems, including the on-boarding of Neuberger’s clients, the reengineering of the Correspondent clearing process, designing the layout of function screens for Lehman’s new mainframe (Viper), and delivering Prime Broker cash and margin trade processing system enhancements.• Established an SLA with Lehman's Corporate Action area, outlining procedures and expected service levels for processing each corporate action type, greatly increasing the Corporate Action team’s productivity and reducing the error rate.• Produced a “clean” account database of over 80,000 accounts for the program trading system, GPTS.

• Managed trade processing, fail management, new account opening, client account document retrieval, and syndicate booking for a diverse group of clients including asset managers, hedge funds, pension funds, and corporations as a part of the Cash Equities desk.• Acted as the Equity Middle Office Lead for the conversion of clearing through Bear Stearns to self-clearing, resulting in significant reduction in clearing costs for the firm.• Developed an account and counter party database for the syndicate allocation system, Syndesk, to streamline the booking of Syndicate trades.• Identified and addressed significant data issues within the "FC" table in the trade allocation system, EAS, by initiating a project to clean-up the data. This effort resulted in the elimination of manual rebooking of trades, and reduced costs by avoiding new confirm generation.

• Successfully identified and resolved an issue with the reset of floater rates in the Axys client account/fund reporting system by proposing a practical solution.• Led a comprehensive project to rebuild the cost basis of high net worth clients' portfolios in the Axys system by conducting thorough research of portfolios, historical statements, and working with brokers to obtain accurate cost basis information. The updated information was processed to produce accurate account valuation and client account/fund reporting.